netplika/hist.c

/** Histogram functions.
 *
 * @author Steffen Vogel <stvogel@eonerc.rwth-aachen.de>
 * @copyright 2014-2015, Institute for Automation of Complex Power Systems, EONERC
 *   This file is part of S2SS. All Rights Reserved. Proprietary and confidential.
 *   Unauthorized copying of this file, via any medium is strictly prohibited. 
 *********************************************************************************/

#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <float.h>
#include <math.h>
#include <time.h>

#include "hist.h"
#include "utils.h"

#define VAL(h, i)	((h)->low + (i) * (h)->resolution)
#define INDEX(h, v)	round((v - (h)->low) / (h)->resolution)

void hist_create(struct hist *h, double low, double high, double resolution)
{
	h->low = low;
	h->high = high;
	h->resolution = resolution;
	h->length = (high - low) / resolution;
	h->data = alloc(h->length * sizeof(unsigned));
	
	hist_reset(h);
}

void hist_destroy(struct hist *h)
{
	free(h->data);
}

void hist_put(struct hist *h, double value)
{
	int idx = INDEX(h, value);
	
	/* Update min/max */
	if (value > h->highest)
		h->highest = value;
	if (value < h->lowest)
		h->lowest = value;
	
	/* Check bounds and increment */
	if      (idx >= h->length)
		h->higher++;
	else if (idx < 0)
		h->lower++;
	else
		h->data[idx]++;
	
	h->total++;
	
	/* Online / running calculation of variance and mean
	 *  by Donald Knuth’s Art of Computer Programming, Vol 2, page 232, 3rd edition */
	if (h->total == 1) {
		h->_m[1] = h->_m[0] = value;
		h->_s[1] = 0.0;
	}
	else {
		h->_m[0] = h->_m[1] + (value - h->_m[1]) / h->total;
		h->_s[0] = h->_s[1] + (value - h->_m[1]) * (value - h->_m[0]);
   
		// set up for next iteration
		h->_m[1] = h->_m[0]; 
		h->_s[1] = h->_s[0];
	}
	
}

void hist_reset(struct hist *h)
{
	h->total = 0;
	h->higher = 0;
	h->lower = 0;
	
	h->highest = DBL_MIN;
	h->lowest = DBL_MAX;
	
	memset(h->data, 0, h->length * sizeof(unsigned));
}

double hist_mean(struct hist *h)
{
	return (h->total > 0) ? h->_m[0] : 0.0;
}

double hist_var(struct hist *h)
{
	return (h->total > 1) ? h->_s[0] / (h->total - 1) : 0.0;
}

double hist_stddev(struct hist *h)
{
	return sqrt(hist_var(h));
}

void hist_print(struct hist *h, FILE *f)
{
	fprintf(f, "Total: %u values\n", h->total);
	fprintf(f, "Highest value: %f\n", h->highest);
	fprintf(f, "Lowest  value: %f\n", h->lowest);
	fprintf(f, "Mean: %f\n", hist_mean(h));
	fprintf(f, "Variance: %f\n", hist_var(h));
	fprintf(f, "Standard derivation: %f\n", hist_stddev(h));
	if (h->higher > 0)
		fprintf(f, "Missed:  %u values above %f\n", h->higher, h->high);
	if (h->lower > 0)
		fprintf(f, "Missed:  %u values below %f\n", h->lower,  h->low);
	
	if (h->total - h->higher - h->lower > 0) {
		char buf[(h->length + 1) * 8];
		hist_dump(h, buf, sizeof(buf));
		fprintf(f, "Matlab data: %s\n", buf);

		hist_plot(h, f);
	}
}

void hist_plot(struct hist *h, FILE *f)
{
	char buf[HIST_HEIGHT];
	memset(buf, '#', sizeof(buf));
	
	hist_cnt_t max = 1;

	/* Get highest bar */
	for (int i = 0; i < h->length; i++) {
		if (h->data[i] > max)
			max = h->data[i];
	}
	
	/* Print plot */
	fprintf(f, "%3s | %9s | %5s | %s\n", "#", "Value", "Occur", "Plot");
	fprintf(f, "--------------------------------------------------------------------------------\n");

	for (int i = 0; i < h->length; i++) {
		int bar = HIST_HEIGHT * ((double) h->data[i] / max);
		
		fprintf(f, "%3u | %+5.2e | "     "%5u"  " | %.*s\n", i, VAL(h, i), h->data[i], bar, buf);
	}
}

void hist_dump(struct hist *h, char *buf, int len)
{
	*buf = 0;

	strap(buf, len, "[ ");

	for (int i = 0; i < h->length; i++)
		strap(buf, len, "%u ", h->data[i]);

	strap(buf, len, "]");
}

void hist_matlab(struct hist *h, FILE *f)
{
	char buf[h->length * 8];
	hist_dump(h, buf, sizeof(buf));
	
	fprintf(f, "%lu = struct( ", time(NULL));
	fprintf(f, "'min', %f, 'max', %f, ", h->low, h->high);
	fprintf(f, "'ok', %u, too_high', %u, 'too_low', %u, ", h->total, h->higher, h->lower);
	fprintf(f, "'highest', %f, 'lowest', %f, ", h->highest, h->lowest);
	fprintf(f, "'mean', %f, ", hist_mean(h));
	fprintf(f, "'var', %f, ", hist_var(h));
	fprintf(f, "'stddev', %f, ", hist_stddev(h));
	fprintf(f, "'hist', %s ", buf);
	fprintf(f, "),\n");
}