Data commit

Task/Statistics-Basic/C/statistics-basic.c

@@ -0,0 +1,102 @@
+#include <stdio.h>
+#include <stdlib.h>
+#include <math.h>
+#include <stdint.h>
+
+#define n_bins 10
+
+double rand01() { return rand() / (RAND_MAX + 1.0); }
+
+double avg(int count, double *stddev, int *hist)
+{
+	double x[count];
+	double m = 0, s = 0;
+
+	for (int i = 0; i < n_bins; i++) hist[i] = 0;
+	for (int i = 0; i < count; i++) {
+		m += (x[i] = rand01());
+		hist[(int)(x[i] * n_bins)] ++;
+	}
+
+	m /= count;
+	for (int i = 0; i < count; i++)
+		s += x[i] * x[i];
+	*stddev = sqrt(s / count - m * m);
+	return m;
+}
+
+void hist_plot(int *hist)
+{
+	int max = 0, step = 1;
+	double inc = 1.0 / n_bins;
+
+	for (int i = 0; i < n_bins; i++)
+		if (hist[i] > max) max = hist[i];
+
+	/* scale if numbers are too big */
+	if (max >= 60) step = (max + 59) / 60;
+
+	for (int i = 0; i < n_bins; i++) {
+		printf("[%5.2g,%5.2g]%5d ", i * inc, (i + 1) * inc, hist[i]);
+		for (int j = 0; j < hist[i]; j += step)
+			printf("#");
+		printf("\n");
+	}
+}
+
+/*  record for moving average and stddev.  Values kept are sums and sum data^2
+ *  to avoid excessive precision loss due to divisions, but some loss is inevitable
+ */
+typedef struct {
+	uint64_t size;
+	double sum, x2;
+	uint64_t hist[n_bins];
+} moving_rec;
+
+void moving_avg(moving_rec *rec, double *data, int count)
+{
+	double sum = 0, x2 = 0;
+	/* not adding data directly to the sum in case both recorded sum and
+	 * count of this batch are large; slightly less likely to lose precision*/
+	for (int i = 0; i < count; i++) {
+		sum += data[i];
+		x2 += data[i] * data[i];
+		rec->hist[(int)(data[i] * n_bins)]++;
+	}
+
+	rec->sum += sum;
+	rec->x2 += x2;
+	rec->size += count;
+}
+
+int main()
+{
+	double m, stddev;
+	int hist[n_bins], samples = 10;
+
+	while (samples <= 10000) {
+		m = avg(samples, &stddev, hist);
+		printf("size %5d: %g %g\n", samples, m, stddev);
+		samples *= 10;
+	}
+
+	printf("\nHistograph:\n");
+	hist_plot(hist);
+
+	printf("\nMoving average:\n  N     Mean    Sigma\n");
+	moving_rec rec = { 0, 0, 0, {0} };
+	double data[100];
+	for (int i = 0; i < 10000; i++) {
+		for (int j = 0; j < 100; j++) data[j] = rand01();
+
+		moving_avg(&rec, data, 100);
+
+		if ((i % 1000) == 999) {
+			printf("%4lluk %f %f\n",
+				rec.size/1000,
+				rec.sum / rec.size,
+				sqrt(rec.x2 * rec.size - rec.sum * rec.sum)/rec.size
+			);
+		}
+	}
+}