freebsd-skq/usr.bin/ministat/ministat.c
emaste b3fd6ddf73 ministat: disallow negative variance / nan Stddev
With all values identical it was possible for Var() to return a negative
value due to limited floating point precision, resulting in "nan"
reported as Stddev.

Variance cannot actually be negative, so just return 0.  We can later
investigate alternate algorithms for calculating variance to reduce the
effect of catastrophic cancellation here.

Reported by:	Arshan Khanifar <arshankhanifar_gmail.com>
Approved by:	phk
Sponsored by:	The FreeBSD Foundation
2018-02-21 15:54:23 +00:00

665 lines
17 KiB
C

/*-
* SPDX-License-Identifier: Beerware
*
* ----------------------------------------------------------------------------
* "THE BEER-WARE LICENSE" (Revision 42):
* <phk@FreeBSD.ORG> wrote this file. As long as you retain this notice you
* can do whatever you want with this stuff. If we meet some day, and you think
* this stuff is worth it, you can buy me a beer in return. Poul-Henning Kamp
* ----------------------------------------------------------------------------
*
*/
#include <sys/cdefs.h>
__FBSDID("$FreeBSD$");
#include <sys/capsicum.h>
#include <sys/ioctl.h>
#include <sys/queue.h>
#include <sys/ttycom.h>
#include <capsicum_helpers.h>
#include <ctype.h>
#include <err.h>
#include <errno.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <unistd.h>
#define NSTUDENT 100
#define NCONF 6
static double const studentpct[] = { 80, 90, 95, 98, 99, 99.5 };
static double student[NSTUDENT + 1][NCONF] = {
/* inf */ { 1.282, 1.645, 1.960, 2.326, 2.576, 3.090 },
/* 1. */ { 3.078, 6.314, 12.706, 31.821, 63.657, 318.313 },
/* 2. */ { 1.886, 2.920, 4.303, 6.965, 9.925, 22.327 },
/* 3. */ { 1.638, 2.353, 3.182, 4.541, 5.841, 10.215 },
/* 4. */ { 1.533, 2.132, 2.776, 3.747, 4.604, 7.173 },
/* 5. */ { 1.476, 2.015, 2.571, 3.365, 4.032, 5.893 },
/* 6. */ { 1.440, 1.943, 2.447, 3.143, 3.707, 5.208 },
/* 7. */ { 1.415, 1.895, 2.365, 2.998, 3.499, 4.782 },
/* 8. */ { 1.397, 1.860, 2.306, 2.896, 3.355, 4.499 },
/* 9. */ { 1.383, 1.833, 2.262, 2.821, 3.250, 4.296 },
/* 10. */ { 1.372, 1.812, 2.228, 2.764, 3.169, 4.143 },
/* 11. */ { 1.363, 1.796, 2.201, 2.718, 3.106, 4.024 },
/* 12. */ { 1.356, 1.782, 2.179, 2.681, 3.055, 3.929 },
/* 13. */ { 1.350, 1.771, 2.160, 2.650, 3.012, 3.852 },
/* 14. */ { 1.345, 1.761, 2.145, 2.624, 2.977, 3.787 },
/* 15. */ { 1.341, 1.753, 2.131, 2.602, 2.947, 3.733 },
/* 16. */ { 1.337, 1.746, 2.120, 2.583, 2.921, 3.686 },
/* 17. */ { 1.333, 1.740, 2.110, 2.567, 2.898, 3.646 },
/* 18. */ { 1.330, 1.734, 2.101, 2.552, 2.878, 3.610 },
/* 19. */ { 1.328, 1.729, 2.093, 2.539, 2.861, 3.579 },
/* 20. */ { 1.325, 1.725, 2.086, 2.528, 2.845, 3.552 },
/* 21. */ { 1.323, 1.721, 2.080, 2.518, 2.831, 3.527 },
/* 22. */ { 1.321, 1.717, 2.074, 2.508, 2.819, 3.505 },
/* 23. */ { 1.319, 1.714, 2.069, 2.500, 2.807, 3.485 },
/* 24. */ { 1.318, 1.711, 2.064, 2.492, 2.797, 3.467 },
/* 25. */ { 1.316, 1.708, 2.060, 2.485, 2.787, 3.450 },
/* 26. */ { 1.315, 1.706, 2.056, 2.479, 2.779, 3.435 },
/* 27. */ { 1.314, 1.703, 2.052, 2.473, 2.771, 3.421 },
/* 28. */ { 1.313, 1.701, 2.048, 2.467, 2.763, 3.408 },
/* 29. */ { 1.311, 1.699, 2.045, 2.462, 2.756, 3.396 },
/* 30. */ { 1.310, 1.697, 2.042, 2.457, 2.750, 3.385 },
/* 31. */ { 1.309, 1.696, 2.040, 2.453, 2.744, 3.375 },
/* 32. */ { 1.309, 1.694, 2.037, 2.449, 2.738, 3.365 },
/* 33. */ { 1.308, 1.692, 2.035, 2.445, 2.733, 3.356 },
/* 34. */ { 1.307, 1.691, 2.032, 2.441, 2.728, 3.348 },
/* 35. */ { 1.306, 1.690, 2.030, 2.438, 2.724, 3.340 },
/* 36. */ { 1.306, 1.688, 2.028, 2.434, 2.719, 3.333 },
/* 37. */ { 1.305, 1.687, 2.026, 2.431, 2.715, 3.326 },
/* 38. */ { 1.304, 1.686, 2.024, 2.429, 2.712, 3.319 },
/* 39. */ { 1.304, 1.685, 2.023, 2.426, 2.708, 3.313 },
/* 40. */ { 1.303, 1.684, 2.021, 2.423, 2.704, 3.307 },
/* 41. */ { 1.303, 1.683, 2.020, 2.421, 2.701, 3.301 },
/* 42. */ { 1.302, 1.682, 2.018, 2.418, 2.698, 3.296 },
/* 43. */ { 1.302, 1.681, 2.017, 2.416, 2.695, 3.291 },
/* 44. */ { 1.301, 1.680, 2.015, 2.414, 2.692, 3.286 },
/* 45. */ { 1.301, 1.679, 2.014, 2.412, 2.690, 3.281 },
/* 46. */ { 1.300, 1.679, 2.013, 2.410, 2.687, 3.277 },
/* 47. */ { 1.300, 1.678, 2.012, 2.408, 2.685, 3.273 },
/* 48. */ { 1.299, 1.677, 2.011, 2.407, 2.682, 3.269 },
/* 49. */ { 1.299, 1.677, 2.010, 2.405, 2.680, 3.265 },
/* 50. */ { 1.299, 1.676, 2.009, 2.403, 2.678, 3.261 },
/* 51. */ { 1.298, 1.675, 2.008, 2.402, 2.676, 3.258 },
/* 52. */ { 1.298, 1.675, 2.007, 2.400, 2.674, 3.255 },
/* 53. */ { 1.298, 1.674, 2.006, 2.399, 2.672, 3.251 },
/* 54. */ { 1.297, 1.674, 2.005, 2.397, 2.670, 3.248 },
/* 55. */ { 1.297, 1.673, 2.004, 2.396, 2.668, 3.245 },
/* 56. */ { 1.297, 1.673, 2.003, 2.395, 2.667, 3.242 },
/* 57. */ { 1.297, 1.672, 2.002, 2.394, 2.665, 3.239 },
/* 58. */ { 1.296, 1.672, 2.002, 2.392, 2.663, 3.237 },
/* 59. */ { 1.296, 1.671, 2.001, 2.391, 2.662, 3.234 },
/* 60. */ { 1.296, 1.671, 2.000, 2.390, 2.660, 3.232 },
/* 61. */ { 1.296, 1.670, 2.000, 2.389, 2.659, 3.229 },
/* 62. */ { 1.295, 1.670, 1.999, 2.388, 2.657, 3.227 },
/* 63. */ { 1.295, 1.669, 1.998, 2.387, 2.656, 3.225 },
/* 64. */ { 1.295, 1.669, 1.998, 2.386, 2.655, 3.223 },
/* 65. */ { 1.295, 1.669, 1.997, 2.385, 2.654, 3.220 },
/* 66. */ { 1.295, 1.668, 1.997, 2.384, 2.652, 3.218 },
/* 67. */ { 1.294, 1.668, 1.996, 2.383, 2.651, 3.216 },
/* 68. */ { 1.294, 1.668, 1.995, 2.382, 2.650, 3.214 },
/* 69. */ { 1.294, 1.667, 1.995, 2.382, 2.649, 3.213 },
/* 70. */ { 1.294, 1.667, 1.994, 2.381, 2.648, 3.211 },
/* 71. */ { 1.294, 1.667, 1.994, 2.380, 2.647, 3.209 },
/* 72. */ { 1.293, 1.666, 1.993, 2.379, 2.646, 3.207 },
/* 73. */ { 1.293, 1.666, 1.993, 2.379, 2.645, 3.206 },
/* 74. */ { 1.293, 1.666, 1.993, 2.378, 2.644, 3.204 },
/* 75. */ { 1.293, 1.665, 1.992, 2.377, 2.643, 3.202 },
/* 76. */ { 1.293, 1.665, 1.992, 2.376, 2.642, 3.201 },
/* 77. */ { 1.293, 1.665, 1.991, 2.376, 2.641, 3.199 },
/* 78. */ { 1.292, 1.665, 1.991, 2.375, 2.640, 3.198 },
/* 79. */ { 1.292, 1.664, 1.990, 2.374, 2.640, 3.197 },
/* 80. */ { 1.292, 1.664, 1.990, 2.374, 2.639, 3.195 },
/* 81. */ { 1.292, 1.664, 1.990, 2.373, 2.638, 3.194 },
/* 82. */ { 1.292, 1.664, 1.989, 2.373, 2.637, 3.193 },
/* 83. */ { 1.292, 1.663, 1.989, 2.372, 2.636, 3.191 },
/* 84. */ { 1.292, 1.663, 1.989, 2.372, 2.636, 3.190 },
/* 85. */ { 1.292, 1.663, 1.988, 2.371, 2.635, 3.189 },
/* 86. */ { 1.291, 1.663, 1.988, 2.370, 2.634, 3.188 },
/* 87. */ { 1.291, 1.663, 1.988, 2.370, 2.634, 3.187 },
/* 88. */ { 1.291, 1.662, 1.987, 2.369, 2.633, 3.185 },
/* 89. */ { 1.291, 1.662, 1.987, 2.369, 2.632, 3.184 },
/* 90. */ { 1.291, 1.662, 1.987, 2.368, 2.632, 3.183 },
/* 91. */ { 1.291, 1.662, 1.986, 2.368, 2.631, 3.182 },
/* 92. */ { 1.291, 1.662, 1.986, 2.368, 2.630, 3.181 },
/* 93. */ { 1.291, 1.661, 1.986, 2.367, 2.630, 3.180 },
/* 94. */ { 1.291, 1.661, 1.986, 2.367, 2.629, 3.179 },
/* 95. */ { 1.291, 1.661, 1.985, 2.366, 2.629, 3.178 },
/* 96. */ { 1.290, 1.661, 1.985, 2.366, 2.628, 3.177 },
/* 97. */ { 1.290, 1.661, 1.985, 2.365, 2.627, 3.176 },
/* 98. */ { 1.290, 1.661, 1.984, 2.365, 2.627, 3.175 },
/* 99. */ { 1.290, 1.660, 1.984, 2.365, 2.626, 3.175 },
/* 100. */ { 1.290, 1.660, 1.984, 2.364, 2.626, 3.174 }
};
#define MAX_DS 8
static char symbol[MAX_DS] = { ' ', 'x', '+', '*', '%', '#', '@', 'O' };
struct dataset {
char *name;
double *points;
unsigned lpoints;
double sy, syy;
unsigned n;
};
static struct dataset *
NewSet(void)
{
struct dataset *ds;
ds = calloc(1, sizeof *ds);
ds->lpoints = 100000;
ds->points = calloc(sizeof *ds->points, ds->lpoints);
return(ds);
}
static void
AddPoint(struct dataset *ds, double a)
{
double *dp;
if (ds->n >= ds->lpoints) {
dp = ds->points;
ds->lpoints *= 4;
ds->points = calloc(sizeof *ds->points, ds->lpoints);
memcpy(ds->points, dp, sizeof *dp * ds->n);
free(dp);
}
ds->points[ds->n++] = a;
ds->sy += a;
ds->syy += a * a;
}
static double
Min(struct dataset *ds)
{
return (ds->points[0]);
}
static double
Max(struct dataset *ds)
{
return (ds->points[ds->n -1]);
}
static double
Avg(struct dataset *ds)
{
return(ds->sy / ds->n);
}
static double
Median(struct dataset *ds)
{
if ((ds->n % 2) == 0)
return ((ds->points[ds->n / 2] + (ds->points[(ds->n / 2) - 1])) / 2);
else
return (ds->points[ds->n / 2]);
}
static double
Var(struct dataset *ds)
{
/*
* Due to limited precision it is possible that sy^2/n > syy,
* but variance cannot actually be negative.
*/
if (ds->syy <= ds->sy * ds->sy / ds->n)
return (0);
return (ds->syy - ds->sy * ds->sy / ds->n) / (ds->n - 1.0);
}
static double
Stddev(struct dataset *ds)
{
return sqrt(Var(ds));
}
static void
VitalsHead(void)
{
printf(" N Min Max Median Avg Stddev\n");
}
static void
Vitals(struct dataset *ds, int flag)
{
printf("%c %3d %13.8g %13.8g %13.8g %13.8g %13.8g", symbol[flag],
ds->n, Min(ds), Max(ds), Median(ds), Avg(ds), Stddev(ds));
printf("\n");
}
static void
Relative(struct dataset *ds, struct dataset *rs, int confidx)
{
double spool, s, d, e, t;
double re;
int i;
i = ds->n + rs->n - 2;
if (i > NSTUDENT)
t = student[0][confidx];
else
t = student[i][confidx];
spool = (ds->n - 1) * Var(ds) + (rs->n - 1) * Var(rs);
spool /= ds->n + rs->n - 2;
spool = sqrt(spool);
s = spool * sqrt(1.0 / ds->n + 1.0 / rs->n);
d = Avg(ds) - Avg(rs);
e = t * s;
re = (ds->n - 1) * Var(ds) + (rs->n - 1) * Var(rs) *
(Avg(ds) * Avg(ds)) / (Avg(rs) * Avg(rs));
re *= (ds->n + rs->n) / (ds->n * rs->n * (ds->n + rs->n - 2.0));
re = t * sqrt(re);
if (fabs(d) > e) {
printf("Difference at %.1f%% confidence\n", studentpct[confidx]);
printf(" %g +/- %g\n", d, e);
printf(" %g%% +/- %g%%\n", d * 100 / Avg(rs), re * 100 / Avg(rs));
printf(" (Student's t, pooled s = %g)\n", spool);
} else {
printf("No difference proven at %.1f%% confidence\n",
studentpct[confidx]);
}
}
struct plot {
double min;
double max;
double span;
int width;
double x0, dx;
int height;
char *data;
char **bar;
int separate_bars;
int num_datasets;
};
static struct plot plot;
static void
SetupPlot(int width, int separate, int num_datasets)
{
struct plot *pl;
pl = &plot;
pl->width = width;
pl->height = 0;
pl->data = NULL;
pl->bar = NULL;
pl->separate_bars = separate;
pl->num_datasets = num_datasets;
pl->min = 999e99;
pl->max = -999e99;
}
static void
AdjPlot(double a)
{
struct plot *pl;
pl = &plot;
if (a < pl->min)
pl->min = a;
if (a > pl->max)
pl->max = a;
pl->span = pl->max - pl->min;
pl->dx = pl->span / (pl->width - 1.0);
pl->x0 = pl->min - .5 * pl->dx;
}
static void
DimPlot(struct dataset *ds)
{
AdjPlot(Min(ds));
AdjPlot(Max(ds));
AdjPlot(Avg(ds) - Stddev(ds));
AdjPlot(Avg(ds) + Stddev(ds));
}
static void
PlotSet(struct dataset *ds, int val)
{
struct plot *pl;
int i, j, m, x;
unsigned n;
int bar;
pl = &plot;
if (pl->span == 0)
return;
if (pl->separate_bars)
bar = val-1;
else
bar = 0;
if (pl->bar == NULL)
pl->bar = calloc(sizeof(char *), pl->num_datasets);
if (pl->bar[bar] == NULL) {
pl->bar[bar] = malloc(pl->width);
memset(pl->bar[bar], 0, pl->width);
}
m = 1;
i = -1;
j = 0;
for (n = 0; n < ds->n; n++) {
x = (ds->points[n] - pl->x0) / pl->dx;
if (x == i) {
j++;
if (j > m)
m = j;
} else {
j = 1;
i = x;
}
}
m += 1;
if (m > pl->height) {
pl->data = realloc(pl->data, pl->width * m);
memset(pl->data + pl->height * pl->width, 0,
(m - pl->height) * pl->width);
}
pl->height = m;
i = -1;
for (n = 0; n < ds->n; n++) {
x = (ds->points[n] - pl->x0) / pl->dx;
if (x == i) {
j++;
} else {
j = 1;
i = x;
}
pl->data[j * pl->width + x] |= val;
}
if (!isnan(Stddev(ds))) {
x = ((Avg(ds) - Stddev(ds)) - pl->x0) / pl->dx;
m = ((Avg(ds) + Stddev(ds)) - pl->x0) / pl->dx;
pl->bar[bar][m] = '|';
pl->bar[bar][x] = '|';
for (i = x + 1; i < m; i++)
if (pl->bar[bar][i] == 0)
pl->bar[bar][i] = '_';
}
x = (Median(ds) - pl->x0) / pl->dx;
pl->bar[bar][x] = 'M';
x = (Avg(ds) - pl->x0) / pl->dx;
pl->bar[bar][x] = 'A';
}
static void
DumpPlot(void)
{
struct plot *pl;
int i, j, k;
pl = &plot;
if (pl->span == 0) {
printf("[no plot, span is zero width]\n");
return;
}
putchar('+');
for (i = 0; i < pl->width; i++)
putchar('-');
putchar('+');
putchar('\n');
for (i = 1; i < pl->height; i++) {
putchar('|');
for (j = 0; j < pl->width; j++) {
k = pl->data[(pl->height - i) * pl->width + j];
if (k >= 0 && k < MAX_DS)
putchar(symbol[k]);
else
printf("[%02x]", k);
}
putchar('|');
putchar('\n');
}
for (i = 0; i < pl->num_datasets; i++) {
if (pl->bar[i] == NULL)
continue;
putchar('|');
for (j = 0; j < pl->width; j++) {
k = pl->bar[i][j];
if (k == 0)
k = ' ';
putchar(k);
}
putchar('|');
putchar('\n');
}
putchar('+');
for (i = 0; i < pl->width; i++)
putchar('-');
putchar('+');
putchar('\n');
}
static int
dbl_cmp(const void *a, const void *b)
{
const double *aa = a;
const double *bb = b;
if (*aa < *bb)
return (-1);
else if (*aa > *bb)
return (1);
else
return (0);
}
static struct dataset *
ReadSet(FILE *f, const char *n, int column, const char *delim)
{
char buf[BUFSIZ], *p, *t;
struct dataset *s;
double d;
int line;
int i;
s = NewSet();
s->name = strdup(n);
line = 0;
while (fgets(buf, sizeof buf, f) != NULL) {
line++;
i = strlen(buf);
while (i > 0 && isspace(buf[i - 1]))
buf[--i] = '\0';
for (i = 1, t = strtok(buf, delim);
t != NULL && *t != '#';
i++, t = strtok(NULL, delim)) {
if (i == column)
break;
}
if (t == NULL || *t == '#')
continue;
d = strtod(t, &p);
if (p != NULL && *p != '\0')
errx(2, "Invalid data on line %d in %s", line, n);
if (*buf != '\0')
AddPoint(s, d);
}
if (s->n < 3) {
fprintf(stderr,
"Dataset %s must contain at least 3 data points\n", n);
exit (2);
}
qsort(s->points, s->n, sizeof *s->points, dbl_cmp);
return (s);
}
static void
usage(char const *whine)
{
int i;
fprintf(stderr, "%s\n", whine);
fprintf(stderr,
"Usage: ministat [-C column] [-c confidence] [-d delimiter(s)] [-Ans] [-w width] [file [file ...]]\n");
fprintf(stderr, "\tconfidence = {");
for (i = 0; i < NCONF; i++) {
fprintf(stderr, "%s%g%%",
i ? ", " : "",
studentpct[i]);
}
fprintf(stderr, "}\n");
fprintf(stderr, "\t-A : print statistics only. suppress the graph.\n");
fprintf(stderr, "\t-C : column number to extract (starts and defaults to 1)\n");
fprintf(stderr, "\t-d : delimiter(s) string, default to \" \\t\"\n");
fprintf(stderr, "\t-n : print summary statistics only, no graph/test\n");
fprintf(stderr, "\t-s : print avg/median/stddev bars on separate lines\n");
fprintf(stderr, "\t-w : width of graph/test output (default 74 or terminal width)\n");
exit (2);
}
int
main(int argc, char **argv)
{
const char *setfilenames[MAX_DS - 1];
struct dataset *ds[MAX_DS - 1];
FILE *setfiles[MAX_DS - 1];
int nds;
double a;
const char *delim = " \t";
char *p;
int c, i, ci;
int column = 1;
int flag_s = 0;
int flag_n = 0;
int termwidth = 74;
int suppress_plot = 0;
if (isatty(STDOUT_FILENO)) {
struct winsize wsz;
if ((p = getenv("COLUMNS")) != NULL && *p != '\0')
termwidth = atoi(p);
else if (ioctl(STDOUT_FILENO, TIOCGWINSZ, &wsz) != -1 &&
wsz.ws_col > 0)
termwidth = wsz.ws_col - 2;
}
ci = -1;
while ((c = getopt(argc, argv, "AC:c:d:snw:")) != -1)
switch (c) {
case 'A':
suppress_plot = 1;
break;
case 'C':
column = strtol(optarg, &p, 10);
if (p != NULL && *p != '\0')
usage("Invalid column number.");
if (column <= 0)
usage("Column number should be positive.");
break;
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;
case 'd':
if (*optarg == '\0')
usage("Can't use empty delimiter string");
delim = optarg;
break;
case 'n':
flag_n = 1;
break;
case 's':
flag_s = 1;
break;
case 'w':
termwidth = strtol(optarg, &p, 10);
if (p != NULL && *p != '\0')
usage("Invalid width, not a number.");
if (termwidth < 0)
usage("Unable to move beyond left margin.");
break;
default:
usage("Unknown option");
break;
}
if (ci == -1)
ci = 2;
argc -= optind;
argv += optind;
if (argc == 0) {
setfilenames[0] = "<stdin>";
setfiles[0] = stdin;
nds = 1;
} else {
if (argc > (MAX_DS - 1))
usage("Too many datasets.");
nds = argc;
for (i = 0; i < nds; i++) {
setfilenames[i] = argv[i];
setfiles[i] = fopen(argv[i], "r");
if (setfiles[i] == NULL)
err(2, "Cannot open %s", argv[i]);
}
}
if (caph_limit_stdio() < 0)
err(2, "capsicum");
for (i = 0; i < nds; i++)
if (caph_limit_stream(fileno(setfiles[i]), CAPH_READ) < 0)
err(2, "unable to limit rights for %s",
setfilenames[i]);
/* Enter Capsicum sandbox. */
if (cap_enter() < 0 && errno != ENOSYS)
err(2, "unable to enter capability mode");
for (i = 0; i < nds; i++) {
ds[i] = ReadSet(setfiles[i], setfilenames[i], column, delim);
fclose(setfiles[i]);
}
for (i = 0; i < nds; i++)
printf("%c %s\n", symbol[i+1], ds[i]->name);
if (!flag_n && !suppress_plot) {
SetupPlot(termwidth, flag_s, nds);
for (i = 0; i < nds; i++)
DimPlot(ds[i]);
for (i = 0; i < nds; i++)
PlotSet(ds[i], i + 1);
DumpPlot();
}
VitalsHead();
Vitals(ds[0], 1);
for (i = 1; i < nds; i++) {
Vitals(ds[i], i + 1);
if (!flag_n)
Relative(ds[i], ds[0], ci);
}
exit(0);
}