mirror of
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Update weaveworks/common to latest version
``` $ gvt delete github.com/weaveworks/common $ gvt fetch --revision 4d96fd8dcf2c7b417912c6219b310112cb4a4626 github.com/weaveworks/common 2018/07/23 15:31:11 Fetching: github.com/weaveworks/common 2018/07/23 15:31:14 · Skipping (existing): github.com/golang/protobuf/ptypes/any 2018/07/23 15:31:14 · Fetching recursive dependency: github.com/pkg/errors 2018/07/23 15:31:16 · Skipping (existing): github.com/aws/aws-sdk-go/aws 2018/07/23 15:31:16 · Fetching recursive dependency: github.com/sirupsen/logrus 2018/07/23 15:31:18 ·· Skipping (existing): golang.org/x/sys/unix 2018/07/23 15:31:18 ·· Skipping (existing): golang.org/x/crypto/ssh/terminal 2018/07/23 15:31:18 · Skipping (existing): google.golang.org/grpc/status 2018/07/23 15:31:18 · Skipping (existing): github.com/gorilla/mux 2018/07/23 15:31:18 · Fetching recursive dependency: github.com/opentracing-contrib/go-stdlib/nethttp 2018/07/23 15:31:20 ·· Skipping (existing): github.com/opentracing/opentracing-go/ext 2018/07/23 15:31:20 ·· Skipping (existing): github.com/opentracing/opentracing-go/log 2018/07/23 15:31:20 ·· Skipping (existing): github.com/opentracing/opentracing-go 2018/07/23 15:31:20 · Skipping (existing): github.com/prometheus/client_golang/prometheus 2018/07/23 15:31:20 · Skipping (existing): google.golang.org/grpc 2018/07/23 15:31:20 · Skipping (existing): github.com/pmezard/go-difflib/difflib 2018/07/23 15:31:20 · Fetching recursive dependency: github.com/go-kit/kit/log 2018/07/23 15:31:23 ·· Fetching recursive dependency: github.com/go-logfmt/logfmt 2018/07/23 15:31:25 ··· Fetching recursive dependency: github.com/kr/logfmt 2018/07/23 15:31:27 ·· Fetching recursive dependency: github.com/go-stack/stack 2018/07/23 15:31:29 · Fetching recursive dependency: google.golang.org/genproto/googleapis/rpc/status 2018/07/23 15:31:37 ·· Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:31:37 ·· Skipping (existing): github.com/golang/protobuf/ptypes/any 2018/07/23 15:31:37 · Skipping (existing): github.com/opentracing/opentracing-go/log 2018/07/23 15:31:37 · Fetching recursive dependency: github.com/sercand/kuberesolver 2018/07/23 15:31:39 ·· Skipping (existing): google.golang.org/grpc/grpclog 2018/07/23 15:31:39 ·· Skipping (existing): google.golang.org/grpc/resolver 2018/07/23 15:31:39 ·· Skipping (existing): golang.org/x/net/context 2018/07/23 15:31:39 · Skipping (existing): google.golang.org/grpc/metadata 2018/07/23 15:31:39 · Skipping (existing): github.com/opentracing/opentracing-go/ext 2018/07/23 15:31:39 · Skipping (existing): github.com/armon/go-socks5 2018/07/23 15:31:39 · Skipping (existing): github.com/opentracing/opentracing-go 2018/07/23 15:31:39 · Skipping (existing): github.com/davecgh/go-spew/spew 2018/07/23 15:31:39 · Skipping (existing): github.com/golang/protobuf/ptypes 2018/07/23 15:31:39 · Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:31:39 · Fetching recursive dependency: github.com/grpc-ecosystem/grpc-opentracing/go/otgrpc 2018/07/23 15:31:41 ·· Skipping (existing): github.com/opentracing/opentracing-go/log 2018/07/23 15:31:41 ·· Skipping (existing): golang.org/x/net/context 2018/07/23 15:31:41 ·· Skipping (existing): google.golang.org/grpc/codes 2018/07/23 15:31:41 ·· Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:31:41 ·· Skipping (existing): github.com/opentracing/opentracing-go 2018/07/23 15:31:41 ·· Skipping (existing): github.com/opentracing/opentracing-go/ext 2018/07/23 15:31:41 ·· Skipping (existing): google.golang.org/grpc 2018/07/23 15:31:41 ·· Skipping (existing): google.golang.org/grpc/metadata 2018/07/23 15:31:41 ·· Skipping (existing): google.golang.org/grpc/status 2018/07/23 15:31:41 · Fetching recursive dependency: github.com/uber/jaeger-client-go/config 2018/07/23 15:31:44 ·· Fetching recursive dependency: github.com/uber/jaeger-client-go/internal/throttler/remote 2018/07/23 15:31:44 ··· Fetching recursive dependency: github.com/uber/jaeger-client-go/utils 2018/07/23 15:31:44 ···· Fetching recursive dependency: github.com/uber/jaeger-client-go/thrift 2018/07/23 15:31:44 ···· Fetching recursive dependency: github.com/uber/jaeger-client-go/thrift-gen/agent 2018/07/23 15:31:44 ····· Fetching recursive dependency: github.com/uber/jaeger-client-go/thrift-gen/jaeger 2018/07/23 15:31:44 ····· Fetching recursive dependency: github.com/uber/jaeger-client-go/thrift-gen/zipkincore 2018/07/23 15:31:44 ··· Fetching recursive dependency: github.com/uber/jaeger-client-go 2018/07/23 15:31:44 ···· Fetching recursive dependency: github.com/crossdock/crossdock-go 2018/07/23 15:31:46 ····· Skipping (existing): github.com/davecgh/go-spew/spew 2018/07/23 15:31:46 ····· Skipping (existing): golang.org/x/net/context/ctxhttp 2018/07/23 15:31:46 ····· Skipping (existing): golang.org/x/net/context 2018/07/23 15:31:46 ····· Skipping (existing): github.com/pmezard/go-difflib/difflib 2018/07/23 15:31:46 ···· Skipping (existing): github.com/opentracing/opentracing-go/log 2018/07/23 15:31:46 ···· Fetching recursive dependency: go.uber.org/zap/zapcore 2018/07/23 15:31:49 ····· Fetching recursive dependency: go.uber.org/atomic 2018/07/23 15:31:51 ····· Fetching recursive dependency: go.uber.org/zap/internal/bufferpool 2018/07/23 15:31:51 ······ Fetching recursive dependency: go.uber.org/zap/buffer 2018/07/23 15:31:51 ····· Fetching recursive dependency: go.uber.org/multierr 2018/07/23 15:31:54 ····· Fetching recursive dependency: go.uber.org/zap/internal/exit 2018/07/23 15:31:54 ····· Fetching recursive dependency: go.uber.org/zap/internal/color 2018/07/23 15:31:54 ···· Fetching recursive dependency: go.uber.org/zap 2018/07/23 15:31:54 ···· Skipping (existing): github.com/opentracing/opentracing-go 2018/07/23 15:31:54 ···· Skipping (existing): github.com/opentracing/opentracing-go/ext 2018/07/23 15:31:54 ···· Fetching recursive dependency: github.com/uber/jaeger-lib/metrics 2018/07/23 15:31:56 ····· Fetching recursive dependency: github.com/uber-go/tally 2018/07/23 15:31:58 ······ Fetching recursive dependency: github.com/m3db/prometheus_client_golang/prometheus/promhttp 2018/07/23 15:32:00 ······· Skipping (existing): github.com/prometheus/client_golang/prometheus 2018/07/23 15:32:00 ······· Skipping (existing): github.com/prometheus/common/expfmt 2018/07/23 15:32:00 ······· Skipping (existing): github.com/prometheus/client_model/go 2018/07/23 15:32:00 ······ Fetching recursive dependency: gopkg.in/validator.v2 2018/07/23 15:32:06 ······ Fetching recursive dependency: github.com/cactus/go-statsd-client/statsd 2018/07/23 15:32:08 ······ Skipping (existing): gopkg.in/yaml.v2 2018/07/23 15:32:08 ······ Fetching recursive dependency: github.com/m3db/prometheus_client_golang/prometheus 2018/07/23 15:32:08 ······· Skipping (existing): github.com/prometheus/procfs 2018/07/23 15:32:08 ······· Skipping (existing): github.com/prometheus/client_model/go 2018/07/23 15:32:08 ······· Skipping (existing): github.com/prometheus/common/expfmt 2018/07/23 15:32:08 ······· Skipping (existing): golang.org/x/net/context 2018/07/23 15:32:08 ······· Skipping (existing): github.com/beorn7/perks/quantile 2018/07/23 15:32:08 ······· Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:32:08 ······· Skipping (existing): github.com/prometheus/common/model 2018/07/23 15:32:08 ······· Skipping (existing): github.com/prometheus/client_golang/prometheus 2018/07/23 15:32:08 ······ Fetching recursive dependency: github.com/apache/thrift/lib/go/thrift 2018/07/23 15:32:13 ····· Skipping (existing): github.com/stretchr/testify/assert 2018/07/23 15:32:13 ····· Fetching recursive dependency: github.com/go-kit/kit/metrics/influx 2018/07/23 15:32:13 ······ Fetching recursive dependency: github.com/influxdata/influxdb/client/v2 2018/07/23 15:32:17 ······· Fetching recursive dependency: github.com/influxdata/influxdb/models 2018/07/23 15:32:17 ········ Fetching recursive dependency: github.com/influxdata/influxdb/pkg/escape 2018/07/23 15:32:17 ······ Fetching recursive dependency: github.com/go-kit/kit/metrics 2018/07/23 15:32:17 ······· Fetching recursive dependency: github.com/performancecopilot/speed 2018/07/23 15:32:19 ······· Fetching recursive dependency: github.com/aws/aws-sdk-go-v2/aws 2018/07/23 15:32:28 ········ Fetching recursive dependency: github.com/aws/aws-sdk-go-v2/internal/sdk 2018/07/23 15:32:28 ········ Skipping (existing): github.com/go-ini/ini 2018/07/23 15:32:28 ········ Fetching recursive dependency: github.com/aws/aws-sdk-go-v2/service/sts 2018/07/23 15:32:28 ········· Fetching recursive dependency: github.com/aws/aws-sdk-go-v2/private/protocol/query 2018/07/23 15:32:28 ·········· Fetching recursive dependency: github.com/aws/aws-sdk-go-v2/private/protocol 2018/07/23 15:32:28 ········· Fetching recursive dependency: github.com/aws/aws-sdk-go-v2/internal/awsutil 2018/07/23 15:32:28 ·········· Skipping (existing): github.com/jmespath/go-jmespath 2018/07/23 15:32:28 ······· Fetching recursive dependency: github.com/aws/aws-sdk-go-v2/service/cloudwatch 2018/07/23 15:32:29 ······· Skipping (existing): github.com/aws/aws-sdk-go/aws 2018/07/23 15:32:29 ······· Skipping (existing): github.com/prometheus/client_golang/prometheus 2018/07/23 15:32:29 ······· Skipping (existing): github.com/aws/aws-sdk-go/service/cloudwatch 2018/07/23 15:32:29 ······· Skipping (existing): github.com/aws/aws-sdk-go/service/cloudwatch/cloudwatchiface 2018/07/23 15:32:29 ······· Fetching recursive dependency: golang.org/x/sync/errgroup 2018/07/23 15:32:31 ········ Skipping (existing): golang.org/x/net/context 2018/07/23 15:32:31 ······· Fetching recursive dependency: github.com/go-kit/kit/util/conn 2018/07/23 15:32:31 ······· Fetching recursive dependency: github.com/VividCortex/gohistogram 2018/07/23 15:32:33 ····· Skipping (existing): github.com/prometheus/client_golang/prometheus 2018/07/23 15:32:33 ····· Fetching recursive dependency: github.com/codahale/hdrhistogram 2018/07/23 15:32:35 ·· Skipping (existing): github.com/opentracing/opentracing-go 2018/07/23 15:32:35 · Fetching recursive dependency: github.com/mwitkow/go-grpc-middleware 2018/07/23 15:32:37 ·· Fetching recursive dependency: github.com/grpc-ecosystem/go-grpc-middleware/logging 2018/07/23 15:32:39 ··· Fetching recursive dependency: github.com/grpc-ecosystem/go-grpc-middleware 2018/07/23 15:32:39 ···· Fetching recursive dependency: github.com/golang/protobuf/jsonpb 2018/07/23 15:32:42 ····· Skipping (existing): github.com/golang/protobuf/ptypes/timestamp 2018/07/23 15:32:42 ····· Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:32:42 ····· Skipping (existing): github.com/golang/protobuf/ptypes/duration 2018/07/23 15:32:42 ····· Skipping (existing): github.com/golang/protobuf/ptypes/any 2018/07/23 15:32:42 ····· Skipping (existing): github.com/golang/protobuf/ptypes/struct 2018/07/23 15:32:42 ····· Skipping 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Skipping (existing): github.com/gogo/protobuf/proto 2018/07/23 15:32:48 ···· Skipping (existing): google.golang.org/grpc/credentials 2018/07/23 15:32:48 ···· Skipping (existing): google.golang.org/grpc 2018/07/23 15:32:48 ···· Skipping (existing): github.com/opentracing/opentracing-go 2018/07/23 15:32:48 ···· Skipping (existing): google.golang.org/grpc/codes 2018/07/23 15:32:48 ···· Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:32:48 ···· Skipping (existing): google.golang.org/grpc/grpclog 2018/07/23 15:32:48 ···· Skipping (existing): github.com/opentracing/opentracing-go/ext 2018/07/23 15:32:48 ···· Skipping (existing): github.com/opentracing/opentracing-go/log 2018/07/23 15:32:48 ··· Skipping (existing): golang.org/x/net/context 2018/07/23 15:32:48 ··· Skipping (existing): google.golang.org/grpc 2018/07/23 15:32:48 ··· Skipping (existing): google.golang.org/grpc/grpclog 2018/07/23 15:32:48 ··· Skipping (existing): google.golang.org/grpc/codes 2018/07/23 15:32:48 ··· Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:32:48 ·· Skipping (existing): github.com/opentracing/opentracing-go 2018/07/23 15:32:48 ·· Skipping (existing): google.golang.org/grpc 2018/07/23 15:32:48 ·· Skipping (existing): golang.org/x/net/context 2018/07/23 15:32:48 ·· Skipping (existing): google.golang.org/grpc/codes 2018/07/23 15:32:48 ·· Skipping (existing): google.golang.org/grpc/grpclog 2018/07/23 15:32:48 ·· Skipping (existing): github.com/opentracing/opentracing-go/log 2018/07/23 15:32:48 ·· Skipping (existing): google.golang.org/grpc/metadata 2018/07/23 15:32:48 ·· Skipping (existing): google.golang.org/grpc/peer 2018/07/23 15:32:48 ·· Skipping (existing): google.golang.org/grpc/credentials 2018/07/23 15:32:48 ·· Skipping (existing): github.com/golang/protobuf/proto 2018/07/23 15:32:48 ·· Skipping (existing): golang.org/x/net/trace 2018/07/23 15:32:48 ·· Skipping (existing): github.com/opentracing/opentracing-go/ext 2018/07/23 15:32:48 · Fetching recursive dependency: github.com/weaveworks/promrus 2018/07/23 15:32:53 ·· Skipping (existing): gopkg.in/yaml.v2 2018/07/23 15:32:53 ·· Skipping (existing): golang.org/x/net/context/ctxhttp 2018/07/23 15:32:53 ·· Fetching recursive dependency: github.com/stretchr/objx 2018/07/23 15:32:55 ·· Fetching recursive dependency: gopkg.in/alecthomas/kingpin.v2 2018/07/23 15:32:58 ··· Fetching recursive dependency: github.com/alecthomas/units 2018/07/23 15:33:00 ··· Fetching recursive dependency: github.com/alecthomas/template 2018/07/23 15:33:02 ·· Fetching recursive dependency: github.com/julienschmidt/httprouter 2018/07/23 15:33:05 ·· Skipping (existing): golang.org/x/net/context 2018/07/23 15:33:05 · Skipping (existing): github.com/aws/aws-sdk-go/aws/credentials 2018/07/23 15:33:05 · Skipping (existing): github.com/golang/protobuf/ptypes/empty 2018/07/23 15:33:05 · Skipping (existing): golang.org/x/net/context 2018/07/23 15:33:05 · Skipping (existing): golang.org/x/tools/cover 2018/07/23 15:33:05 · Skipping (existing): github.com/mgutz/ansi ```
This commit is contained in:
Marc Carré
19
vendor/github.com/VividCortex/gohistogram/LICENSE
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19
vendor/github.com/VividCortex/gohistogram/LICENSE
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Copyright (c) 2013 VividCortex
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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
|
||||
furnished to do so, subject to the following conditions:
|
||||
|
||||
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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|
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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
|
||||
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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23
vendor/github.com/VividCortex/gohistogram/histogram.go
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vendor/github.com/VividCortex/gohistogram/histogram.go
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package gohistogram
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// Copyright (c) 2013 VividCortex, Inc. All rights reserved.
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// Please see the LICENSE file for applicable license terms.
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// Histogram is the interface that wraps the Add and Quantile methods.
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type Histogram interface {
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// Add adds a new value, n, to the histogram. Trimming is done
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// automatically.
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Add(n float64)
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// Quantile returns an approximation.
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Quantile(n float64) (q float64)
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// String returns a string reprentation of the histogram,
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// which is useful for printing to a terminal.
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String() (str string)
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}
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type bin struct {
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value float64
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count float64
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}
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160
vendor/github.com/VividCortex/gohistogram/numerichistogram.go
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package gohistogram
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// Copyright (c) 2013 VividCortex, Inc. All rights reserved.
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// Please see the LICENSE file for applicable license terms.
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import (
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"fmt"
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)
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type NumericHistogram struct {
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bins []bin
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maxbins int
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total uint64
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}
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// NewHistogram returns a new NumericHistogram with a maximum of n bins.
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//
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// There is no "optimal" bin count, but somewhere between 20 and 80 bins
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// should be sufficient.
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func NewHistogram(n int) *NumericHistogram {
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return &NumericHistogram{
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bins: make([]bin, 0),
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maxbins: n,
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total: 0,
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}
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}
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func (h *NumericHistogram) Add(n float64) {
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defer h.trim()
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h.total++
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for i := range h.bins {
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if h.bins[i].value == n {
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h.bins[i].count++
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return
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}
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if h.bins[i].value > n {
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newbin := bin{value: n, count: 1}
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head := append(make([]bin, 0), h.bins[0:i]...)
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head = append(head, newbin)
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tail := h.bins[i:]
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h.bins = append(head, tail...)
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return
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}
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}
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h.bins = append(h.bins, bin{count: 1, value: n})
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}
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func (h *NumericHistogram) Quantile(q float64) float64 {
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count := q * float64(h.total)
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for i := range h.bins {
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count -= float64(h.bins[i].count)
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if count <= 0 {
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return h.bins[i].value
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}
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}
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return -1
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}
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// CDF returns the value of the cumulative distribution function
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// at x
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func (h *NumericHistogram) CDF(x float64) float64 {
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count := 0.0
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for i := range h.bins {
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if h.bins[i].value <= x {
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count += float64(h.bins[i].count)
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}
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}
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return count / float64(h.total)
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}
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// Mean returns the sample mean of the distribution
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func (h *NumericHistogram) Mean() float64 {
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if h.total == 0 {
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return 0
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}
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sum := 0.0
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for i := range h.bins {
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sum += h.bins[i].value * h.bins[i].count
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}
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return sum / float64(h.total)
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}
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// Variance returns the variance of the distribution
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func (h *NumericHistogram) Variance() float64 {
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if h.total == 0 {
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return 0
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}
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sum := 0.0
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mean := h.Mean()
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for i := range h.bins {
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sum += (h.bins[i].count * (h.bins[i].value - mean) * (h.bins[i].value - mean))
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}
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return sum / float64(h.total)
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}
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func (h *NumericHistogram) Count() float64 {
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return float64(h.total)
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}
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// trim merges adjacent bins to decrease the bin count to the maximum value
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func (h *NumericHistogram) trim() {
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for len(h.bins) > h.maxbins {
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// Find closest bins in terms of value
|
||||
minDelta := 1e99
|
||||
minDeltaIndex := 0
|
||||
for i := range h.bins {
|
||||
if i == 0 {
|
||||
continue
|
||||
}
|
||||
|
||||
if delta := h.bins[i].value - h.bins[i-1].value; delta < minDelta {
|
||||
minDelta = delta
|
||||
minDeltaIndex = i
|
||||
}
|
||||
}
|
||||
|
||||
// We need to merge bins minDeltaIndex-1 and minDeltaIndex
|
||||
totalCount := h.bins[minDeltaIndex-1].count + h.bins[minDeltaIndex].count
|
||||
mergedbin := bin{
|
||||
value: (h.bins[minDeltaIndex-1].value*
|
||||
h.bins[minDeltaIndex-1].count +
|
||||
h.bins[minDeltaIndex].value*
|
||||
h.bins[minDeltaIndex].count) /
|
||||
totalCount, // weighted average
|
||||
count: totalCount, // summed heights
|
||||
}
|
||||
head := append(make([]bin, 0), h.bins[0:minDeltaIndex-1]...)
|
||||
tail := append([]bin{mergedbin}, h.bins[minDeltaIndex+1:]...)
|
||||
h.bins = append(head, tail...)
|
||||
}
|
||||
}
|
||||
|
||||
// String returns a string reprentation of the histogram,
|
||||
// which is useful for printing to a terminal.
|
||||
func (h *NumericHistogram) String() (str string) {
|
||||
str += fmt.Sprintln("Total:", h.total)
|
||||
|
||||
for i := range h.bins {
|
||||
var bar string
|
||||
for j := 0; j < int(float64(h.bins[i].count)/float64(h.total)*200); j++ {
|
||||
bar += "."
|
||||
}
|
||||
str += fmt.Sprintln(h.bins[i].value, "\t", bar)
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
190
vendor/github.com/VividCortex/gohistogram/weightedhistogram.go
generated
vendored
Normal file
190
vendor/github.com/VividCortex/gohistogram/weightedhistogram.go
generated
vendored
Normal file
@@ -0,0 +1,190 @@
|
||||
// Package gohistogram contains implementations of weighted and exponential histograms.
|
||||
package gohistogram
|
||||
|
||||
// Copyright (c) 2013 VividCortex, Inc. All rights reserved.
|
||||
// Please see the LICENSE file for applicable license terms.
|
||||
|
||||
import "fmt"
|
||||
|
||||
// A WeightedHistogram implements Histogram. A WeightedHistogram has bins that have values
|
||||
// which are exponentially weighted moving averages. This allows you keep inserting large
|
||||
// amounts of data into the histogram and approximate quantiles with recency factored in.
|
||||
type WeightedHistogram struct {
|
||||
bins []bin
|
||||
maxbins int
|
||||
total float64
|
||||
alpha float64
|
||||
}
|
||||
|
||||
// NewWeightedHistogram returns a new WeightedHistogram with a maximum of n bins with a decay factor
|
||||
// of alpha.
|
||||
//
|
||||
// There is no "optimal" bin count, but somewhere between 20 and 80 bins should be
|
||||
// sufficient.
|
||||
//
|
||||
// Alpha should be set to 2 / (N+1), where N represents the average age of the moving window.
|
||||
// For example, a 60-second window with an average age of 30 seconds would yield an
|
||||
// alpha of 0.064516129.
|
||||
func NewWeightedHistogram(n int, alpha float64) *WeightedHistogram {
|
||||
return &WeightedHistogram{
|
||||
bins: make([]bin, 0),
|
||||
maxbins: n,
|
||||
total: 0,
|
||||
alpha: alpha,
|
||||
}
|
||||
}
|
||||
|
||||
func ewma(existingVal float64, newVal float64, alpha float64) (result float64) {
|
||||
result = newVal*(1-alpha) + existingVal*alpha
|
||||
return
|
||||
}
|
||||
|
||||
func (h *WeightedHistogram) scaleDown(except int) {
|
||||
for i := range h.bins {
|
||||
if i != except {
|
||||
h.bins[i].count = ewma(h.bins[i].count, 0, h.alpha)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func (h *WeightedHistogram) Add(n float64) {
|
||||
defer h.trim()
|
||||
for i := range h.bins {
|
||||
if h.bins[i].value == n {
|
||||
h.bins[i].count++
|
||||
|
||||
defer h.scaleDown(i)
|
||||
return
|
||||
}
|
||||
|
||||
if h.bins[i].value > n {
|
||||
|
||||
newbin := bin{value: n, count: 1}
|
||||
head := append(make([]bin, 0), h.bins[0:i]...)
|
||||
|
||||
head = append(head, newbin)
|
||||
tail := h.bins[i:]
|
||||
h.bins = append(head, tail...)
|
||||
|
||||
defer h.scaleDown(i)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
h.bins = append(h.bins, bin{count: 1, value: n})
|
||||
}
|
||||
|
||||
func (h *WeightedHistogram) Quantile(q float64) float64 {
|
||||
count := q * h.total
|
||||
for i := range h.bins {
|
||||
count -= float64(h.bins[i].count)
|
||||
|
||||
if count <= 0 {
|
||||
return h.bins[i].value
|
||||
}
|
||||
}
|
||||
|
||||
return -1
|
||||
}
|
||||
|
||||
// CDF returns the value of the cumulative distribution function
|
||||
// at x
|
||||
func (h *WeightedHistogram) CDF(x float64) float64 {
|
||||
count := 0.0
|
||||
for i := range h.bins {
|
||||
if h.bins[i].value <= x {
|
||||
count += float64(h.bins[i].count)
|
||||
}
|
||||
}
|
||||
|
||||
return count / h.total
|
||||
}
|
||||
|
||||
// Mean returns the sample mean of the distribution
|
||||
func (h *WeightedHistogram) Mean() float64 {
|
||||
if h.total == 0 {
|
||||
return 0
|
||||
}
|
||||
|
||||
sum := 0.0
|
||||
|
||||
for i := range h.bins {
|
||||
sum += h.bins[i].value * h.bins[i].count
|
||||
}
|
||||
|
||||
return sum / h.total
|
||||
}
|
||||
|
||||
// Variance returns the variance of the distribution
|
||||
func (h *WeightedHistogram) Variance() float64 {
|
||||
if h.total == 0 {
|
||||
return 0
|
||||
}
|
||||
|
||||
sum := 0.0
|
||||
mean := h.Mean()
|
||||
|
||||
for i := range h.bins {
|
||||
sum += (h.bins[i].count * (h.bins[i].value - mean) * (h.bins[i].value - mean))
|
||||
}
|
||||
|
||||
return sum / h.total
|
||||
}
|
||||
|
||||
func (h *WeightedHistogram) Count() float64 {
|
||||
return h.total
|
||||
}
|
||||
|
||||
func (h *WeightedHistogram) trim() {
|
||||
total := 0.0
|
||||
for i := range h.bins {
|
||||
total += h.bins[i].count
|
||||
}
|
||||
h.total = total
|
||||
for len(h.bins) > h.maxbins {
|
||||
|
||||
// Find closest bins in terms of value
|
||||
minDelta := 1e99
|
||||
minDeltaIndex := 0
|
||||
for i := range h.bins {
|
||||
if i == 0 {
|
||||
continue
|
||||
}
|
||||
|
||||
if delta := h.bins[i].value - h.bins[i-1].value; delta < minDelta {
|
||||
minDelta = delta
|
||||
minDeltaIndex = i
|
||||
}
|
||||
}
|
||||
|
||||
// We need to merge bins minDeltaIndex-1 and minDeltaIndex
|
||||
totalCount := h.bins[minDeltaIndex-1].count + h.bins[minDeltaIndex].count
|
||||
mergedbin := bin{
|
||||
value: (h.bins[minDeltaIndex-1].value*
|
||||
h.bins[minDeltaIndex-1].count +
|
||||
h.bins[minDeltaIndex].value*
|
||||
h.bins[minDeltaIndex].count) /
|
||||
totalCount, // weighted average
|
||||
count: totalCount, // summed heights
|
||||
}
|
||||
head := append(make([]bin, 0), h.bins[0:minDeltaIndex-1]...)
|
||||
tail := append([]bin{mergedbin}, h.bins[minDeltaIndex+1:]...)
|
||||
h.bins = append(head, tail...)
|
||||
}
|
||||
}
|
||||
|
||||
// String returns a string reprentation of the histogram,
|
||||
// which is useful for printing to a terminal.
|
||||
func (h *WeightedHistogram) String() (str string) {
|
||||
str += fmt.Sprintln("Total:", h.total)
|
||||
|
||||
for i := range h.bins {
|
||||
var bar string
|
||||
for j := 0; j < int(float64(h.bins[i].count)/float64(h.total)*200); j++ {
|
||||
bar += "."
|
||||
}
|
||||
str += fmt.Sprintln(h.bins[i].value, "\t", bar)
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
Reference in New Issue
Block a user