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time_averaged_stats.h
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1 /*
2 *
3 * Copyright 2015, Google Inc.
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33
34 #ifndef GRPC_INTERNAL_CORE_IOMGR_TIME_AVERAGED_STATS_H
35 #define GRPC_INTERNAL_CORE_IOMGR_TIME_AVERAGED_STATS_H
36
37 /* This tracks a time-decaying weighted average. It works by collecting
38 batches of samples and then mixing their average into a time-decaying
39 weighted mean. It is designed for batch operations where we do many adds
40 before updating the average. */
41
42 typedef struct {
43 /* The initial average value. This is the reported average until the first
44 grpc_time_averaged_stats_update_average call. If a positive regress_weight
45 is used, we also regress towards this value on each update. */
46 double init_avg;
47 /* The sample weight of "init_avg" that is mixed in with each call to
48 grpc_time_averaged_stats_update_average. If the calls to
49 grpc_time_averaged_stats_add_sample stop, this will cause the average to
50 regress back to the mean. This should be non-negative. Set it to 0 to
51 disable the bias. A value of 1 has the effect of adding in 1 bonus sample
52 with value init_avg to each sample period. */
53 double regress_weight;
54 /* This determines the rate of decay of the time-averaging from one period
55 to the next by scaling the aggregate_total_weight of samples from prior
56 periods when combining with the latest period. It should be in the range
57 [0,1]. A higher value adapts more slowly. With a value of 0.5, if the
58 batches each have k samples, the samples_in_avg_ will grow to 2 k, so the
59 weighting of the time average will eventually be 1/3 new batch and 2/3
60 old average. */
61 double persistence_factor;
62
63 /* The total value of samples since the last UpdateAverage(). */
64 double batch_total_value;
65 /* The number of samples since the last UpdateAverage(). */
66 double batch_num_samples;
67 /* The time-decayed sum of batch_num_samples_ over previous batches. This is
68 the "weight" of the old aggregate_weighted_avg_ when updating the
69 average. */
70 double aggregate_total_weight;
71 /* A time-decayed average of the (batch_total_value_ / batch_num_samples_),
72 computed by decaying the samples_in_avg_ weight in the weighted average. */
73 double aggregate_weighted_avg;
74 } grpc_time_averaged_stats;
75
76 /* See the comments on the members above for an explanation of init_avg,
77 regress_weight, and persistence_factor. */
78 void grpc_time_averaged_stats_init(grpc_time_averaged_stats *stats,
79 double init_avg, double regress_weight,
80 double persistence_factor);
81 /* Add a sample to the current batch. */
82 void grpc_time_averaged_stats_add_sample(grpc_time_averaged_stats *stats,
83 double value);
84 /* Complete a batch and compute the new estimate of the average sample
85 value. */
86 double grpc_time_averaged_stats_update_average(grpc_time_averaged_stats *stats);
87
88 #endif /* GRPC_INTERNAL_CORE_IOMGR_TIME_AVERAGED_STATS_H */
value
const char * value
Definition: hpack_table.c:44
grpc_time_averaged_stats::persistence_factor
double persistence_factor
Definition: time_averaged_stats.h:61
grpc_time_averaged_stats::regress_weight
double regress_weight
Definition: time_averaged_stats.h:53
grpc_time_averaged_stats::batch_num_samples
double batch_num_samples
Definition: time_averaged_stats.h:66
grpc_time_averaged_stats_init
void grpc_time_averaged_stats_init(grpc_time_averaged_stats *stats, double init_avg, double regress_weight, double persistence_factor)
Definition: time_averaged_stats.c:36
grpc_time_averaged_stats::aggregate_total_weight
double aggregate_total_weight
Definition: time_averaged_stats.h:70
grpc_time_averaged_stats::init_avg
double init_avg
Definition: time_averaged_stats.h:46
grpc_time_averaged_stats::batch_total_value
double batch_total_value
Definition: time_averaged_stats.h:64
grpc_time_averaged_stats_add_sample
void grpc_time_averaged_stats_add_sample(grpc_time_averaged_stats *stats, double value)
Definition: time_averaged_stats.c:48
grpc_time_averaged_stats
Definition: time_averaged_stats.h:42
grpc_time_averaged_stats_update_average
double grpc_time_averaged_stats_update_average(grpc_time_averaged_stats *stats)
Definition: time_averaged_stats.c:54
grpc_time_averaged_stats::aggregate_weighted_avg
double aggregate_weighted_avg
Definition: time_averaged_stats.h:73