81 lines
2.9 KiB
Go
81 lines
2.9 KiB
Go
/*
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Copyright (©) 2015 Timothée Peignier <timothee.peignier@tryphon.org>
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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Reference of what was originally copied: https://ipfs.io/ipfs/QmeJDSL6g6u4NSuzUqRxZWhyKPJ6wJAqieQpqX5eXPCjj5
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*/
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package metrics
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import (
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"math"
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"gonum.org/v1/gonum/floats"
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)
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// phi returns the φ-failure for the given value and distribution.
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// Two edge cases that are dealt with in phi:
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// 1. phi == math.+Inf
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// 2. phi == math.NaN
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//
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// Edge case 1. is most certainly a failure, the value of v is is so large
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// in comparison to the distribution that the cdf function returns a 1,
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// which equates to a math.Log10(0) which is one of its special cases, i.e
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// returns -Inf. In this case, phi() will return the math.+Inf value, as it
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// will be a valid comparison against the threshold value in checker.Failed.
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//
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// Edge case 2. could be a failure but may not be. phi() will return NaN
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// when the standard deviation of the distribution is 0, i.e. the entire
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// distribution is the same number, {1,1,1,1,1}. Considering that we are
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// using UnixNano timestamps this would be highly unlikely, but just in case
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// phi() will return a -1 value, indicating that the caller should retry.
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func phi(v float64, d []float64) float64 {
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u, o := meanStdDev(d)
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phi := -math.Log10(1 - cdf(u, o, v))
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if math.IsNaN(phi) {
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return -1
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}
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return phi
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}
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// cdf returns the cumulative distribution function if the given
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// normal function, for the given value.
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func cdf(u, o, v float64) float64 {
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return ((1.0 / 2.0) * (1 + math.Erf((v-u)/(o*math.Sqrt2))))
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}
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func meanStdDev(v []float64) (m, sd float64) {
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var variance float64
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m, variance = meanVariance(v)
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sd = math.Sqrt(variance)
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return
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}
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func meanVariance(values []float64) (m, v float64) {
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if len(values) == 0 {
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return 0.0, 0.0
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}
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m = floats.Sum(values) / float64(len(values))
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floats.AddConst(-m, values)
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floats.Mul(values, values)
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v = floats.Sum(values) / float64(len(values))
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return
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}
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