[checkmk-commits] 5465 FIX Fixed calculation of standard deviation.

Module: check_mk Branch: master Commit: 7fadec11c731a571f8bb0d336a118d2cdeaf9d85 URL: http://git.mathias-kettner.de/git/?p=check_mk.git;a=commit;h=7fadec11c731a5… Author: Sven Panne &lt;sp(a)mathias-kettner.de&gt; Date: Fri Nov 24 11:02:54 2017 +0100 5465 FIX Fixed calculation of standard deviation. Note: This fixes only a slightly esoteric feature, namely "Stats: std ..." headers. Normal users are not affected, only those using this header via self-written scripts. Livestatus incorrectly used a bias correction when calculating the standard deviation. For more mathematical background see: https://en.wikipedia.org/wiki/Bessel%27s_correction http://mathworld.wolfram.com/StandardDeviation.html Change-Id: I54ee4adb94dd1bda2afb4b558c647484b768ea0c --- .werks/5465 | 18 ++++++++++++++++++ livestatus/src/DoubleAggregator.cc | 6 ++++-- livestatus/src/IntAggregator.cc | 6 ++++-- livestatus/src/PerfdataAggregator.cc | 19 ++++++++----------- livestatus/src/TimeAggregator.cc | 6 ++++-- 5 files changed, 38 insertions(+), 17 deletions(-) diff --git a/.werks/5465 b/.werks/5465 new file mode 100644 index 0000000..2cb94e8 --- /dev/null +++ b/.werks/5465 @@ -0,0 +1,18 @@ +Title: Fixed calculation of standard deviation. +Level: 1 +Component: livestatus +Compatible: compat +Edition: cre +Version: 1.5.0i2 +Date: 1511517478 +Class: fix + +Note: This fixes only a slightly esoteric feature, namely "Stats: std ..." +headers. Normal users are not affected, only those using this header via +self-written scripts. + +Livestatus incorrectly used a bias correction when calculating the standard +deviation. For more mathematical background see: + + https://en.wikipedia.org/wiki/Bessel%27s_correction + http://mathworld.wolfram.com/StandardDeviation.html diff --git a/livestatus/src/DoubleAggregator.cc b/livestatus/src/DoubleAggregator.cc index 5ed83a0..b0c6c2c 100644 --- a/livestatus/src/DoubleAggregator.cc +++ b/livestatus/src/DoubleAggregator.cc @@ -87,9 +87,11 @@ void DoubleAggregator::output(RowRenderer& r) const { r.output(_aggr / _count); break; - case StatsOperation::std: - r.output(sqrt((_sumq - _aggr * _aggr / _count) / (_count - 1))); + case StatsOperation::std: { + auto mean = _aggr / _count; + r.output(sqrt(_sumq / _count - mean * mean)); break; + } case StatsOperation::suminv: r.output(_aggr); diff --git a/livestatus/src/IntAggregator.cc b/livestatus/src/IntAggregator.cc index b130f30..ef97737 100644 --- a/livestatus/src/IntAggregator.cc +++ b/livestatus/src/IntAggregator.cc @@ -87,9 +87,11 @@ void IntAggregator::output(RowRenderer &r) const { r.output(_aggr / _count); break; - case StatsOperation::std: - r.output(sqrt((_sumq - _aggr * _aggr / _count) / (_count - 1))); + case StatsOperation::std: { + auto mean = _aggr / _count; + r.output(sqrt(_sumq / _count - mean * mean)); break; + } case StatsOperation::suminv: r.output(_aggr); diff --git a/livestatus/src/PerfdataAggregator.cc b/livestatus/src/PerfdataAggregator.cc index 3653477..d007da5 100644 --- a/livestatus/src/PerfdataAggregator.cc +++ b/livestatus/src/PerfdataAggregator.cc @@ -53,11 +53,7 @@ void PerfdataAggregator::consumeVariable(const std::string &varname, double value) { auto it = _aggr.find(varname); if (it == _aggr.end()) { // first entry - perf_aggr new_entry; - new_entry._count = 1; - new_entry._aggr = value; - new_entry._sumq = value * value; - _aggr.emplace(varname, new_entry); + _aggr.emplace(varname, perf_aggr{1, value, value * value}); } else { it->second._count++; switch (_operation) { @@ -122,12 +118,13 @@ void PerfdataAggregator::output(RowRenderer &r) const { break; case StatsOperation::std: - value = entry.second._count <= 1 - ? 0.0 - : sqrt((entry.second._sumq - - (entry.second._aggr * entry.second._aggr) / - entry.second._count) / - (entry.second._count - 1)); + if (entry.second._count == 0) { + value = 0.0; + } else { + auto mean = entry.second._aggr / entry.second._count; + value = sqrt(entry.second._sumq / entry.second._count - + mean * mean); + } break; case StatsOperation::suminv: diff --git a/livestatus/src/TimeAggregator.cc b/livestatus/src/TimeAggregator.cc index 461b400..8baa6b5 100644 --- a/livestatus/src/TimeAggregator.cc +++ b/livestatus/src/TimeAggregator.cc @@ -88,9 +88,11 @@ void TimeAggregator::output(RowRenderer &r) const { r.output(_aggr / _count); break; - case StatsOperation::std: - r.output(sqrt((_sumq - _aggr * _aggr / _count) / (_count - 1))); + case StatsOperation::std: { + auto mean = _aggr / _count; + r.output(sqrt(_sumq / _count - mean * mean)); break; + } case StatsOperation::suminv: r.output(_aggr);