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// Copyright 2022 The Chromium Authors
// Use of this source code is governed by a BSD-style license that can be
// found in the LICENSE file.
#include "components/page_load_metrics/browser/observers/ad_metrics/univariate_stats.h"
#include <array>
#include <cmath>
#include "base/check_op.h"
namespace page_load_metrics {
void UnivariateStats::Accumulate(double value, double weight) {
DCHECK_GE(weight, 0);
std::array<double, 4> x = {};
double prev = 1;
for (size_t i = 0; i < 4; ++i) {
x[i] = prev * value;
sum_x_[i] += x[i] * weight;
prev = x[i];
}
total_weight_ += weight;
}
UnivariateStats::DistributionMoments UnivariateStats::CalculateStats() const {
DistributionMoments result;
if (std::abs(total_weight_) < 1E-7)
return result;
std::array<double, 4> ex = {};
std::array<double, 4> mu = {};
double prev = 1;
for (size_t i = 0; i < 4; ++i) {
ex[i] = sum_x_[i] / total_weight_;
mu[i] = prev * ex[0];
prev = mu[i];
}
std::array<double, 4> sigma = {};
sigma[1] = ex[1] - mu[1];
sigma[0] = std::sqrt(sigma[1]);
sigma[2] = sigma[1] * sigma[0];
sigma[3] = sigma[2] * sigma[0];
result.mean = mu[0];
result.variance = sigma[1];
if (std::abs(sigma[3]) < 1E-7)
return result;
result.skewness = (ex[2] - 3 * mu[0] * sigma[1] - mu[2]) / sigma[2];
result.excess_kurtosis =
(ex[3] - 4 * mu[0] * ex[2] + 6 * mu[1] * ex[1] - 3 * mu[3]) / sigma[3] -
3;
return result;
}
} // namespace page_load_metrics
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