jenkins-bot has submitted this change and it was merged. Change subject: Initial commit ......................................................................
Initial commit Factored out of commit 766c11b5166 of https://gerrit.wikimedia.org/r/p/mediawiki/core.git. Change-Id: I236c2b807f1f689c67d303d60d92c7a49001c169 --- A .editorconfig A .gitattributes A .gitignore A .travis.yml A COPYING A Doxyfile A README.md A composer.json A phpcs.xml A phpunit.xml.dist A src/RunningStat.php A tests/RunningStatTest.php 12 files changed, 794 insertions(+), 0 deletions(-) Approvals: Ori.livneh: Looks good to me, approved jenkins-bot: Verified diff --git a/.editorconfig b/.editorconfig new file mode 100644 index 0000000..42aefb6 --- /dev/null +++ b/.editorconfig @@ -0,0 +1,6 @@ +# http://editorconfig.org +root = true + +[*] +indent_style = tab + diff --git a/.gitattributes b/.gitattributes new file mode 100644 index 0000000..b6fe658 --- /dev/null +++ b/.gitattributes @@ -0,0 +1,10 @@ +.editorconfig export-ignore +.gitattributes export-ignore +.gitignore export-ignore +.gitreview export-ignore +.travis.yml export-ignore +Doxyfile export-ignore +composer.json export-ignore +phpcs.xml export-ignore +phpunit.xml.dist export-ignore +tests/ export-ignore diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..c760786 --- /dev/null +++ b/.gitignore @@ -0,0 +1,4 @@ +/coverage +/doc +/vendor +/composer.lock diff --git a/.travis.yml b/.travis.yml new file mode 100644 index 0000000..c25a516 --- /dev/null +++ b/.travis.yml @@ -0,0 +1,13 @@ +sudo: false +language: php +php: + - "5.3.3" + - "5.3" + - "5.4" + - "5.5" + - "5.6" + - "hhvm" +install: + - composer install +script: + - composer test diff --git a/COPYING b/COPYING new file mode 100644 index 0000000..019694a --- /dev/null +++ b/COPYING @@ -0,0 +1,342 @@ +== GNU GENERAL PUBLIC LICENSE == + +Version 2, June 1991 + +Copyright (C) 1989, 1991 Free Software Foundation, Inc. +51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA +Everyone is permitted to copy and distribute verbatim copies +of this license document, but changing it is not allowed. + +=== Preamble === + +The licenses for most software are designed to take away your +freedom to share and change it. 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It is safest +to attach them to the start of each source file to most effectively +convey the exclusion of warranty; and each file should have at least +the "copyright" line and a pointer to where the full notice is found. + + <one line to give the program's name and a brief idea of what it does.> + + Copyright (C) <year> <name of author> + + This program is free software; you can redistribute it and/or modify + it under the terms of the GNU General Public License as published by + the Free Software Foundation; either version 2 of the License, or + (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU General Public License for more details. + + You should have received a copy of the GNU General Public License + along with this program; if not, write to the Free Software + Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA + + +Also add information on how to contact you by electronic and paper mail. + +If the program is interactive, make it output a short notice like this +when it starts in an interactive mode: + + Gnomovision version 69, Copyright (C) year name of author + Gnomovision comes with ABSOLUTELY NO WARRANTY; for details type `show w'. + This is free software, and you are welcome to redistribute it + under certain conditions; type `show c' for details. + +The hypothetical commands `show w' and `show c' should show the appropriate +parts of the General Public License. Of course, the commands you use may +be called something other than `show w' and `show c'; they could even be +mouse-clicks or menu items--whatever suits your program. + +You should also get your employer (if you work as a programmer) or your +school, if any, to sign a "copyright disclaimer" for the program, if +necessary. Here is a sample; alter the names: + + Yoyodyne, Inc., hereby disclaims all copyright interest in the program + `Gnomovision' (which makes passes at compilers) written by James Hacker. + + <signature of Ty Coon>, 1 April 1989 + + Ty Coon, President of Vice + +This General Public License does not permit incorporating your program into +proprietary programs. If your program is a subroutine library, you may +consider it more useful to permit linking proprietary applications with the +library. If this is what you want to do, use the GNU Library General +Public License instead of this License. diff --git a/Doxyfile b/Doxyfile new file mode 100644 index 0000000..6a06ccf --- /dev/null +++ b/Doxyfile @@ -0,0 +1,26 @@ +# Doxyfile for RunningStat +# +# See <http://www.stack.nl/~dimitri/doxygen/manual/config.html> +# for help on how to use this file to configure Doxygen. + +PROJECT_NAME = "RunningStat" +PROJECT_BRIEF = "PHP implementations of online statistical algorithms" +OUTPUT_DIRECTORY = doc +JAVADOC_AUTOBRIEF = YES +QT_AUTOBRIEF = YES +WARN_NO_PARAMDOC = YES +INPUT = README.md src/ +FILE_PATTERNS = *.php +RECURSIVE = YES +USE_MDFILE_AS_MAINPAGE = README.md +HTML_DYNAMIC_SECTIONS = YES +GENERATE_TREEVIEW = YES +TREEVIEW_WIDTH = 250 +GENERATE_LATEX = NO +HAVE_DOT = YES +DOT_FONTNAME = Helvetica +DOT_FONTSIZE = 10 +TEMPLATE_RELATIONS = YES +CALL_GRAPH = NO +CALLER_GRAPH = NO +DOT_MULTI_TARGETS = YES diff --git a/README.md b/README.md new file mode 100644 index 0000000..4c84565 --- /dev/null +++ b/README.md @@ -0,0 +1,57 @@ +RunningStat +=========== + +RunningStat computes the central tendency, shape, and extrema of a set of +points online, in constant space. It uses a neat one-pass algorithm for +calculating variance, described here: + <en.wikipedia.org/wiki/Algorithms_for_calculating_variance#On-line_algorithm> + +This particular implementation adapts a sample C++ implementation by John D. +Cook to PHP. See <http://www.johndcook.com/standard_deviation.html> and + <http://www.johndcook.com/skewness_kurtosis.html>. + +RunningStat instances can be combined. The resultant RunningStat has the same +state it would have had if it had been used to accumulate each point. This +property is attractive because it allows separate threads of execution to +process a stream in parallel. More importantly, individual points can be +accumulated in stages, without loss of fidelity, at intermediate points in the +aggregation process. JavaScript profiling samples can be accumulated in the +user's browser and be combined with measurements from other browsers on the +profiling data aggregator. Functions that are called multiple times in the +course of a profiled web request can be accumulated in MediaWiki prior to being +transmitted to the profiling data aggregator. + +Usage +----- +Here is how you use it: + +<pre lang="php"> +use RunningStat\RunningStat; + +$rstat = new RunningStat(); +foreach ( array( + 49.7168, 74.3804, 7.0115, 96.5769, 34.9458, + 36.9947, 33.8926, 89.0774, 23.7745, 73.5154, + 86.1322, 53.2124, 16.2046, 73.5130, 10.4209, + 42.7299, 49.3330, 47.0215, 34.9950, 18.2914, +) as $sample ) { + $rstat->push( $sample ); +} + + +printf( + "n = %d; min = %.2f; max = %.2f; mean = %.2f; variance = %.2f; stddev = %.2f\n", + count( $rstat ), + $rstat->min, + $rstat->max, + $rstat->getMean(), + $rstat->getVariance(), + $rstat->getStdDev() +); +// Output: +// n = 20; min = 7.01; max = 96.58; mean = 47.59; variance = 725.71; stddev = 26.94 +</pre> + +License +------- +GPL-2.0+ diff --git a/composer.json b/composer.json new file mode 100644 index 0000000..13da7c1 --- /dev/null +++ b/composer.json @@ -0,0 +1,30 @@ +{ + "name": "wikimedia/running-stat", + "description": "PHP implementations of online statistical algorithms", + "license": "GPL-2.0+", + "homepage": "https://www.mediawiki.org/wiki/RunningStat";, + "authors": [ + { + "name": "Ori Livneh", + "email": "[email protected]" + } + ], + "autoload": { + "classmap": ["src/"] + }, + "require": { + "php": ">=5.3.3" + }, + "require-dev": { + "jakub-onderka/php-parallel-lint": "^0.9.0.0", + "phpunit/phpunit": "4.6.*", + "mediawiki/mediawiki-codesniffer": "^0.5.0.0" + }, + "scripts": { + "test": [ + "parallel-lint . --exclude vendor", + "phpunit $PHPUNIT_ARGS", + "phpcs -p -s" + ] + } +} diff --git a/phpcs.xml b/phpcs.xml new file mode 100644 index 0000000..06c43bc --- /dev/null +++ b/phpcs.xml @@ -0,0 +1,10 @@ +<?xml version="1.0"?> +<ruleset> + <rule ref="vendor/mediawiki/mediawiki-codesniffer/MediaWiki"/> + <file>.</file> + <arg name="encoding" value="UTF-8"/> + <arg name="extensions" value="php"/> + <exclude-pattern>coverage</exclude-pattern> + <exclude-pattern>vendor</exclude-pattern> + <exclude-pattern>doc/html</exclude-pattern> +</ruleset> diff --git a/phpunit.xml.dist b/phpunit.xml.dist new file mode 100644 index 0000000..77c4ac6 --- /dev/null +++ b/phpunit.xml.dist @@ -0,0 +1,14 @@ +<phpunit colors="true" + beStrictAboutTestsThatDoNotTestAnything="true" + beStrictAboutOutputDuringTests="true"> + <testsuites> + <testsuite name="RunningStat Tests"> + <directory>./tests</directory> + </testsuite> + </testsuites> + <filter> + <whitelist addUncoveredFilesFromWhitelist="true"> + <directory suffix=".php">./src</directory> + </whitelist> + </filter> +</phpunit> diff --git a/src/RunningStat.php b/src/RunningStat.php new file mode 100644 index 0000000..6929447 --- /dev/null +++ b/src/RunningStat.php @@ -0,0 +1,178 @@ +<?php +/** + * RunningStat + * + * Compute running mean, variance, and extrema of a stream of numbers. + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or + * (at your option) any later version. + * + * This program is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + * GNU General Public License for more details. + * + * You should have received a copy of the GNU General Public License along + * with this program; if not, write to the Free Software Foundation, Inc., + * 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + * http://www.gnu.org/copyleft/gpl.html + * + * @file + * @author Ori Livneh <[email protected]> + */ + +namespace RunningStat; + +// Needed due to PHP non-bug <https://bugs.php.net/bug.php?id=49828>. +define( 'RUNNINGSTAT_NEGATIVE_INF', -INF ); + +/** + * Represents a running summary of a stream of numbers. + * + * RunningStat instances are accumulator-like objects that provide a set of + * continuously-updated summary statistics for a stream of numbers, without + * requiring that each value be stored. The measures it provides are the + * arithmetic mean, variance, standard deviation, and extrema (min and max); + * together they describe the central tendency and statistical dispersion of a + * set of values. + * + * One RunningStat instance can be merged into another; the resultant + * RunningStat has the state it would have had if it had accumulated each + * individual point. This allows data to be summarized in parallel and in + * stages without loss of fidelity. + * + * Based on a C++ implementation by John D. Cook: + * <http://www.johndcook.com/standard_deviation.html> + * <http://www.johndcook.com/skewness_kurtosis.html> + * + * The in-line documentation for this class incorporates content from the + * English Wikipedia articles "Variance", "Algorithms for calculating + * variance", and "Standard deviation". + */ +class RunningStat implements \Countable { + + /** @var int Number of samples. **/ + public $n = 0; + + /** @var float The first moment (or mean, or expected value). **/ + public $m1 = 0.0; + + /** @var float The second central moment (or variance). **/ + public $m2 = 0.0; + + /** @var float The least value in the set. **/ + public $min = INF; + + /** @var float The greatest value in the set. **/ + public $max = RUNNINGSTAT_NEGATIVE_INF; + + /** + * Count the number of accumulated values. + * @return int Number of values + */ + public function count() { + return $this->n; + } + + /** + * Add a number to the data set. + * @param int|float $x Value to add + */ + public function push( $x ) { + $x = (float) $x; + + $this->min = min( $this->min, $x ); + $this->max = max( $this->max, $x ); + + $n1 = $this->n; + $this->n += 1; + $delta = $x - $this->m1; + $delta_n = $delta / $this->n; + $this->m1 += $delta_n; + $this->m2 += $delta * $delta_n * $n1; + } + + /** + * Get the mean, or expected value. + * + * The arithmetic mean is the sum of all measurements divided by the number + * of observations in the data set. + * + * @return float Mean + */ + public function getMean() { + return $this->m1; + } + + /** + * Get the estimated variance. + * + * Variance measures how far a set of numbers is spread out. A small + * variance indicates that the data points tend to be very close to the + * mean (and hence to each other), while a high variance indicates that the + * data points are very spread out from the mean and from each other. + * + * @return float Estimated variance + */ + public function getVariance() { + if ( $this->n === 0 ) { + // The variance of the empty set is undefined. + return NAN; + } elseif ( $this->n === 1 ) { + return 0.0; + } else { + return $this->m2 / ( $this->n - 1.0 ); + } + } + + /** + * Get the estimated standard deviation. + * + * The standard deviation of a statistical population is the square root of + * its variance. It shows how much variation from the mean exists. In + * addition to expressing the variability of a population, the standard + * deviation is commonly used to measure confidence in statistical conclusions. + * + * @return float Estimated standard deviation + */ + public function getStdDev() { + return sqrt( $this->getVariance() ); + } + + /** + * Merge another RunningStat instance into this instance. + * + * This instance then has the state it would have had if all the data had + * been accumulated by it alone. + * + * @param RunningStat RunningStat instance to merge into this one + */ + public function merge( RunningStat $other ) { + // If the other RunningStat is empty, there's nothing to do. + if ( $other->n === 0 ) { + return; + } + + // If this RunningStat is empty, copy values from other RunningStat. + if ( $this->n === 0 ) { + $this->n = $other->n; + $this->m1 = $other->m1; + $this->m2 = $other->m2; + $this->min = $other->min; + $this->max = $other->max; + return; + } + + $n = $this->n + $other->n; + $delta = $other->m1 - $this->m1; + $delta2 = $delta * $delta; + + $this->m1 = ( ( $this->n * $this->m1 ) + ( $other->n * $other->m1 ) ) / $n; + $this->m2 = $this->m2 + $other->m2 + ( $delta2 * $this->n * $other->n / $n ); + $this->min = min( $this->min, $other->min ); + $this->max = max( $this->max, $other->max ); + $this->n = $n; + } +} diff --git a/tests/RunningStatTest.php b/tests/RunningStatTest.php new file mode 100644 index 0000000..de21571 --- /dev/null +++ b/tests/RunningStatTest.php @@ -0,0 +1,104 @@ +<?php +/** + * RunningStat + * + * Compute running mean, variance, and extrema of a stream of numbers. + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or + * (at your option) any later version. + * + * This program is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + * GNU General Public License for more details. + * + * You should have received a copy of the GNU General Public License along + * with this program; if not, write to the Free Software Foundation, Inc., + * 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + * http://www.gnu.org/copyleft/gpl.html + * + * @file + * @author Ori Livneh <[email protected]> + */ + +use RunningStat\RunningStat; + +/** + * @covers RunningStat\RunningStat + */ +class RunningStatTest extends \PHPUnit_Framework_TestCase { + + public $points = array( + 49.7168, 74.3804, 7.0115, 96.5769, 34.9458, + 36.9947, 33.8926, 89.0774, 23.7745, 73.5154, + 86.1322, 53.2124, 16.2046, 73.5130, 10.4209, + 42.7299, 49.3330, 47.0215, 34.9950, 18.2914, + ); + + /** + * Verify that the statistical moments and extrema computed by RunningStat + * match expected values. + * @covers RunningStat::push + * @covers RunningStat::count + * @covers RunningStat::getMean + * @covers RunningStat::getVariance + * @covers RunningStat::getStdDev + */ + public function testRunningStatAccuracy() { + $rstat = new RunningStat(); + foreach ( $this->points as $point ) { + $rstat->push( $point ); + } + + $mean = array_sum( $this->points ) / count( $this->points ); + $variance = array_sum( array_map( function ( $x ) use ( $mean ) { + return pow( $mean - $x, 2 ); + }, $this->points ) ) / ( count( $rstat ) - 1 ); + $stddev = sqrt( $variance ); + + $this->assertEquals( count( $rstat ), count( $this->points ) ); + $this->assertEquals( $rstat->min, min( $this->points ) ); + $this->assertEquals( $rstat->max, max( $this->points ) ); + $this->assertEquals( $rstat->getMean(), $mean ); + $this->assertEquals( $rstat->getVariance(), $variance ); + $this->assertEquals( $rstat->getStdDev(), $stddev ); + } + + /** + * When one RunningStat instance is merged into another, the state of the + * target RunningInstance should have the state that it would have had if + * all the data had been accumulated by it alone. + * @covers RunningStat::merge + * @covers RunningStat::count + */ + public function testRunningStatMerge() { + $expected = new RunningStat(); + + foreach ( $this->points as $point ) { + $expected->push( $point ); + } + + // Split the data into two sets + $sets = array_chunk( $this->points, floor( count( $this->points ) / 2 ) ); + + // Accumulate the first half into one RunningStat object + $first = new RunningStat(); + foreach ( $sets[0] as $point ) { + $first->push( $point ); + } + + // Accumulate the second half into another RunningStat object + $second = new RunningStat(); + foreach ( $sets[1] as $point ) { + $second->push( $point ); + } + + // Merge the second RunningStat object into the first + $first->merge( $second ); + + $this->assertEquals( count( $first ), count( $this->points ) ); + $this->assertEquals( $first, $expected ); + } +} -- To view, visit https://gerrit.wikimedia.org/r/249013 To unsubscribe, visit https://gerrit.wikimedia.org/r/settings Gerrit-MessageType: merged Gerrit-Change-Id: I236c2b807f1f689c67d303d60d92c7a49001c169 Gerrit-PatchSet: 5 Gerrit-Project: RunningStat Gerrit-Branch: master Gerrit-Owner: Ori.livneh <[email protected]> Gerrit-Reviewer: Krinkle <[email protected]> Gerrit-Reviewer: Legoktm <[email protected]> Gerrit-Reviewer: Ori.livneh <[email protected]> Gerrit-Reviewer: jenkins-bot <> _______________________________________________ MediaWiki-commits mailing list [email protected] https://lists.wikimedia.org/mailman/listinfo/mediawiki-commits
