From 9aa494ab96374edefb1c6ccc3b2005941e70788c Mon Sep 17 00:00:00 2001
From: lisyarus <lisyarus@gmail.com>
Date: Fri, 12 Mar 2021 14:43:00 +0300
Subject: [PATCH] Move old statistic module to statistics_lite, a new
 statistics module can compute percentiles

---
 libs/util/include/psemek/util/statistics.hpp | 126 +++++++++++++++++--
 1 file changed, 116 insertions(+), 10 deletions(-)

diff --git a/libs/util/include/psemek/util/statistics.hpp b/libs/util/include/psemek/util/statistics.hpp
index d97c9ea0..d3e27bcd 100644
--- a/libs/util/include/psemek/util/statistics.hpp
+++ b/libs/util/include/psemek/util/statistics.hpp
@@ -3,6 +3,9 @@
 #include <iostream>
 #include <cmath>
 #include <limits>
+#include <vector>
+#include <numeric>
+#include <algorithm>
 
 namespace psemek::util
 {
@@ -39,7 +42,7 @@ namespace psemek::util
 	}
 
 	template <typename T>
-	struct statistics
+	struct statistics_lite
 	{
 		void push(T const & value);
 
@@ -50,7 +53,7 @@ namespace psemek::util
 		T max() const { return max_; }
 
 		template <typename H>
-		friend statistics<H> merge(statistics<H> const & s1, statistics<H> const & s2);
+		friend statistics_lite<H> merge(statistics_lite<H> const & s1, statistics_lite<H> const & s2);
 
 	private:
 		std::size_t count_ = 0;
@@ -61,7 +64,7 @@ namespace psemek::util
 	};
 
 	template <typename T>
-	void statistics<T>::push(T const & value)
+	void statistics_lite<T>::push(T const & value)
 	{
 		++count_;
 		sum_ += value;
@@ -71,18 +74,114 @@ namespace psemek::util
 	}
 
 	template <typename T>
-	T statistics<T>::mean() const
+	T statistics_lite<T>::mean() const
 	{
 		return sum_ / count_;
 	}
 
 	template <typename T>
-	T statistics<T>::var() const
+	T statistics_lite<T>::var() const
 	{
 		T const m = mean();
 		return std::sqrt(sum_sqr_ / count_ - m * m);
 	}
 
+	template <typename T>
+	std::ostream & operator << (std::ostream & os, statistics_lite<T> const & s)
+	{
+		os << "mean = " << s.mean() << ", var = " << s.var() << ", range = [" << s.min() << " .. " << s.max() << "]";
+		return os;
+	}
+
+	template <typename T>
+	statistics_lite<T> merge(statistics_lite<T> const & s1, statistics_lite<T> const & s2)
+	{
+		statistics_lite<T> result;
+		result.count_ = s1.count_ + s2.count_;
+		result.sum_ = s1.sum_ + s2.sum_;
+		result.sum_sqr_ = s1.sum_sqr_ + s2.sum_sqr_;
+		result.min_ = std::min(s1.min_, s2.min_);
+		result.max_ = std::max(s1.max_, s2.max_);
+		return result;
+	}
+
+	template <typename T>
+	struct statistics
+	{
+		void push(T const & value);
+
+		std::size_t count() const { return values_.size(); }
+		T mean() const;
+		T var() const;
+		T min() const;
+		T max() const;
+
+		T percentile(double p) const;
+
+		template <typename H>
+		friend statistics<H> merge(statistics<H> const & s1, statistics<H> const & s2);
+
+	private:
+		mutable std::vector<T> values_;
+		mutable bool sorted_ = true;
+	};
+
+	template <typename T>
+	void statistics<T>::push(T const & value)
+	{
+		values_.push_back(value);
+		sorted_ = false;
+	}
+
+	template <typename T>
+	T statistics<T>::mean() const
+	{
+		return std::accumulate(values_.begin(), values_.end(), T{}) / count();
+	}
+
+	template <typename T>
+	T statistics<T>::var() const
+	{
+		T sum{};
+		T sum_sqr{};
+		for (auto const & v : values_)
+		{
+			sum += v;
+			sum_sqr += v * v;
+		}
+
+		auto m = sum / count();
+		return std::sqrt(sum_sqr / count() - m * m);
+	}
+
+	template <typename T>
+	T statistics<T>::min() const
+	{
+		if (values_.empty())
+			return std::numeric_limits<T>::max();
+		return *std::min_element(values_.begin(), values_.end());
+	}
+
+	template <typename T>
+	T statistics<T>::max() const
+	{
+		if (values_.empty())
+			return std::numeric_limits<T>::min();
+		return *std::max_element(values_.begin(), values_.end());
+	}
+
+	template <typename T>
+	T statistics<T>::percentile(double p) const
+	{
+		if (!sorted_)
+		{
+			std::sort(values_.begin(), values_.end());
+			sorted_ = true;
+		}
+
+		return values_[std::min<std::size_t>(values_.size() - 1, values_.size() * p)];
+	}
+
 	template <typename T>
 	std::ostream & operator << (std::ostream & os, statistics<T> const & s)
 	{
@@ -94,11 +193,18 @@ namespace psemek::util
 	statistics<T> merge(statistics<T> const & s1, statistics<T> const & s2)
 	{
 		statistics<T> result;
-		result.count_ = s1.count_ + s2.count_;
-		result.sum_ = s1.sum_ + s2.sum_;
-		result.sum_sqr_ = s1.sum_sqr_ + s2.sum_sqr_;
-		result.min_ = std::min(s1.min_, s2.min_);
-		result.max_ = std::max(s1.max_, s2.max_);
+		result.values_.reserve(s1.values_.size() + s2.values_.size());
+		result.sorted_ = s1.sorted_ && s2.sorted_;
+		if (result.sorted_)
+		{
+			std::merge(s1.values_.begin(), s1.values_.end(), s2.values_.begin(), s2.values_.end(), std::back_inserter(result.values_));
+		}
+		else
+		{
+			auto it = std::back_inserter(result.values_);
+			it = std::copy(s1.values_.begin(), s1.values_.end(), it);
+			it = std::copy(s2.values_.begin(), s2.values_.end(), it);
+		}
 		return result;
 	}