Ori.livneh has uploaded a new change for review.
https://gerrit.wikimedia.org/r/249799
Change subject: Cherry-pick wikimedia/running-stat 1.1.0
......................................................................
Cherry-pick wikimedia/running-stat 1.1.0
Change-Id: Iaafd5c9e39362d78ec262ba0e9492bffb49061ff
---
M composer.json
M composer.lock
M composer/autoload_classmap.php
M composer/installed.json
A wikimedia/running-stat/COPYING
A wikimedia/running-stat/README.md
A wikimedia/running-stat/src/PSquare.php
A wikimedia/running-stat/src/RunningStat.php
8 files changed, 868 insertions(+), 2 deletions(-)
git pull ssh://gerrit.wikimedia.org:29418/mediawiki/vendor
refs/changes/99/249799/1
diff --git a/composer.json b/composer.json
index 73e8717..3ce3e14 100644
--- a/composer.json
+++ b/composer.json
@@ -30,6 +30,7 @@
"wikimedia/composer-merge-plugin": "1.2.1",
"wikimedia/ip-set": "1.0.1",
"wikimedia/relpath": "1.0.3",
+ "wikimedia/running-stat": "1.1.0",
"wikimedia/utfnormal": "1.0.3",
"wikimedia/wrappedstring": "2.0.0",
"zordius/lightncandy": "0.21"
diff --git a/composer.lock b/composer.lock
index cc972c1..b4a7afe 100644
--- a/composer.lock
+++ b/composer.lock
@@ -4,8 +4,8 @@
"Read more about it at
https://getcomposer.org/doc/01-basic-usage.md#composer-lock-the-lock-file";,
"This file is @generated automatically"
],
- "hash": "53f99794279316ccfda3af4b55f86d86",
- "content-hash": "c83ea88ae5d18d726e2d9e8e5f31c68e",
+ "hash": "18eadc3b9ab40185301c3cd251de6ece",
+ "content-hash": "1c40b48b2381ecf0f513c900e5d82d8f",
"packages": [
{
"name": "composer/semver",
@@ -1004,6 +1004,48 @@
"time": "2015-09-29 21:17:03"
},
{
+ "name": "wikimedia/running-stat",
+ "version": "v1.1.0",
+ "source": {
+ "type": "git",
+ "url": "https://github.com/wikimedia/RunningStat.git";,
+ "reference": "9d7170d3eeb6f418b9f0266b2bbe6e4681ab73dd"
+ },
+ "dist": {
+ "type": "zip",
+ "url":
"https://api.github.com/repos/wikimedia/RunningStat/zipball/9d7170d3eeb6f418b9f0266b2bbe6e4681ab73dd";,
+ "reference": "9d7170d3eeb6f418b9f0266b2bbe6e4681ab73dd",
+ "shasum": ""
+ },
+ "require": {
+ "php": ">=5.3.3"
+ },
+ "require-dev": {
+ "jakub-onderka/php-parallel-lint": "^0.9.0.0",
+ "mediawiki/mediawiki-codesniffer": "^0.5.0.0",
+ "phpunit/phpunit": "4.6.*"
+ },
+ "type": "library",
+ "autoload": {
+ "classmap": [
+ "src/"
+ ]
+ },
+ "notification-url": "https://packagist.org/downloads/";,
+ "license": [
+ "GPL-2.0+"
+ ],
+ "authors": [
+ {
+ "name": "Ori Livneh",
+ "email": "[email protected]"
+ }
+ ],
+ "description": "PHP implementations of online statistical
algorithms",
+ "homepage": "https://www.mediawiki.org/wiki/RunningStat";,
+ "time": "2015-10-28 22:29:15"
+ },
+ {
"name": "wikimedia/utfnormal",
"version": "v1.0.3",
"source": {
diff --git a/composer/autoload_classmap.php b/composer/autoload_classmap.php
index 7ebc517..d2af28a 100644
--- a/composer/autoload_classmap.php
+++ b/composer/autoload_classmap.php
@@ -514,6 +514,8 @@
'Psr\\Log\\NullLogger' => $vendorDir . '/psr/log/Psr/Log/NullLogger.php',
'Psr\\Log\\Test\\DummyTest' => $vendorDir .
'/psr/log/Psr/Log/Test/LoggerInterfaceTest.php',
'Psr\\Log\\Test\\LoggerInterfaceTest' => $vendorDir .
'/psr/log/Psr/Log/Test/LoggerInterfaceTest.php',
+ 'RunningStat\\PSquare' => $vendorDir .
'/wikimedia/running-stat/src/PSquare.php',
+ 'RunningStat\\RunningStat' => $vendorDir .
'/wikimedia/running-stat/src/RunningStat.php',
'SignatureInvalidException' => $vendorDir .
'/firebase/php-jwt/Exceptions/SignatureInvalidException.php',
'Symfony\\Component\\Process\\Exception\\ExceptionInterface' => $vendorDir
. '/symfony/process/Exception/ExceptionInterface.php',
'Symfony\\Component\\Process\\Exception\\InvalidArgumentException' =>
$vendorDir . '/symfony/process/Exception/InvalidArgumentException.php',
diff --git a/composer/installed.json b/composer/installed.json
index f459774..ba2f453 100644
--- a/composer/installed.json
+++ b/composer/installed.json
@@ -1173,5 +1173,49 @@
],
"description": "Provides library of common widgets, layouts, and
windows.",
"homepage": "https://www.mediawiki.org/wiki/OOjs_UI";
+ },
+ {
+ "name": "wikimedia/running-stat",
+ "version": "v1.1.0",
+ "version_normalized": "1.1.0.0",
+ "source": {
+ "type": "git",
+ "url": "https://github.com/wikimedia/RunningStat.git";,
+ "reference": "9d7170d3eeb6f418b9f0266b2bbe6e4681ab73dd"
+ },
+ "dist": {
+ "type": "zip",
+ "url":
"https://api.github.com/repos/wikimedia/RunningStat/zipball/9d7170d3eeb6f418b9f0266b2bbe6e4681ab73dd";,
+ "reference": "9d7170d3eeb6f418b9f0266b2bbe6e4681ab73dd",
+ "shasum": ""
+ },
+ "require": {
+ "php": ">=5.3.3"
+ },
+ "require-dev": {
+ "jakub-onderka/php-parallel-lint": "^0.9.0.0",
+ "mediawiki/mediawiki-codesniffer": "^0.5.0.0",
+ "phpunit/phpunit": "4.6.*"
+ },
+ "time": "2015-10-28 22:29:15",
+ "type": "library",
+ "installation-source": "dist",
+ "autoload": {
+ "classmap": [
+ "src/"
+ ]
+ },
+ "notification-url": "https://packagist.org/downloads/";,
+ "license": [
+ "GPL-2.0+"
+ ],
+ "authors": [
+ {
+ "name": "Ori Livneh",
+ "email": "[email protected]"
+ }
+ ],
+ "description": "PHP implementations of online statistical algorithms",
+ "homepage": "https://www.mediawiki.org/wiki/RunningStat";
}
]
diff --git a/wikimedia/running-stat/COPYING b/wikimedia/running-stat/COPYING
new file mode 100644
index 0000000..019694a
--- /dev/null
+++ b/wikimedia/running-stat/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. By contrast, the GNU General Public
+License is intended to guarantee your freedom to share and change free
+software--to make sure the software is free for all its users. This
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+Foundation's software and to any other program whose authors commit to
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+your programs, too.
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+ This program is free software; you can redistribute it and/or modify
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02110-1301, USA
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+Also add information on how to contact you by electronic and paper mail.
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+ 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
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+ `Gnomovision' (which makes passes at compilers) written by James Hacker.
+
+ <signature of Ty Coon>, 1 April 1989
+
+ Ty Coon, President of Vice
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+This General Public License does not permit incorporating your program into
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+library. If this is what you want to do, use the GNU Library General
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diff --git a/wikimedia/running-stat/README.md b/wikimedia/running-stat/README.md
new file mode 100644
index 0000000..8deefac
--- /dev/null
+++ b/wikimedia/running-stat/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->addObservation( $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/wikimedia/running-stat/src/PSquare.php
b/wikimedia/running-stat/src/PSquare.php
new file mode 100644
index 0000000..aae7e70
--- /dev/null
+++ b/wikimedia/running-stat/src/PSquare.php
@@ -0,0 +1,200 @@
+<?php
+/**
+ * PSquare
+ *
+ * Represents a running, online estimate of a p-quantile for a series
+ * of observations using the P-squared algorithm, as documented in
+ * "The P-Square Algorithm for Dynamic Calculation of Percentiles and
+ * Histograms without Storing Observations," Communications of the ACM,
+ * October 1985 by R. Jain and I. Chlamtac.
+ *
+ * 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;
+
+/**
+ * Represents a running, online estimate of a p-quantile for a series
+ * of observations using the P-squared algorithm.
+ */
+class PSquare {
+
+ /** @var float Percentile to estimate. **/
+ private $p;
+
+ /** @var float[] Height of each marker. **/
+ private $heights = array();
+
+ /** @var int[] Position of each marker. **/
+ private $positions = array();
+
+ /** @var float[] Desired position of each marker. **/
+ private $desired = array();
+
+ /** @var int Number of observations. **/
+ private $numObservations = 0;
+
+ /**
+ * Constructor.
+ *
+ * @param float $p the percentile (defaults to 0.5, or median).
+ */
+ public function __construct( $p = 0.5 ) {
+ $this->p = $p;
+ $this->positions = array( 0, 1, 2, 3, 4 );
+ $this->desired = array( 0, ( 2 * $p ), ( 4 * $p ), 2 + ( 2 * $p
), 4 );
+ $this->increments = array( 0, ( $p / 2 ), $p, ( ( 1 + $p ) / 2
), 1 );
+ }
+
+ /**
+ * Get the total number of accumulated observations.
+ *
+ * @return int
+ */
+ public function getCount() {
+ return $this->numObservations;
+ }
+
+ /**
+ * Add an observation.
+ *
+ * @param int|float $x Value to add
+ */
+ public function addObservation( $x ) {
+ $this->numObservations++;
+
+ if ( $this->numObservations <= 5 ) {
+ $this->heights[] = $x;
+ if ( $this->numObservations === 5 ) {
+ sort( $this->heights );
+ }
+ return;
+ }
+
+ if ( $x < $this->heights[0] ) {
+ $this->heights[0] = $x;
+ $k = 0;
+ } elseif ( $x >= $this->heights[4] ) {
+ $this->heights[4] = $x;
+ $k = 3;
+ } else {
+ for ( $i = 1; $i < 5; $i++ ) {
+ if ( $x < $this->heights[$i] ) {
+ $k = $i - 1;
+ break;
+ }
+ }
+ }
+
+ for ( $i = $k + 1; $i < 5; $i++ ) {
+ $this->positions[$i]++;
+ }
+
+ for ( $i = 0; $i < 5; $i++ ) {
+ $this->desired[$i] += $this->increments[$i];
+ }
+
+ for ( $i = 1; $i < 4; $i++ ) {
+ $n = $this->positions[$i];
+ $nPrev = $this->positions[$i - 1];
+ $nNext = $this->positions[$i + 1];
+
+ $d = $this->desired[$i] - $n;
+
+ if ( ( $d >= 1 && $nNext - $n > 1 ) || ( $d <= -1 &&
$nPrev - $n < -1 ) ) {
+ $d = ( $d < 0 ) ? -1 : 1;
+
+ $q = $this->computeParabolic( $i, $d );
+ $qPrev = $this->heights[$i - 1];
+ $qNext = $this->heights[$i + 1];
+
+ if ( $qPrev < $q && $q < $qNext ) {
+ $this->heights[$i] = $q;
+ } else {
+ $this->heights[$i] =
$this->computeLinear( $i, $d );
+ }
+
+ $this->positions[$i] += $d;
+ }
+ }
+ }
+
+ /**
+ * Use piecewise parabolic prediction to predict the ideal
+ * height of a marker.
+ *
+ * @param int $i index of marker to adjust
+ * @param int $d always -1 or 1
+ * @return float ideal height of marker
+ */
+ private function computeParabolic( $i, $d ) {
+ $q = $this->heights[$i];
+ $qPrev = $this->heights[$i - 1];
+ $qNext = $this->heights[$i + 1];
+
+ $n = $this->positions[$i];
+ $nPrev = $this->positions[$i - 1];
+ $nNext = $this->positions[$i + 1];
+
+ return ( $q +
+ $d / ( $nNext - $nPrev ) *
+ (
+ ( $n - $nPrev + $d ) * ( $qNext - $q ) / (
$nNext - $n ) +
+ ( $nNext - $n - $d ) * ( $q - $qPrev ) / ( $n -
$nPrev )
+ )
+ );
+ }
+
+ /**
+ * Linear formula to predict ideal position of a marker.
+ *
+ * @param int $i index of marker to adjust
+ * @param int $d always -1 or 1
+ * @return float ideal height of marker
+ */
+ private function computeLinear( $i, $d ) {
+ $q = $this->heights[$i];
+ $n = $this->positions[$i];
+ return ( $q + $d *
+ ( $this->heights[$i + $d] - $q ) /
+ ( $this->positions[$i + $d] - $n )
+ );
+ }
+
+ /**
+ * Get the estimated p-quantile value.
+ *
+ * @return float
+ */
+ public function getValue() {
+ // If we have five samples or fewer, fall back to a naive
method.
+ if ( $this->getCount() <= 5 ) {
+ sort( $this->heights );
+ $i = $this->p * count( $this->heights );
+ if ( $i === floor( $i ) ) {
+ return ( $this->heights[$i - 1] +
$this->heights[$i] ) / 2;
+ } else {
+ return $this->heights[floor( $i )];
+ }
+ return $result;
+ }
+
+ return $this->heights[2];
+ }
+}
diff --git a/wikimedia/running-stat/src/RunningStat.php
b/wikimedia/running-stat/src/RunningStat.php
new file mode 100644
index 0000000..1168755
--- /dev/null
+++ b/wikimedia/running-stat/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 {
+
+ /** @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
+ */
+ public function getCount() {
+ return $this->n;
+ }
+
+ /**
+ * Add a number to the data set.
+ * @param int|float $x Value to add
+ */
+ public function addObservation( $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
+ */
+ 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;
+ }
+}
--
To view, visit https://gerrit.wikimedia.org/r/249799
To unsubscribe, visit https://gerrit.wikimedia.org/r/settings
Gerrit-MessageType: newchange
Gerrit-Change-Id: Iaafd5c9e39362d78ec262ba0e9492bffb49061ff
Gerrit-PatchSet: 1
Gerrit-Project: mediawiki/vendor
Gerrit-Branch: wmf/1.27.0-wmf.4
Gerrit-Owner: Ori.livneh <[email protected]>
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