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Edit File: Histogram.js

var EDS = require('./EDS.js');

function Histogram(opts) {
  var self = this;

opts = opts || {};

this._measurement = opts.measurement;
  this._call_fn     = null;

var methods = {
    min      : this.getMin,
    max      : this.getMax,
    sum      : this.getSum,
    count    : this.getCount,
    variance : this._calculateVariance,
    mean     : this._calculateMean,
    stddev   : this._calculateStddev,
    ema      : this.getEma()
  };

if (methods[this._measurement])
    this._call_fn = methods[this._measurement];
  else {
    this._call_fn = function() {
      var percentiles = this.percentiles([0.5, 0.75, 0.95, 0.99, 0.999]);

var medians = {
        median   : percentiles[0.5],
        p75      : percentiles[0.75],
        p95      : percentiles[0.95],
        p99      : percentiles[0.99],
        p999     : percentiles[0.999]
      };

return medians[this._measurement];
    }
  }
  this._sample     = new EDS();
  this._min        = null;
  this._max        = null;
  this._count      = 0;
  this._sum        = 0;

// These are for the Welford algorithm for calculating running variance
  // without floating-point doom.
  this._varianceM = 0;
  this._varianceS = 0;
  this._ema = 0;
}

Histogram.prototype.update = function(value) {
  this._count++;
  this._sum += value;

this._sample.update(value);
  this._updateMin(value);
  this._updateMax(value);
  this._updateVariance(value);
  this._updateEma(value);
};

Histogram.prototype.percentiles = function(percentiles) {
  var values = this._sample
        .toArray()
        .sort(function(a, b) {
          return (a === b)
            ? 0
            : a - b;
        });

var results = {};

for (var i = 0; i < percentiles.length; i++) {
    var percentile = percentiles[i];
    if (!values.length) {
      results[percentile] = null;
      continue;
    }

var pos        = percentile * (values.length + 1);

if (pos < 1) {
      results[percentile] = values[0];
    } else if (pos >= values.length) {
      results[percentile] = values[values.length - 1];
    } else {
      var lower = values[Math.floor(pos) - 1];
      var upper = values[Math.ceil(pos) - 1];

results[percentile] = lower + (pos - Math.floor(pos)) * (upper - lower);
    }
  }

return results;
};

Histogram.prototype.reset = function() {
  this.constructor.call(this);
};

Histogram.prototype.val = function() {
  if (typeof(this._call_fn) === 'function')
    return this._call_fn();
  else
    return this._call_fn;
};

Histogram.prototype.getMin = function() {
  return this._min;
};

Histogram.prototype.getMax = function() {
  return this._max;
};

Histogram.prototype.getSum = function() {
  return this._sum;
};

Histogram.prototype.getCount = function() {
  return this._count;
};

Histogram.prototype.getEma = function() {
  return this._ema;
}

Histogram.prototype.fullResults = function() {
  var percentiles = this.percentiles([0.5, 0.75, 0.95, 0.99, 0.999]);

return {
    min      : this._min,
    max      : this._max,
    sum      : this._sum,
    variance : this._calculateVariance(),
    mean     : this._calculateMean(),
    stddev   : this._calculateStddev(),
    count    : this._count,
    median   : percentiles[0.5],
    p75      : percentiles[0.75],
    p95      : percentiles[0.95],
    p99      : percentiles[0.99],
    p999     : percentiles[0.999],
    ema      : this._ema
  };
};

Histogram.prototype._updateMin = function(value) {
  if (this._min === null || value < this._min) {
    this._min = value;
    //console.log(value);
  }
};

Histogram.prototype._updateMax = function(value) {
  if (this._max === null || value > this._max) {
    this._max = value;
  }
};

Histogram.prototype._updateVariance = function(value) {
  if (this._count === 1) return this._varianceM = value;

var oldM = this._varianceM;

this._varianceM += ((value - oldM) / this._count);
  this._varianceS += ((value - oldM) * (value - this._varianceM));
};

Histogram.prototype._updateEma = function(value) {
  if (this._count <= 1) return this._ema = this._calculateMean();
  var alpha = 2 / (1 + this._count);
  this._ema = value * alpha + this._ema * (1 - alpha);
}

Histogram.prototype._calculateMean = function() {
  return (this._count === 0)
    ? 0
    : this._sum / this._count;
};

Histogram.prototype._calculateVariance = function() {
  return (this._count <= 1)
    ? null
    : this._varianceS / (this._count - 1);
};

Histogram.prototype._calculateStddev = function() {
  return (this._count < 1)
    ? null
    : Math.sqrt(this._calculateVariance());
};

module.exports = Histogram;

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