SERVER-7592 descriptive statistics estimators

1 files changed, 126 insertions, 0 deletions

diff --git a/src/mongo/util/descriptive_stats_test.cpp b/src/mongo/util/descriptive_stats_test.cpp
new file mode 100644
index 00000000000..9f6955645cd
--- /dev/null
+++ b/src/mongo/util/descriptive_stats_test.cpp
@@ -0,0 +1,126 @@
+/**
+ * Tests for mongo/util/descriptive_stats.h
+ */
+
+#include <cstdlib>
+#include <cmath>
+#include <limits>
+#include <string>
+
+#include "mongo/unittest/unittest.h"
+#include "mongo/util/descriptive_stats.h"
+
+using namespace std;
+
+namespace {
+
+    const size_t NumQuantiles = 99;
+
+    TEST(DistributionEstimators, TestNominalResults) {
+        mongo::DistributionEstimators<NumQuantiles> d;
+
+        for (int i = 0; i < 100000; i++) {
+            d << double(i) / 100000;
+        }
+        ASSERT_TRUE(d.quantilesReady());
+        for (size_t quant = 1; quant <= NumQuantiles; ++quant) {
+            ASSERT_EQUALS(d.probability(quant), double(quant) / 100);
+            ASSERT_APPROX_EQUAL(d.quantile(quant), double(quant) / 100, 0.05);
+            double prob = double(quant) / 100;
+            ASSERT_APPROX_EQUAL(d.icdf(prob), prob, 0.05);
+        }
+        ASSERT_APPROX_EQUAL(d.min(), 0.0, 0.05);
+        ASSERT_APPROX_EQUAL(d.max(), 1.0, 0.05);
+        ASSERT_APPROX_EQUAL(d.median(), 0.5, 0.05);
+    }
+
+    TEST(DistributionEstimators, TestAppendQuantilesToBSONArrayBuilder) {
+        mongo::DistributionEstimators<NumQuantiles> d;
+
+        for (int i = 0; i < 10000; i++) {
+            d << static_cast<double>(i) / 10000;
+        }
+
+        mongo::BSONArrayBuilder arrayBuilder;
+        d.appendQuantilesToBSONArrayBuilder(arrayBuilder);
+        mongo::BSONArray arr = arrayBuilder.arr();
+
+        for (size_t i = 0; i <= NumQuantiles + 1; i++) {
+            ASSERT_EQUALS(arr[i].Number(), d.quantile(i));
+        }
+    }
+
+    TEST(BasicEstimators, TestNominalResults) {
+        mongo::BasicEstimators<unsigned int> d;
+
+        unsigned int count = 0;
+        // [50, 51, 52, ..., 99949, 99950]
+        for (int i = 50; i <= 100000 - 50; i++) {
+            d << unsigned(i);
+            count++;
+        }
+        ASSERT_EQUALS(d.min(), 50u);
+        ASSERT_EQUALS(d.max(), 100000u - 50u);
+        ASSERT_APPROX_EQUAL(d.mean(), 100000 / 2, 1e-15);
+        ASSERT_APPROX_EQUAL(d.stddev(), sqrt((static_cast<double>(count) * count - 1) / 12), 1e-15);
+    }
+
+    TEST(BasicEstimators, TestAppendBasicToBSONObjBuilder) {
+        mongo::BasicEstimators<unsigned int> b;
+
+        for (int i = 0; i < 10000; i++) {
+            b << i;
+        }
+
+        mongo::BSONObjBuilder builder;
+        b.appendBasicToBSONObjBuilder(builder);
+        mongo::BSONObj obj = builder.obj();
+
+        ASSERT_EQUALS(obj["count"].Number(), b.count());
+        ASSERT_EQUALS(obj["mean"].Number(), b.mean());
+        ASSERT_EQUALS(obj["stddev"].Number(), b.stddev());
+        ASSERT_EQUALS(obj["min"].Number(), b.min());
+        ASSERT_EQUALS(obj["max"].Number(), b.max());
+    }
+
+    TEST(SummaryEstimators, TestNominalResults) {
+        mongo::SummaryEstimators<int, NumQuantiles> d;
+
+        for (int a = -200; a <= 200; a++) {
+            d << a;
+        }
+        ASSERT_TRUE(d.quantilesReady());
+        for (size_t i = 0; i < d.numberOfQuantiles; i++) {
+            ASSERT_APPROX_EQUAL(d.quantile(i), -200 + static_cast<int>(i) * 4, 1);
+        }
+        ASSERT_EQUALS(d.min(), -200);
+        ASSERT_EQUALS(d.max(), 200);
+        ASSERT_APPROX_EQUAL(d.mean(), 0, 1e-15);
+        ASSERT_APPROX_EQUAL(d.icdf(.25), -100, 1e-15);
+    }
+
+    TEST(SummaryEstimators, TestStatisticSummaryToBSONObj) {
+        mongo::SummaryEstimators<double, NumQuantiles> e;
+
+        for (int i = 0; i < 10000; i++) {
+            e << static_cast<double>(i) / 100;
+        }
+        verify(e.quantilesReady());
+
+        mongo::BSONObj obj = e.statisticSummaryToBSONObj();
+
+        ASSERT_EQUALS(obj["count"].Number(), e.count());
+        ASSERT_EQUALS(obj["mean"].Number(), e.mean());
+        ASSERT_EQUALS(obj["stddev"].Number(), e.stddev());
+        ASSERT_EQUALS(obj["min"].Number(), e.min());
+        ASSERT_EQUALS(obj["max"].Number(), e.max());
+
+        mongo::BSONObj quantiles = obj["quantiles"].Obj();
+        ASSERT_EQUALS(static_cast<size_t>(quantiles.nFields()), NumQuantiles);
+        for (mongo::BSONObjIterator it = quantiles.begin(); it.more(); ++it) {
+            ASSERT_EQUALS((*it).Number(), e.icdf(atof((*it).fieldName())));
+        }
+    }
+
+}  // namespace
+