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/* Copyright (c) 2022, The Tor Project, Inc. */
/* See LICENSE for licensing information */
/**
* \file stats.h
*
* \brief Header for stats.c
**/
#ifndef TOR_STATS_H
#define TOR_STATS_H
/**
* Compute an N-count EWMA, aka N-EWMA. N-EWMA is defined as:
* EWMA = alpha*value + (1-alpha)*EWMA_prev
* with alpha = 2/(N+1).
*
* This works out to:
* EWMA = value*2/(N+1) + EMA_prev*(N-1)/(N+1)
* = (value*2 + EWMA_prev*(N-1))/(N+1)
*/
static inline double
n_count_ewma_double(double avg, double value, uint64_t N)
{
/* If the average was not previously computed, return value.
* The less than is because we have stupid C warning flags that
* prevent exact comparison to 0.0, so we can't do an exact
* check for unitialized double values. Yay pedantry!
* Love it when it introduces surprising edge case bugs like
* this will. */
if (avg < 0.0000002)
return value;
else
return (2*value + (N-1)*avg)/(N+1);
}
/* For most stats, an N_EWMA of 100 is sufficient */
#define DEFAULT_STATS_N_EWMA_COUNT 100
#define stats_update_running_avg(avg, value) \
n_count_ewma_double(avg, value, DEFAULT_STATS_N_EWMA_COUNT)
#endif /* !defined(TOR_STATS_H) */
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