stat

Documentation

Overview

Package stat implements facilities for storing distribution sketches and updating them

Index

• type Bin
• type Histogram
  • func NewHistogram(min, max float64, n int) *Histogram
  • func (h *Histogram) Histogram() []*Bin
  • func (h *Histogram) Put(x float64, weight float64)
  • func (h *Histogram) Width() float64
• type Moment
  • func (x *Moment) Add(sample float64)
  • func (x *Moment) AddWeighted(sample float64, weight float64)
  • func (x *Moment) Average() float64
  • func (x *Moment) Count() int64
  • func (x *Moment) Init()
  • func (x *Moment) IsEmpty() bool
  • func (x *Moment) Mass() float64
  • func (x *Moment) Max() float64
  • func (x *Moment) Min() float64
  • func (x *Moment) Moment(k float64) float64
  • func (x *Moment) StdDev() float64
  • func (x *Moment) Variance() float64
  • func (x *Moment) Weight() float64
• type SlidingMoment
  • func NewSlidingMoment(resolution int, duration time.Duration) *SlidingMoment
  • func (x *SlidingMoment) Init(resolution int, duration time.Duration)
  • func (x *SlidingMoment) Mass() float64
  • func (x *SlidingMoment) Slot(t time.Time) *Moment
  • func (x *SlidingMoment) Slots() ([]*Moment, time.Time)
  • func (x *SlidingMoment) TailWeight(tail int) float64
  • func (x *SlidingMoment) TimeSpan() time.Duration
  • func (x *SlidingMoment) Weight() float64
• type TimeSampler
  • func (x *TimeSampler) Average() float64
  • func (x *TimeSampler) Init()
  • func (x *TimeSampler) Moment() *Moment
  • func (x *TimeSampler) Start()
  • func (x *TimeSampler) StdDev() float64
  • func (x *TimeSampler) Stop()

Types

type Bin

type Bin struct {
	X      float64 // Starting value. Bin is [X, X+width)
	Weight float64
}

type Histogram

type Histogram struct {
	// contains filtered or unexported fields
}

Histogram is a simple static histogram structure. It consumes a stream of floating point numbers and can output a histogram at any time.

func NewHistogram

func NewHistogram(min, max float64, n int) *Histogram

NewHistogram creates and returns a new histogram object.

func (*Histogram) Histogram

func (h *Histogram) Histogram() []*Bin

Histogram returns the current histogram.

func (*Histogram) Put

func (h *Histogram) Put(x float64, weight float64)

Put places the sample with value x and given weight (must be positive) into the histogram.

func (*Histogram) Width

func (h *Histogram) Width() float64

Width returns the histogram bin width in the value domain

type Moment

type Moment struct {
	// contains filtered or unexported fields
}

Moment is a streaming sketch data structure. It keeps track of moment statistics for an incoming stream of floating point numbers.

func (*Moment) Add

func (x *Moment) Add(sample float64)

Add adds sample with weight one.

func (*Moment) AddWeighted

func (x *Moment) AddWeighted(sample float64, weight float64)

AddWeighted adds sample with the given weight.

func (*Moment) Average

func (x *Moment) Average() float64

Average returns the weighted average of samples added to the sketch.

func (*Moment) Count

func (x *Moment) Count() int64

Count returns the number of samples added to this sketch.

func (*Moment) Init

func (x *Moment) Init()

Init initializes the sketch.

func (*Moment) IsEmpty

func (x *Moment) IsEmpty() bool

IsEmpty returns true if no samples have been added to this sketch yet.

func (*Moment) Mass

func (x *Moment) Mass() float64

Mass returns the sum of absolute values of the sample-weight product of all added samples.

func (*Moment) Max

func (x *Moment) Max() float64

Ma returns the largest sample added to this sketch.

func (*Moment) Min

func (x *Moment) Min() float64

Min returns the smallest sample added to this sketch.

func (*Moment) Moment

func (x *Moment) Moment(k float64) float64

Moment returns the weighted k-th moment of the samples added to this sketch.

func (*Moment) StdDev

func (x *Moment) StdDev() float64

StdDev returns the weighted standard deviation of the samples added to this sketch.

func (*Moment) Variance

func (x *Moment) Variance() float64

Variance returns the weighted variance of the samples added to this sketch.

func (*Moment) Weight

func (x *Moment) Weight() float64

Weight returns the total sample weight added to this sketch.

type SlidingMoment

type SlidingMoment struct {
	// contains filtered or unexported fields
}

Sliding moment is a composite sketch. It keeps track of a sliding window of time, divided into slots where each slot is a moment sketch.

func NewSlidingMoment

func NewSlidingMoment(resolution int, duration time.Duration) *SlidingMoment

NewSlidingMoment creates a new sketch with resolution-many slots, and each slot being responsible for a time interval of duration/resolution.

func (*SlidingMoment) Init

func (x *SlidingMoment) Init(resolution int, duration time.Duration)

Init initializes the sketch.

func (*SlidingMoment) Mass

func (x *SlidingMoment) Mass() float64

Mass returns the total mass across all time slot sketches.

func (*SlidingMoment) Slot

func (x *SlidingMoment) Slot(t time.Time) *Moment

Moment returns a pointer to the current moment structure corresponding to time t.

func (*SlidingMoment) Slots

func (x *SlidingMoment) Slots() ([]*Moment, time.Time)

Slots returns a slice of moment sketches, ordered from most recent to least recent.

func (*SlidingMoment) TailWeight

func (x *SlidingMoment) TailWeight(tail int) float64

TailWeight returns the total sample weight in the tail least-recent time slots.

func (*SlidingMoment) TimeSpan

func (x *SlidingMoment) TimeSpan() time.Duration

TimeSpan returns the length of time that is captured by this sketch.

func (*SlidingMoment) Weight

func (x *SlidingMoment) Weight() float64

Weight returns the total weight of all samples across all time slots.

type TimeSampler

type TimeSampler struct {
	// contains filtered or unexported fields
}

TimeSampler is a facility for collection stopwatch statistics over multiple experiments. TimeSampler is not synchronized. Only one measurement can take place at a time.

func (*TimeSampler) Average

func (x *TimeSampler) Average() float64

Average returns the average experiment time.

func (*TimeSampler) Init

func (x *TimeSampler) Init()

Init initializes the time sampler.

func (*TimeSampler) Moment

func (x *TimeSampler) Moment() *Moment

Moment returns the underlying moment sketch.

func (*TimeSampler) Start

func (x *TimeSampler) Start()

Start initiates a new measurement.

func (*TimeSampler) StdDev

func (x *TimeSampler) StdDev() float64

StdDev returns the standard deviation across all experiments.

func (*TimeSampler) Stop

func (x *TimeSampler) Stop()

Stop ends an experiment and records the elapsed time as a sample in an underlying moment sketch.