Add the Distribution data type for instrumentation

This is one of a series of CLs adding a new metric type, EventMetric, which
is used for tracking numerical distributions.

-------------
Created by MOE: https://github.com/google/moe
MOE_MIGRATED_REVID=132103552
This commit is contained in:
shikhman 2016-09-02 14:23:08 -07:00 committed by Ben McIlwain
parent 180240ae04
commit dcb189943b
13 changed files with 961 additions and 0 deletions

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@ -18,6 +18,7 @@ java_library(
"//java/com/google/common/collect",
"//java/com/google/common/html",
"//java/com/google/common/math",
"//java/com/google/common/primitives",
"//java/com/google/common/util/concurrent",
"//third_party/java/appengine:appengine-api",
"//third_party/java/auto:auto_value",

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@ -0,0 +1,53 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.base.Preconditions.checkArgument;
import static google.registry.monitoring.metrics.MetricsUtils.checkDouble;
import com.google.auto.value.AutoValue;
import com.google.common.collect.ImmutableSet;
import com.google.common.collect.ImmutableSortedSet;
import com.google.common.collect.Ordering;
/**
* Models a {@link DistributionFitter} with arbitrary sized intervals.
*
* <p>If only only one boundary is provided, then the fitter will consist of an overflow and
* underflow interval separated by that boundary.
*/
@AutoValue
public abstract class CustomFitter implements DistributionFitter {
/**
* Create a new {@link CustomFitter} with the given interval boundaries.
*
* @param boundaries is a sorted list of interval boundaries
* @throws IllegalArgumentException if {@code boundaries} is empty or not sorted in ascending
* order, or if a value in the set is infinite, {@code NaN}, or {@code -0.0}.
*/
public static CustomFitter create(ImmutableSet<Double> boundaries) {
checkArgument(boundaries.size() > 0, "boundaries must not be empty");
checkArgument(Ordering.natural().isOrdered(boundaries), "boundaries must be sorted");
for (Double d : boundaries) {
checkDouble(d);
}
return new AutoValue_CustomFitter(ImmutableSortedSet.copyOf(boundaries));
}
@Override
public abstract ImmutableSortedSet<Double> boundaries();
}

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@ -0,0 +1,46 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import com.google.common.collect.ImmutableRangeMap;
/**
* Models a distribution of double-precision floating point sample data, and provides summary
* statistics of the distribution. This class also models the probability density function (PDF) of
* the distribution with a histogram.
*
* <p>The summary statistics provided are the mean and sumOfSquaredDeviation of the distribution.
*
* <p>The histogram fitting function is provided via a {@link DistributionFitter} implementation.
*
* @see DistributionFitter
*/
public interface Distribution {
/** Returns the mean of this distribution. */
double mean();
/** Returns the sum of squared deviations from the mean of this distribution. */
double sumOfSquaredDeviation();
/** Returns the count of samples in this distribution. */
long count();
/** Returns a histogram of the distribution's values. */
ImmutableRangeMap<Double, Long> intervalCounts();
/** Returns the {@link DistributionFitter} of this distribution. */
DistributionFitter distributionFitter();
}

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@ -0,0 +1,33 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import com.google.common.collect.ImmutableSortedSet;
/**
* A companion interface to {@link Distribution} which fits samples to a histogram in order to
* estimate the probability density function (PDF) of the {@link Distribution}.
*
* <p>The fitter models the histogram with a set of finite boundaries. The closed-open interval
* [a,b) between two consecutive boundaries represents the domain of permissible values in that
* interval. The values less than the first boundary are in the underflow interval of (-inf, a) and
* values greater or equal to the last boundary in the array are in the overflow interval of [a,
* inf).
*/
public interface DistributionFitter {
/** Returns a sorted set of the boundaries modeled by this {@link DistributionFitter}. */
ImmutableSortedSet<Double> boundaries();
}

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@ -0,0 +1,68 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.base.Preconditions.checkArgument;
import static google.registry.monitoring.metrics.MetricsUtils.checkDouble;
import com.google.auto.value.AutoValue;
import com.google.common.collect.ImmutableSortedSet;
/**
* Models a {@link DistributionFitter} with intervals of exponentially increasing size.
*
* <p>The interval boundaries are defined by {@code scale * Math.pow(base, i)} for {@code i} in
* {@code [0, numFiniteIntervals]}.
*
* <p>For example, an {@link ExponentialFitter} with {@code numFiniteIntervals=3, base=4.0,
* scale=1.5} represents a histogram with intervals {@code (-inf, 1.5), [1.5, 6), [6, 24), [24, 96),
* [96, +inf)}.
*/
@AutoValue
public abstract class ExponentialFitter implements DistributionFitter {
/**
* Create a new {@link ExponentialFitter}.
*
* @param numFiniteIntervals the number of intervals, excluding the underflow and overflow
* intervals
* @param base the base of the exponent
* @param scale a multiplicative factor for the exponential function
* @throws IllegalArgumentException if {@code numFiniteIntervals <= 0}, {@code width <= 0} or
* {@code base <= 1}
*/
public static ExponentialFitter create(int numFiniteIntervals, double base, double scale) {
checkArgument(numFiniteIntervals > 0, "numFiniteIntervals must be greater than 0");
checkArgument(scale != 0, "scale must not be 0");
checkArgument(base > 1, "base must be greater than 1");
checkDouble(base);
checkDouble(scale);
ImmutableSortedSet.Builder<Double> boundaries = ImmutableSortedSet.naturalOrder();
for (int i = 0; i < numFiniteIntervals + 1; i++) {
boundaries.add(scale * Math.pow(base, i));
}
return new AutoValue_ExponentialFitter(base, scale, boundaries.build());
}
public abstract double base();
public abstract double scale();
@Override
public abstract ImmutableSortedSet<Double> boundaries();
}

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@ -0,0 +1,54 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import com.google.auto.value.AutoValue;
import com.google.common.collect.ImmutableRangeMap;
import javax.annotation.concurrent.ThreadSafe;
/**
* An immutable {@link Distribution}. Instances of this class can used to create {@link MetricPoint}
* instances, and should be used when exporting values to a {@link MetricWriter}.
*
* @see MutableDistribution
*/
@ThreadSafe
@AutoValue
public abstract class ImmutableDistribution implements Distribution {
public static ImmutableDistribution copyOf(Distribution distribution) {
return new AutoValue_ImmutableDistribution(
distribution.mean(),
distribution.sumOfSquaredDeviation(),
distribution.count(),
distribution.intervalCounts(),
distribution.distributionFitter());
}
@Override
public abstract double mean();
@Override
public abstract double sumOfSquaredDeviation();
@Override
public abstract long count();
@Override
public abstract ImmutableRangeMap<Double, Long> intervalCounts();
@Override
public abstract DistributionFitter distributionFitter();
}

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@ -0,0 +1,64 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.base.Preconditions.checkArgument;
import static google.registry.monitoring.metrics.MetricsUtils.checkDouble;
import com.google.auto.value.AutoValue;
import com.google.common.collect.ImmutableSortedSet;
/**
* Models a {@link DistributionFitter} with equally sized intervals.
*
* <p>The interval boundaries are defined by {@code width * i + offset} for {@code i} in {@code [0,
* numFiniteIntervals}.
*
* <p>For example, a {@link LinearFitter} with {@code numFiniteIntervals=2, width=10, offset=5}
* represents a histogram with intervals {@code (-inf, 5), [5, 15), [15, 25), [25, +inf)}.
*/
@AutoValue
public abstract class LinearFitter implements DistributionFitter {
/**
* Create a new {@link LinearFitter}.
*
* @param numFiniteIntervals the number of intervals, excluding the underflow and overflow
* intervals
* @param width the width of each interval
* @param offset the start value of the first interval
* @throws IllegalArgumentException if {@code numFiniteIntervals <= 0} or {@code width <= 0}
*/
public static LinearFitter create(int numFiniteIntervals, double width, double offset) {
checkArgument(numFiniteIntervals > 0, "numFiniteIntervals must be greater than 0");
checkArgument(width > 0, "width must be greater than 0");
checkDouble(offset);
ImmutableSortedSet.Builder<Double> boundaries = ImmutableSortedSet.naturalOrder();
for (int i = 0; i < numFiniteIntervals + 1; i++) {
boundaries.add(width * i + offset);
}
return new AutoValue_LinearFitter(width, offset, boundaries.build());
}
public abstract double width();
public abstract double offset();
@Override
public abstract ImmutableSortedSet<Double> boundaries();
}

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@ -21,6 +21,7 @@ import com.google.common.collect.ImmutableList;
/** Static helper methods for the Metrics library. */
final class MetricsUtils {
private static final Double NEGATIVE_ZERO = -0.0;
private static final String LABEL_SIZE_ERROR =
"The count of labelValues must be equal to the underlying Metric's count of labels.";
@ -45,4 +46,11 @@ final class MetricsUtils {
static void checkLabelValuesLength(Metric<?> metric, ImmutableList<String> labelValues) {
checkArgument(labelValues.size() == metric.getMetricSchema().labels().size(), LABEL_SIZE_ERROR);
}
/** Check that the given double is not infinite, {@code NaN}, or {@code -0.0}. */
static void checkDouble(double value) {
checkArgument(
!Double.isInfinite(value) && !Double.isNaN(value) && !NEGATIVE_ZERO.equals(value),
"value must be finite, not NaN, and not -0.0");
}
}

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@ -0,0 +1,111 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.base.Preconditions.checkArgument;
import static com.google.common.base.Preconditions.checkNotNull;
import static google.registry.monitoring.metrics.MetricsUtils.checkDouble;
import com.google.common.collect.ImmutableRangeMap;
import com.google.common.collect.ImmutableSortedSet;
import com.google.common.collect.Ordering;
import com.google.common.collect.Range;
import com.google.common.collect.TreeRangeMap;
import com.google.common.primitives.Doubles;
import java.util.Map;
import javax.annotation.concurrent.NotThreadSafe;
/**
* A mutable {@link Distribution}. Instances of this class <b>should not</b> be used to construct
* {@link MetricPoint} instances as {@link MetricPoint} instances are supposed to represent
* immutable values.
*
* @see ImmutableDistribution
*/
@NotThreadSafe
public final class MutableDistribution implements Distribution {
private final TreeRangeMap<Double, Long> intervalCounts;
private final DistributionFitter distributionFitter;
private double sumOfSquaredDeviation = 0.0;
private double mean = 0.0;
private int count = 0;
/** Constructs an empty Distribution with the specified {@link DistributionFitter}. */
public MutableDistribution(DistributionFitter distributionFitter) {
this.distributionFitter = checkNotNull(distributionFitter);
ImmutableSortedSet<Double> boundaries = distributionFitter.boundaries();
checkArgument(boundaries.size() > 0);
checkArgument(Ordering.natural().isOrdered(boundaries));
this.intervalCounts = TreeRangeMap.create();
double[] boundariesArray = Doubles.toArray(distributionFitter.boundaries());
// Add underflow and overflow intervals
this.intervalCounts.put(Range.lessThan(boundariesArray[0]), 0L);
this.intervalCounts.put(Range.atLeast(boundariesArray[boundariesArray.length - 1]), 0L);
// Add finite intervals
for (int i = 1; i < boundariesArray.length; i++) {
this.intervalCounts.put(Range.closedOpen(boundariesArray[i - 1], boundariesArray[i]), 0L);
}
}
public void add(double value) {
add(value, 1L);
}
public void add(double value, long numSamples) {
checkArgument(numSamples > 0, "numSamples must be greater than 0");
checkDouble(value);
Map.Entry<Range<Double>, Long> entry = intervalCounts.getEntry(value);
intervalCounts.put(entry.getKey(), entry.getValue() + numSamples);
this.count += numSamples;
// Update mean and sumOfSquaredDeviation using Welford's method
// See Knuth, "The Art of Computer Programming", Vol. 2, page 232, 3rd edition
double delta = value - mean;
mean += delta * numSamples / count;
sumOfSquaredDeviation += delta * (value - mean) * numSamples;
}
@Override
public double mean() {
return mean;
}
@Override
public double sumOfSquaredDeviation() {
return sumOfSquaredDeviation;
}
@Override
public long count() {
return count;
}
@Override
public ImmutableRangeMap<Double, Long> intervalCounts() {
return ImmutableRangeMap.copyOf(intervalCounts);
}
@Override
public DistributionFitter distributionFitter() {
return distributionFitter;
}
}

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@ -0,0 +1,55 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.truth.Truth.assertThat;
import com.google.common.collect.ImmutableSet;
import com.google.common.collect.ImmutableSortedSet;
import org.junit.Rule;
import org.junit.Test;
import org.junit.rules.ExpectedException;
import org.junit.runner.RunWith;
import org.junit.runners.JUnit4;
/** Tests for {@link CustomFitter}. */
@RunWith(JUnit4.class)
public class CustomFitterTest {
@Rule public final ExpectedException thrown = ExpectedException.none();
@Test
public void testCreateCustomFitter_emptyBounds_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("boundaries must not be empty");
CustomFitter.create(ImmutableSet.<Double>of());
}
@Test
public void testCreateCustomFitter_outOfOrderBounds_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("boundaries must be sorted");
CustomFitter.create(ImmutableSet.of(2.0, 0.0));
}
@Test
public void testCreateCustomFitter_hasGivenBounds() {
CustomFitter fitter = CustomFitter.create(ImmutableSortedSet.of(1.0, 2.0));
assertThat(fitter.boundaries()).containsExactly(1.0, 2.0).inOrder();
}
}

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@ -0,0 +1,77 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.truth.Truth.assertThat;
import org.junit.Rule;
import org.junit.Test;
import org.junit.rules.ExpectedException;
import org.junit.runner.RunWith;
import org.junit.runners.JUnit4;
/** Tests for implementations of {@link DistributionFitter}. */
@RunWith(JUnit4.class)
public class ExponentialFitterTest {
@Rule public final ExpectedException thrown = ExpectedException.none();
@Test
public void testCreateExponentialFitter_zeroNumIntervals_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("numFiniteIntervals must be greater than 0");
ExponentialFitter.create(0, 3.0, 1.0);
}
@Test
public void testCreateExponentialFitter_negativeNumIntervals_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("numFiniteIntervals must be greater than 0");
ExponentialFitter.create(-1, 3.0, 1.0);
}
@Test
public void testCreateExponentialFitter_invalidBase_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("base must be greater than 1");
ExponentialFitter.create(3, 0.5, 1.0);
}
@Test
public void testCreateExponentialFitter_zeroScale_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("scale must not be 0");
ExponentialFitter.create(3, 2.0, 0.0);
}
@Test
public void testCreateExponentialFitter_NanScale_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("value must be finite, not NaN, and not -0.0");
ExponentialFitter.create(3, 2.0, Double.NaN);
}
@Test
public void testCreateExponentialFitter_hasCorrectBounds() {
ExponentialFitter fitter = ExponentialFitter.create(3, 5.0, 2.0);
assertThat(fitter.boundaries()).containsExactly(2.0, 10.0, 50.0, 250.0).inOrder();
}
}

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@ -0,0 +1,99 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.truth.Truth.assertThat;
import org.junit.Rule;
import org.junit.Test;
import org.junit.rules.ExpectedException;
import org.junit.runner.RunWith;
import org.junit.runners.JUnit4;
/** Tests for {@link LinearFitter}. */
@RunWith(JUnit4.class)
public class LinearFitterTest {
@Rule public final ExpectedException thrown = ExpectedException.none();
@Test
public void testCreateLinearFitter_zeroNumIntervals_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("numFiniteIntervals must be greater than 0");
LinearFitter.create(0, 3.0, 0.0);
}
@Test
public void testCreateLinearFitter_negativeNumIntervals_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("numFiniteIntervals must be greater than 0");
LinearFitter.create(0, 3.0, 0.0);
}
@Test
public void testCreateLinearFitter_zeroWidth_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("width must be greater than 0");
LinearFitter.create(3, 0.0, 0.0);
}
@Test
public void testCreateLinearFitter_negativeWidth_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("width must be greater than 0");
LinearFitter.create(3, 0.0, 0.0);
}
@Test
public void testCreateLinearFitter_NaNWidth_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("width must be greater than 0");
LinearFitter.create(3, Double.NaN, 0.0);
}
@Test
public void testCreateLinearFitter_NaNOffset_throwsException() throws Exception {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("value must be finite, not NaN, and not -0.0");
LinearFitter.create(3, 1.0, Double.NaN);
}
@Test
public void testCreateLinearFitter_hasCorrectBounds() {
LinearFitter fitter = LinearFitter.create(1, 10, 0);
assertThat(fitter.boundaries()).containsExactly(0.0, 10.0).inOrder();
}
@Test
public void testCreateLinearFitter_withOffset_hasCorrectBounds() {
LinearFitter fitter = LinearFitter.create(1, 10, 5);
assertThat(fitter.boundaries()).containsExactly(5.0, 15.0).inOrder();
}
@Test
public void testCreateLinearFitter_withOffsetAndMultipleIntervals_hasCorrectBounds() {
LinearFitter fitter = LinearFitter.create(3, 10, 5);
assertThat(fitter.boundaries()).containsExactly(5.0, 15.0, 25.0, 35.0).inOrder();
}
}

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@ -0,0 +1,292 @@
// Copyright 2016 The Domain Registry Authors. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package google.registry.monitoring.metrics;
import static com.google.common.truth.Truth.assertThat;
import com.google.common.collect.ImmutableRangeMap;
import com.google.common.collect.ImmutableSet;
import com.google.common.collect.Range;
import org.junit.Before;
import org.junit.Rule;
import org.junit.Test;
import org.junit.rules.ExpectedException;
import org.junit.runner.RunWith;
import org.junit.runners.JUnit4;
/** Tests for {@link MutableDistribution} */
@RunWith(JUnit4.class)
public class MutableDistributionTest {
private MutableDistribution distribution;
@Rule public final ExpectedException thrown = ExpectedException.none();
@Before
public void setUp() throws Exception {
distribution = new MutableDistribution(CustomFitter.create(ImmutableSet.of(3.0, 5.0)));
}
@Test
public void testAdd_oneValue() {
distribution.add(5.0);
assertThat(distribution.count()).isEqualTo(1);
assertThat(distribution.mean()).isWithin(0.0).of(5.0);
assertThat(distribution.sumOfSquaredDeviation()).isWithin(0.0).of(0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(3.0), 0L)
.put(Range.closedOpen(3.0, 5.0), 0L)
.put(Range.atLeast(5.0), 1L)
.build());
}
@Test
public void testAdd_zero() {
distribution.add(0.0);
assertThat(distribution.count()).isEqualTo(1);
assertThat(distribution.mean()).isWithin(0.0).of(0.0);
assertThat(distribution.sumOfSquaredDeviation()).isWithin(0.0).of(0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(3.0), 1L)
.put(Range.closedOpen(3.0, 5.0), 0L)
.put(Range.atLeast(5.0), 0L)
.build());
}
@Test
public void testAdd_multipleOfOneValue() {
distribution.add(4.0, 2);
assertThat(distribution.count()).isEqualTo(2);
assertThat(distribution.mean()).isWithin(0.0).of(4.0);
assertThat(distribution.sumOfSquaredDeviation()).isWithin(0.0).of(0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(3.0), 0L)
.put(Range.closedOpen(3.0, 5.0), 2L)
.put(Range.atLeast(5.0), 0L)
.build());
}
@Test
public void testAdd_positiveThenNegativeValue() {
distribution.add(2.0);
distribution.add(-2.0);
assertThat(distribution.count()).isEqualTo(2);
assertThat(distribution.mean()).isWithin(0.0).of(0.0);
assertThat(distribution.sumOfSquaredDeviation()).isWithin(0.0).of(8.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(3.0), 2L)
.put(Range.closedOpen(3.0, 5.0), 0L)
.put(Range.atLeast(5.0), 0L)
.build());
}
@Test
public void testAdd_wideRangeOfValues() {
distribution.add(2.0);
distribution.add(16.0);
distribution.add(128.0, 5);
assertThat(distribution.count()).isEqualTo(7);
assertThat(distribution.mean()).isWithin(0.0).of(94.0);
assertThat(distribution.sumOfSquaredDeviation()).isWithin(0.0).of(20328.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(3.0), 1L)
.put(Range.closedOpen(3.0, 5.0), 0L)
.put(Range.atLeast(5.0), 6L)
.build());
}
@Test
public void testAdd_negativeZero_throwsException() {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("value must be finite, not NaN, and not -0.0");
distribution.add(Double.longBitsToDouble(0x80000000));
}
@Test
public void testAdd_NaN_throwsException() {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("value must be finite, not NaN, and not -0.0");
distribution.add(Double.NaN);
}
@Test
public void testAdd_positiveInfinity_throwsException() {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("value must be finite, not NaN, and not -0.0");
distribution.add(Double.POSITIVE_INFINITY);
}
@Test
public void testAdd_negativeInfinity_throwsException() {
thrown.expect(IllegalArgumentException.class);
thrown.expectMessage("value must be finite, not NaN, and not -0.0");
distribution.add(Double.NEGATIVE_INFINITY);
}
@Test
public void testAdd_iteratedFloatingPointValues_hasLowAccumulatedError() {
for (int i = 0; i < 500; i++) {
distribution.add(1 / 3.0);
distribution.add(1 / 7.0);
}
// Test for nine significant figures of accuracy.
assertThat(distribution.mean()).isWithin(0.000000001).of(5.0 / 21.0);
assertThat(distribution.sumOfSquaredDeviation())
.isWithin(0.000000001)
.of(1000 * 4.0 / (21.0 * 21.0));
}
@Test
public void testAdd_fitterWithNoFiniteIntervals_underflowValue_returnsUnderflowInterval()
throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(5.0)));
distribution.add(3.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(5.0), 1L)
.put(Range.atLeast(5.0), 0L)
.build());
}
@Test
public void testAdd_noFiniteIntervals_overflowValue_returnsOverflowInterval() throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(5.0)));
distribution.add(10.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(5.0), 0L)
.put(Range.atLeast(5.0), 1L)
.build());
}
@Test
public void testAdd_noFiniteIntervals_edgeValue_returnsOverflowInterval() throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(2.0)));
distribution.add(2.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(2.0), 0L)
.put(Range.atLeast(2.0), 1L)
.build());
}
@Test
public void testAdd_oneFiniteInterval_underflowValue_returnsUnderflowInterval() throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(1.0, 5.0)));
distribution.add(0.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(1.0), 1L)
.put(Range.closedOpen(1.0, 5.0), 0L)
.put(Range.atLeast(5.0), 0L)
.build());
}
@Test
public void testAdd_oneFiniteInterval_overflowValue_returnsOverflowInterval() throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(1.0, 5.0)));
distribution.add(10.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(1.0), 0L)
.put(Range.closedOpen(1.0, 5.0), 0L)
.put(Range.atLeast(5.0), 1L)
.build());
}
@Test
public void testAdd_oneFiniteInterval_inBoundsValue_returnsInBoundsInterval() throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(1.0, 5.0)));
distribution.add(3.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(1.0), 0L)
.put(Range.closedOpen(1.0, 5.0), 1L)
.put(Range.atLeast(5.0), 0L)
.build());
}
@Test
public void testAdd_oneFiniteInterval_firstEdgeValue_returnsFiniteInterval() throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(1.0, 5.0)));
distribution.add(1.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(1.0), 0L)
.put(Range.closedOpen(1.0, 5.0), 1L)
.put(Range.atLeast(5.0), 0L)
.build());
}
@Test
public void testAdd_oneFiniteInterval_secondEdgeValue_returnsOverflowInterval() throws Exception {
MutableDistribution distribution =
new MutableDistribution(CustomFitter.create(ImmutableSet.of(1.0, 5.0)));
distribution.add(5.0);
assertThat(distribution.intervalCounts())
.isEqualTo(
ImmutableRangeMap.<Double, Long>builder()
.put(Range.lessThan(1.0), 0L)
.put(Range.closedOpen(1.0, 5.0), 0L)
.put(Range.atLeast(5.0), 1L)
.build());
}
}