stats: added Histogram, UniformSample and SampleSnapshot

1 files changed, 85 insertions, 3 deletions

diff --git a/zencore/include/zencore/stats.h b/zencore/include/zencore/stats.h
index 0554f620d..7665d0cf5 100644
--- a/zencore/include/zencore/stats.h
+++ b/zencore/include/zencore/stats.h
@@ -2,11 +2,12 @@
 
 #pragma once
 
-#include <atomic>
-#include <type_traits>
 #include "zencore.h"
 
-namespace zen {
+#include <atomic>
+#include <random>
+
+namespace zen::metrics {
 
 template<typename T>
 class Gauge
@@ -97,6 +98,87 @@ private:
 	void Tick();
 };
 
+/** Moment-in-time snapshot of a distribution
+ */
+class SampleSnapshot
+{
+public:
+	SampleSnapshot(std::vector<double>&& Values);
+	~SampleSnapshot();
+
+	uint32_t				   Size() const { return (uint32_t)m_Values.size(); }
+	double					   GetQuantileValue(double Quantile);
+	double					   GetMedian() { return GetQuantileValue(0.5); }
+	double					   Get75Percentile() { return GetQuantileValue(0.75); }
+	double					   Get95Percentile() { return GetQuantileValue(0.95); }
+	double					   Get98Percentile() { return GetQuantileValue(0.98); }
+	double					   Get99Percentile() { return GetQuantileValue(0.99); }
+	double					   Get999Percentile() { return GetQuantileValue(0.999); }
+	const std::vector<double>& GetValues() const;
+
+private:
+	std::vector<double> m_Values;
+};
+
+/** Randomly selects samples from a stream. Uses Vitter's
+	Algorithm R to produce a statistically representative sample.
+
+  http://www.cs.umd.edu/~samir/498/vitter.pdf - Random Sampling with a Reservoir
+ */
+
+class UniformSample
+{
+public:
+	UniformSample(uint32_t ReservoirSize);
+	~UniformSample();
+
+	void		   Clear();
+	uint32_t	   Size() const;
+	void		   Update(int64_t Value);
+	SampleSnapshot Snapshot() const;
+
+	template<std::invocable<int64_t> T>
+	void IterateValues(T Callback) const
+	{
+		for (const auto& Value : m_Values)
+		{
+			Callback(Value);
+		}
+	}
+
+private:
+	std::atomic<uint64_t>			  m_SampleCounter{0};
+	std::vector<std::atomic<int64_t>> m_Values;
+};
+
+/** Track (probabilistic) sample distribution along with min/max
+ */
+class Histogram
+{
+public:
+	Histogram(int32_t SampleCount = 1028);
+	~Histogram();
+
+	void		   Clear();
+	void		   Update(int64_t Value);
+	int64_t		   Max() const;
+	int64_t		   Min() const;
+	double		   Mean() const;
+	uint64_t	   Count() const;
+	SampleSnapshot Snapshot() const { return m_Sample.Snapshot(); }
+
+private:
+	UniformSample		 m_Sample;
+	std::atomic<int64_t> m_Min{0};
+	std::atomic<int64_t> m_Max{0};
+	std::atomic<int64_t> m_Sum{0};
+	std::atomic<int64_t> m_Count{0};
+};
+
+}  // namespace zen::metrics
+
+namespace zen {
+
 extern void stats_forcelink();
 
 }  // namespace zen