Added tag hs15-b03 for changeset 2581d90c6c9b
author trims Thu, 11 Feb 2010 20:37:01 -0800 37f87013dfd8 c18cbe5936b8
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```/*
* DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.
*
* This code is free software; you can redistribute it and/or modify it
* under the terms of the GNU General Public License version 2 only, as
*
* This code is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
* version 2 for more details (a copy is included in the LICENSE file that
* accompanied this code).
*
* You should have received a copy of the GNU General Public License version
* 2 along with this work; if not, write to the Free Software Foundation,
* Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA.
*
* CA 95054 USA or visit www.sun.com if you need additional information or
* have any questions.
*
*/

# include "incls/_precompiled.incl"
# include "incls/_numberSeq.cpp.incl"

AbsSeq::AbsSeq(double alpha) :
_num(0), _sum(0.0), _sum_of_squares(0.0),
_davg(0.0), _dvariance(0.0), _alpha(alpha) {
}

if (_num == 0) {
// if the sequence is empty, the davg is the same as the value
_davg = val;
// and the variance is 0
_dvariance = 0.0;
} else {
// otherwise, calculate both
_davg = (1.0 - _alpha) * val + _alpha * _davg;
double diff = val - _davg;
_dvariance = (1.0 - _alpha) * diff * diff + _alpha * _dvariance;
}
}

double AbsSeq::avg() const {
if (_num == 0)
return 0.0;
else
return _sum / total();
}

double AbsSeq::variance() const {
if (_num <= 1)
return 0.0;

double x_bar = avg();
double result = _sum_of_squares / total() - x_bar * x_bar;
if (result < 0.0) {
// due to loss-of-precision errors, the variance might be negative
// by a small bit

//    guarantee(-0.1 < result && result < 0.0,
//        "if variance is negative, it should be very small");
result = 0.0;
}
return result;
}

double AbsSeq::sd() const {
double var = variance();
guarantee( var >= 0.0, "variance should not be negative" );
return sqrt(var);
}

double AbsSeq::davg() const {
return _davg;
}

double AbsSeq::dvariance() const {
if (_num <= 1)
return 0.0;

double result = _dvariance;
if (result < 0.0) {
// due to loss-of-precision errors, the variance might be negative
// by a small bit

guarantee(-0.1 < result && result < 0.0,
"if variance is negative, it should be very small");
result = 0.0;
}
return result;
}

double AbsSeq::dsd() const {
double var = dvariance();
guarantee( var >= 0.0, "variance should not be negative" );
return sqrt(var);
}

NumberSeq::NumberSeq(double alpha) :
AbsSeq(alpha), _maximum(0.0), _last(0.0) {
}

bool NumberSeq::check_nums(NumberSeq *total, int n, NumberSeq **parts) {
for (int i = 0; i < n; ++i) {
if (parts[i] != NULL && total->num() != parts[i]->num())
return false;
}
return true;
}

NumberSeq::NumberSeq(NumberSeq *total, int n, NumberSeq **parts) {
guarantee(check_nums(total, n, parts), "all seq lengths should match");
double sum = total->sum();
for (int i = 0; i < n; ++i) {
if (parts[i] != NULL)
sum -= parts[i]->sum();
}

_num = total->num();
_sum = sum;

// we do not calculate these...
_sum_of_squares = -1.0;
_maximum = -1.0;
_davg = -1.0;
_dvariance = -1.0;
}

_last = val;
if (_num == 0) {
_maximum = val;
} else {
if (val > _maximum)
_maximum = val;
}
_sum += val;
_sum_of_squares += val * val;
++_num;
}

TruncatedSeq::TruncatedSeq(int length, double alpha):
AbsSeq(alpha), _length(length), _next(0) {
_sequence = NEW_C_HEAP_ARRAY(double, _length);
for (int i = 0; i < _length; ++i)
_sequence[i] = 0.0;
}

// get the oldest value in the sequence...
double old_val = _sequence[_next];
// ...remove it from the sum and sum of squares
_sum -= old_val;
_sum_of_squares -= old_val * old_val;

// ...and update them with the new value
_sum += val;
_sum_of_squares += val * val;

// now replace the old value with the new one
_sequence[_next] = val;
_next = (_next + 1) % _length;

// only increase it if the buffer is not full
if (_num < _length)
++_num;

guarantee( variance() > -1.0, "variance should be >= 0" );
}

// can't easily keep track of this incrementally...
double TruncatedSeq::maximum() const {
if (_num == 0)
return 0.0;
double ret = _sequence;
for (int i = 1; i < _num; ++i) {
double val = _sequence[i];
if (val > ret)
ret = val;
}
return ret;
}

double TruncatedSeq::last() const {
if (_num == 0)
return 0.0;
unsigned last_index = (_next + _length - 1) % _length;
return _sequence[last_index];
}

double TruncatedSeq::oldest() const {
if (_num == 0)
return 0.0;
else if (_num < _length)
// index 0 always oldest value until the array is full
return _sequence;
else {
// since the array is full, _next is over the oldest value
return _sequence[_next];
}
}

double TruncatedSeq::predict_next() const {
if (_num == 0)
return 0.0;

double num           = (double) _num;
double x_squared_sum = 0.0;
double x_sum         = 0.0;
double y_sum         = 0.0;
double xy_sum        = 0.0;
double x_avg         = 0.0;
double y_avg         = 0.0;

int first = (_next + _length - _num) % _length;
for (int i = 0; i < _num; ++i) {
double x = (double) i;
double y =  _sequence[(first + i) % _length];

x_squared_sum += x * x;
x_sum         += x;
y_sum         += y;
xy_sum        += x * y;
}
x_avg = x_sum / num;
y_avg = y_sum / num;

double Sxx = x_squared_sum - x_sum * x_sum / num;
double Sxy = xy_sum - x_sum * y_sum / num;
double b1 = Sxy / Sxx;
double b0 = y_avg - b1 * x_avg;

return b0 + b1 * num;
}

// Printing/Debugging Support

void AbsSeq::dump() { dump_on(gclog_or_tty); }

void AbsSeq::dump_on(outputStream* s) {
s->print_cr("\t _num = %d, _sum = %7.3f, _sum_of_squares = %7.3f",
_num,      _sum,         _sum_of_squares);
s->print_cr("\t _davg = %7.3f, _dvariance = %7.3f, _alpha = %7.3f",
_davg,         _dvariance,         _alpha);
}

void NumberSeq::dump_on(outputStream* s) {
AbsSeq::dump_on(s);
s->print_cr("\t\t _last = %7.3f, _maximum = %7.3f");
}

void TruncatedSeq::dump_on(outputStream* s) {
AbsSeq::dump_on(s);
s->print_cr("\t\t _length = %d, _next = %d", _length, _next);
for (int i = 0; i < _length; i++) {
if (i%5 == 0) {
s->cr();
s->print("\t");
}
s->print("\t[%d]=%7.3f", i, _sequence[i]);
}
s->print_cr("");
}```