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57 lines
2.2 KiB
Python
Executable File
57 lines
2.2 KiB
Python
Executable File
#!/usr/bin/env python
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# Copyright (c) 2012 Cloudera, Inc. All rights reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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#
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# Utility functions for calculating common mathematical measurements. Note that although
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# some of these functions are available in external python packages (ex. numpy), these
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# are simple enough that it is better to implement them ourselves to avoid extra
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# dependencies.
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import math
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def calculate_avg(values):
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return sum(values) / float(len(values))
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def calculate_stddev(values):
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"""Return the standard deviation of a numeric iterable."""
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avg = calculate_avg(values)
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return math.sqrt(calculate_avg([(val - avg)**2 for val in values]))
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def calculate_median(values):
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"""Return the median of a numeric iterable."""
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sorted_values = sorted(values)
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length = len(sorted_values)
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if length % 2 == 0:
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return (sorted_values[length / 2] + sorted_values[length / 2 - 1]) / 2
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else:
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return sorted_values[length / 2]
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def calculate_geomean(values):
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""" Calculates the geometric mean of the given collection of numerics """
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if len(values) > 0:
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return (reduce(lambda x, y: float(x) * float(y), values)) ** (1.0 / len(values))
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def calculate_tval(avg, stddev, iters, ref_avg, ref_stddev, ref_iters):
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"""
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Calculates the t-test t value for the given result and refrence.
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Uses the Welch's t-test formula. For more information see:
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http://en.wikipedia.org/wiki/Student%27s_t-distribution#Table_of_selected_values
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http://en.wikipedia.org/wiki/Student's_t-test
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"""
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# SEM (standard error mean) = sqrt(var1/N1 + var2/N2)
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# t = (X1 - X2) / SEM
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sem = math.sqrt((math.pow(stddev, 2) / iters) + (math.pow(ref_stddev, 2) / ref_iters))
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return (avg - ref_avg) / sem
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