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