3b9b37bd54
of data from benchmarks etc. Implements "Student's t" for various confidence levels, defaults to 95%. If your benchmarks are not significant at the 95% confidence level, we don't want to hear about it.
545 lines
13 KiB
C
545 lines
13 KiB
C
/*
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* ----------------------------------------------------------------------------
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* "THE BEER-WARE LICENSE" (Revision 42):
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* <phk@FreeBSD.ORG> wrote this file. As long as you retain this notice you
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* can do whatever you want with this stuff. If we meet some day, and you think
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* this stuff is worth it, you can buy me a beer in return. Poul-Henning Kamp
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* ----------------------------------------------------------------------------
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*
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*/
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#include <sys/cdefs.h>
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__FBSDID("$FreeBSD$");
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#include <stdio.h>
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#include <math.h>
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#include <err.h>
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#include <string.h>
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#include <stdlib.h>
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#include <unistd.h>
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#include <sys/queue.h>
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#define NSTUDENT 100
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#define NCONF 6
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double const studentpct[] = { 80, 90, 95, 98, 99, 99.5 };
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double student [NSTUDENT + 1][NCONF] = {
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/* inf */ { 1.282, 1.645, 1.960, 2.326, 2.576, 3.090 },
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/* 1. */ { 3.078, 6.314, 12.706, 31.821, 63.657, 318.313 },
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/* 2. */ { 1.886, 2.920, 4.303, 6.965, 9.925, 22.327 },
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/* 3. */ { 1.638, 2.353, 3.182, 4.541, 5.841, 10.215 },
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/* 4. */ { 1.533, 2.132, 2.776, 3.747, 4.604, 7.173 },
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/* 5. */ { 1.476, 2.015, 2.571, 3.365, 4.032, 5.893 },
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/* 6. */ { 1.440, 1.943, 2.447, 3.143, 3.707, 5.208 },
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/* 7. */ { 1.415, 1.895, 2.365, 2.998, 3.499, 4.782 },
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/* 8. */ { 1.397, 1.860, 2.306, 2.896, 3.355, 4.499 },
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/* 9. */ { 1.383, 1.833, 2.262, 2.821, 3.250, 4.296 },
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/* 10. */ { 1.372, 1.812, 2.228, 2.764, 3.169, 4.143 },
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/* 11. */ { 1.363, 1.796, 2.201, 2.718, 3.106, 4.024 },
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/* 12. */ { 1.356, 1.782, 2.179, 2.681, 3.055, 3.929 },
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/* 13. */ { 1.350, 1.771, 2.160, 2.650, 3.012, 3.852 },
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/* 14. */ { 1.345, 1.761, 2.145, 2.624, 2.977, 3.787 },
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/* 15. */ { 1.341, 1.753, 2.131, 2.602, 2.947, 3.733 },
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/* 16. */ { 1.337, 1.746, 2.120, 2.583, 2.921, 3.686 },
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/* 17. */ { 1.333, 1.740, 2.110, 2.567, 2.898, 3.646 },
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/* 18. */ { 1.330, 1.734, 2.101, 2.552, 2.878, 3.610 },
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/* 19. */ { 1.328, 1.729, 2.093, 2.539, 2.861, 3.579 },
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/* 20. */ { 1.325, 1.725, 2.086, 2.528, 2.845, 3.552 },
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/* 21. */ { 1.323, 1.721, 2.080, 2.518, 2.831, 3.527 },
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/* 22. */ { 1.321, 1.717, 2.074, 2.508, 2.819, 3.505 },
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/* 23. */ { 1.319, 1.714, 2.069, 2.500, 2.807, 3.485 },
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/* 24. */ { 1.318, 1.711, 2.064, 2.492, 2.797, 3.467 },
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/* 25. */ { 1.316, 1.708, 2.060, 2.485, 2.787, 3.450 },
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/* 26. */ { 1.315, 1.706, 2.056, 2.479, 2.779, 3.435 },
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/* 27. */ { 1.314, 1.703, 2.052, 2.473, 2.771, 3.421 },
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/* 28. */ { 1.313, 1.701, 2.048, 2.467, 2.763, 3.408 },
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/* 29. */ { 1.311, 1.699, 2.045, 2.462, 2.756, 3.396 },
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/* 30. */ { 1.310, 1.697, 2.042, 2.457, 2.750, 3.385 },
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/* 31. */ { 1.309, 1.696, 2.040, 2.453, 2.744, 3.375 },
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/* 32. */ { 1.309, 1.694, 2.037, 2.449, 2.738, 3.365 },
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/* 33. */ { 1.308, 1.692, 2.035, 2.445, 2.733, 3.356 },
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/* 34. */ { 1.307, 1.691, 2.032, 2.441, 2.728, 3.348 },
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/* 35. */ { 1.306, 1.690, 2.030, 2.438, 2.724, 3.340 },
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/* 36. */ { 1.306, 1.688, 2.028, 2.434, 2.719, 3.333 },
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/* 37. */ { 1.305, 1.687, 2.026, 2.431, 2.715, 3.326 },
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/* 38. */ { 1.304, 1.686, 2.024, 2.429, 2.712, 3.319 },
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/* 39. */ { 1.304, 1.685, 2.023, 2.426, 2.708, 3.313 },
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/* 40. */ { 1.303, 1.684, 2.021, 2.423, 2.704, 3.307 },
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/* 41. */ { 1.303, 1.683, 2.020, 2.421, 2.701, 3.301 },
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/* 42. */ { 1.302, 1.682, 2.018, 2.418, 2.698, 3.296 },
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/* 43. */ { 1.302, 1.681, 2.017, 2.416, 2.695, 3.291 },
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/* 44. */ { 1.301, 1.680, 2.015, 2.414, 2.692, 3.286 },
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/* 45. */ { 1.301, 1.679, 2.014, 2.412, 2.690, 3.281 },
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/* 46. */ { 1.300, 1.679, 2.013, 2.410, 2.687, 3.277 },
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/* 47. */ { 1.300, 1.678, 2.012, 2.408, 2.685, 3.273 },
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/* 48. */ { 1.299, 1.677, 2.011, 2.407, 2.682, 3.269 },
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/* 49. */ { 1.299, 1.677, 2.010, 2.405, 2.680, 3.265 },
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/* 50. */ { 1.299, 1.676, 2.009, 2.403, 2.678, 3.261 },
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/* 51. */ { 1.298, 1.675, 2.008, 2.402, 2.676, 3.258 },
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/* 52. */ { 1.298, 1.675, 2.007, 2.400, 2.674, 3.255 },
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/* 53. */ { 1.298, 1.674, 2.006, 2.399, 2.672, 3.251 },
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/* 54. */ { 1.297, 1.674, 2.005, 2.397, 2.670, 3.248 },
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/* 55. */ { 1.297, 1.673, 2.004, 2.396, 2.668, 3.245 },
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/* 56. */ { 1.297, 1.673, 2.003, 2.395, 2.667, 3.242 },
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/* 57. */ { 1.297, 1.672, 2.002, 2.394, 2.665, 3.239 },
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/* 58. */ { 1.296, 1.672, 2.002, 2.392, 2.663, 3.237 },
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/* 59. */ { 1.296, 1.671, 2.001, 2.391, 2.662, 3.234 },
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/* 60. */ { 1.296, 1.671, 2.000, 2.390, 2.660, 3.232 },
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/* 61. */ { 1.296, 1.670, 2.000, 2.389, 2.659, 3.229 },
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/* 62. */ { 1.295, 1.670, 1.999, 2.388, 2.657, 3.227 },
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/* 63. */ { 1.295, 1.669, 1.998, 2.387, 2.656, 3.225 },
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/* 64. */ { 1.295, 1.669, 1.998, 2.386, 2.655, 3.223 },
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/* 65. */ { 1.295, 1.669, 1.997, 2.385, 2.654, 3.220 },
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/* 66. */ { 1.295, 1.668, 1.997, 2.384, 2.652, 3.218 },
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/* 67. */ { 1.294, 1.668, 1.996, 2.383, 2.651, 3.216 },
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/* 68. */ { 1.294, 1.668, 1.995, 2.382, 2.650, 3.214 },
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/* 69. */ { 1.294, 1.667, 1.995, 2.382, 2.649, 3.213 },
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/* 70. */ { 1.294, 1.667, 1.994, 2.381, 2.648, 3.211 },
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/* 71. */ { 1.294, 1.667, 1.994, 2.380, 2.647, 3.209 },
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/* 72. */ { 1.293, 1.666, 1.993, 2.379, 2.646, 3.207 },
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/* 73. */ { 1.293, 1.666, 1.993, 2.379, 2.645, 3.206 },
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/* 74. */ { 1.293, 1.666, 1.993, 2.378, 2.644, 3.204 },
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/* 75. */ { 1.293, 1.665, 1.992, 2.377, 2.643, 3.202 },
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/* 76. */ { 1.293, 1.665, 1.992, 2.376, 2.642, 3.201 },
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/* 77. */ { 1.293, 1.665, 1.991, 2.376, 2.641, 3.199 },
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/* 78. */ { 1.292, 1.665, 1.991, 2.375, 2.640, 3.198 },
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/* 79. */ { 1.292, 1.664, 1.990, 2.374, 2.640, 3.197 },
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/* 80. */ { 1.292, 1.664, 1.990, 2.374, 2.639, 3.195 },
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/* 81. */ { 1.292, 1.664, 1.990, 2.373, 2.638, 3.194 },
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/* 82. */ { 1.292, 1.664, 1.989, 2.373, 2.637, 3.193 },
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/* 83. */ { 1.292, 1.663, 1.989, 2.372, 2.636, 3.191 },
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/* 84. */ { 1.292, 1.663, 1.989, 2.372, 2.636, 3.190 },
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/* 85. */ { 1.292, 1.663, 1.988, 2.371, 2.635, 3.189 },
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/* 86. */ { 1.291, 1.663, 1.988, 2.370, 2.634, 3.188 },
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/* 87. */ { 1.291, 1.663, 1.988, 2.370, 2.634, 3.187 },
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/* 88. */ { 1.291, 1.662, 1.987, 2.369, 2.633, 3.185 },
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/* 89. */ { 1.291, 1.662, 1.987, 2.369, 2.632, 3.184 },
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/* 90. */ { 1.291, 1.662, 1.987, 2.368, 2.632, 3.183 },
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/* 91. */ { 1.291, 1.662, 1.986, 2.368, 2.631, 3.182 },
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/* 92. */ { 1.291, 1.662, 1.986, 2.368, 2.630, 3.181 },
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/* 93. */ { 1.291, 1.661, 1.986, 2.367, 2.630, 3.180 },
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/* 94. */ { 1.291, 1.661, 1.986, 2.367, 2.629, 3.179 },
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/* 95. */ { 1.291, 1.661, 1.985, 2.366, 2.629, 3.178 },
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/* 96. */ { 1.290, 1.661, 1.985, 2.366, 2.628, 3.177 },
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/* 97. */ { 1.290, 1.661, 1.985, 2.365, 2.627, 3.176 },
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/* 98. */ { 1.290, 1.661, 1.984, 2.365, 2.627, 3.175 },
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/* 99. */ { 1.290, 1.660, 1.984, 2.365, 2.626, 3.175 },
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/* 100. */ { 1.290, 1.660, 1.984, 2.364, 2.626, 3.174 }
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};
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TAILQ_HEAD(pointlist, point);
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struct dataset {
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struct pointlist list;
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double sy, syy;
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int n;
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};
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static struct dataset *
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NewSet(void)
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{
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struct dataset *ds;
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ds = calloc(1, sizeof *ds);
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TAILQ_INIT(&ds->list);
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return(ds);
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}
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struct point {
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TAILQ_ENTRY(point) list;
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double val;
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};
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static void
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AddPoint(struct dataset *ds, double a)
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{
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struct point *pp, *pp2;
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pp = calloc(1, sizeof *pp);
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pp->val = a;
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ds->n++;
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ds->sy += a;
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ds->syy += a * a;
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if (TAILQ_EMPTY(&ds->list)) {
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TAILQ_INSERT_HEAD(&ds->list, pp, list);
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return;
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}
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TAILQ_FOREACH(pp2, &ds->list, list) {
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if (pp->val < pp2->val) {
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TAILQ_INSERT_BEFORE(pp2, pp, list);
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return;
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}
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}
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TAILQ_INSERT_TAIL(&ds->list, pp, list);
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}
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static double
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Min(struct dataset *ds)
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{
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return (TAILQ_FIRST(&ds->list)->val);
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}
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static double
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Max(struct dataset *ds)
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{
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return(TAILQ_LAST(&ds->list, pointlist)->val);
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}
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static double
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Avg(struct dataset *ds)
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{
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return(ds->sy / ds->n);
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}
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static double
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Median(struct dataset *ds)
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{
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int i;
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struct point *pp;
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i = ds->n / 2;
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TAILQ_FOREACH(pp, &ds->list, list) {
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if (i--)
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continue;
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return (pp->val);
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}
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}
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static double
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Var(struct dataset *ds)
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{
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return (ds->syy - ds->sy * ds->sy / ds->n) / (ds->n - 1.0);
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}
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static double
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Stddev(struct dataset *ds)
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{
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return sqrt(Var(ds));
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}
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static void
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VitalsHead(void)
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{
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printf(" N Min Max Median Avg Stddev\n");
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}
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static void
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Vitals(struct dataset *ds, int flag)
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{
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double a;
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printf("%c %3d %13.8g %13.8g %13.8g %13.8g %13.8g",
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flag == 1 ? 'x' : '+',
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ds->n, Min(ds), Max(ds), Median(ds), Avg(ds), Stddev(ds));
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printf("\n");
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}
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static void
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Relative(struct dataset *ds, struct dataset *rs, int confidx)
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{
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double spool, s, d, e, t;
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int i, c;
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i = ds->n + rs->n - 2;
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if (i > NSTUDENT)
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t = student[0][confidx];
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else
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t = student[i][confidx];
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spool = (ds->n - 1) * Var(ds) + (rs->n - 1) * Var(rs);
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spool /= ds->n + rs->n - 2;
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spool = sqrt(spool);
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s = spool * sqrt(1.0 / ds->n + 1.0 / rs->n);
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d = Avg(ds) - Avg(rs);
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e = t * s;
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if (fabs(d) > e) {
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printf("Difference at %.1f%% confidence\n", studentpct[confidx]);
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printf(" %g +/- %g\n", d, e);
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printf(" %g%% +/- %g%%\n", d * 100 / Avg(rs), e * 100 / Avg(rs));
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printf(" (Student's t, pooled s = %g)\n", spool);
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} else {
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printf("No difference proven at %.1f%% confidence\n",
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studentpct[confidx]);
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}
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}
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struct plot {
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double min;
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double max;
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double span;
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int width;
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double x0, dx;
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int height;
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char *data;
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};
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static struct plot plot;
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static void
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SetupPlot(int width)
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{
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struct plot *pl;
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pl = &plot;
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pl->width = width;
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pl->height = 0;
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pl->data = NULL;
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pl->min = 999e99;
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pl->max = -999e99;
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}
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static void
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AdjPlot(double a)
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{
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struct plot *pl;
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pl = &plot;
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if (a < pl->min)
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pl->min = a;
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if (a > pl->max)
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pl->max = a;
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pl->span = pl->max - pl->min;
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pl->dx = pl->span / (pl->width - 1.0);
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pl->x0 = pl->min - .5 * pl->dx;
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}
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static void
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DimPlot(struct dataset *ds)
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{
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AdjPlot(Min(ds));
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AdjPlot(Max(ds));
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AdjPlot(Avg(ds) - Stddev(ds));
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AdjPlot(Avg(ds) + Stddev(ds));
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}
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static void
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PlotSet(struct dataset *ds, int val)
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{
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struct plot *pl;
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struct point *pp;
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int i, j, m, x;
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pl = &plot;
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m = 1;
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i = -1;
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j = 0;
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TAILQ_FOREACH(pp, &ds->list, list) {
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x = (pp->val - pl->x0) / pl->dx;
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if (x == i) {
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j++;
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if (j > m)
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m = j;
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} else {
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j = 1;
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i = x;
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}
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}
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m += 1;
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if (m > pl->height) {
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pl->data = realloc(pl->data, pl->width * m);
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memset(pl->data + pl->height * pl->width, 0,
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(m - pl->height) * pl->width);
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}
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pl->height = m;
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i = -1;
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TAILQ_FOREACH(pp, &ds->list, list) {
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x = (pp->val - pl->x0) / pl->dx;
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if (x == i) {
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j++;
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} else {
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j = 1;
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i = x;
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}
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pl->data[j * pl->width + x] |= val;
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}
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x = ((Avg(ds) - Stddev(ds)) - pl->x0) / pl->dx;
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m = ((Avg(ds) + Stddev(ds)) - pl->x0) / pl->dx;
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pl->data[m] = '|';
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pl->data[x] = '|';
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for (i = x + 1; i < m; i++)
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if (pl->data[i] == 0)
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pl->data[i] = '_';
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x = (Median(ds) - pl->x0) / pl->dx;
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pl->data[x] = 'M';
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x = (Avg(ds) - pl->x0) / pl->dx;
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pl->data[x] = 'A';
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}
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static void
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DumpPlot(void)
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{
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struct plot *pl;
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int i, j, k;
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pl = &plot;
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putchar('+');
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for (i = 0; i < pl->width; i++)
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putchar('-');
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putchar('+');
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putchar('\n');
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for (i = 1; i < pl->height; i++) {
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putchar('|');
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for (j = 0; j < pl->width; j++) {
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k = pl->data[(pl->height - i) * pl->width + j];
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switch (k) {
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case 0: putchar(' '); break;
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case 1: putchar('x'); break;
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case 2: putchar('+'); break;
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case 3: putchar('*'); break;
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default: printf("[%02x]", k); break;
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}
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}
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putchar('|');
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putchar('\n');
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}
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putchar('|');
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for (j = 0; j < pl->width; j++) {
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k = pl->data[j];
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if (k == 0)
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k = ' ';
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putchar(k);
|
|
}
|
|
putchar('|');
|
|
putchar('\n');
|
|
putchar('+');
|
|
for (i = 0; i < pl->width; i++)
|
|
putchar('-');
|
|
putchar('+');
|
|
putchar('\n');
|
|
}
|
|
|
|
|
|
static struct dataset *
|
|
ReadSet(char *n)
|
|
{
|
|
FILE *f;
|
|
char buf[BUFSIZ], *p;
|
|
struct dataset *s;
|
|
double d;
|
|
int line;
|
|
|
|
if (n == NULL) {
|
|
f = stdin;
|
|
n = "<stdin>";
|
|
} else if (!strcmp(n, "-")) {
|
|
f = stdin;
|
|
n = "<stdin>";
|
|
} else {
|
|
f = fopen(n, "r");
|
|
}
|
|
if (f == NULL)
|
|
err(1, "Cannot open %s", n);
|
|
s = NewSet();
|
|
line = 0;
|
|
while (fgets(buf, sizeof buf, f) != NULL) {
|
|
line++;
|
|
p = strchr(buf, '#');
|
|
if (p != NULL)
|
|
*p = '\0';
|
|
p = buf + strlen(buf) - 1;
|
|
while (p >= buf && isspace(*p)) {
|
|
*p = '\0';
|
|
p--;
|
|
}
|
|
d = strtod(buf, &p);
|
|
if (p != NULL && *p != '\0')
|
|
err(2, "Invalid data on line %d in %s\n", line, n);
|
|
if (*buf != '\0')
|
|
AddPoint(s, d);
|
|
}
|
|
fclose(f);
|
|
if (s->n < 3) {
|
|
fprintf(stderr,
|
|
"Dataset %s must contain at least 3 data points\n", n);
|
|
exit (2);
|
|
}
|
|
return (s);
|
|
}
|
|
|
|
static void
|
|
usage(char const *whine)
|
|
{
|
|
int i;
|
|
|
|
fprintf(stderr, "%s\n", whine);
|
|
fprintf(stderr,
|
|
"Usage: ministat [ -c confidence ] [file 1 [file 2]]\n");
|
|
fprintf(stderr, "\tconfidence = {");
|
|
for (i = 0; i < NCONF; i++) {
|
|
fprintf(stderr, "%s%g%%",
|
|
i ? ", " : "",
|
|
studentpct[i]);
|
|
}
|
|
fprintf(stderr, "}\n");
|
|
exit (2);
|
|
}
|
|
|
|
int
|
|
main(int argc, char **argv)
|
|
{
|
|
struct dataset *ds1, *ds2, *ds3;
|
|
double a;
|
|
char *p;
|
|
int c, i, ci;
|
|
|
|
ci = -1;
|
|
while ((c = getopt(argc, argv, "c:")) != -1)
|
|
switch (c) {
|
|
case 'c':
|
|
a = strtod(optarg, &p);
|
|
if (p != NULL && *p != '\0')
|
|
usage("Not a floating point number");
|
|
for (i = 0; i < NCONF; i++)
|
|
if (a == studentpct[i])
|
|
ci = i;
|
|
if (ci == -1)
|
|
usage("No support for confidence level");
|
|
break;
|
|
default:
|
|
usage("Unknown option");
|
|
break;
|
|
}
|
|
if (ci == -1)
|
|
ci = 2;
|
|
argc -= optind;
|
|
argv += optind;
|
|
|
|
if (argc == 0) {
|
|
ds1 = ReadSet(NULL);
|
|
printf("x stdin\n");
|
|
} else if (argc > 0) {
|
|
ds1 = ReadSet(argv[0]);
|
|
printf("x %s\n", argv[0]);
|
|
} if (argc > 1) {
|
|
ds2 = ReadSet(argv[1]);
|
|
printf("+ %s\n", argv[1]);
|
|
}
|
|
|
|
|
|
SetupPlot(74);
|
|
DimPlot(ds1);
|
|
if (argc > 1)
|
|
DimPlot(ds2);
|
|
PlotSet(ds1, 1);
|
|
if (argc > 1)
|
|
PlotSet(ds2, 2);
|
|
DumpPlot();
|
|
VitalsHead();
|
|
Vitals(ds1, 1);
|
|
if (argc > 1) {
|
|
Vitals(ds2, 2);
|
|
Relative(ds2, ds1, ci);
|
|
}
|
|
exit(0);
|
|
}
|