mirror of
https://github.com/ClickHouse/ClickHouse.git
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Merge pull request #6343 from dimarub2000/benchmark_comparison_mode
[WIP] Clickhouse-benchmark comparison mode
This commit is contained in:
alexey-milovidov
GitHub
commit
44424651b0
@ -32,6 +32,7 @@
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#include <Client/Connection.h>
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#include <Common/InterruptListener.h>
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#include <Common/Config/configReadClient.h>
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#include <Common/T_test.h>
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/** A tool for evaluating ClickHouse performance.
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@ -41,6 +42,8 @@
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namespace DB
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{
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using Ports = std::vector<UInt16>;
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namespace ErrorCodes
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{
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extern const int BAD_ARGUMENTS;
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@ -50,17 +53,34 @@ namespace ErrorCodes
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class Benchmark : public Poco::Util::Application
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{
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public:
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Benchmark(unsigned concurrency_, double delay_,
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const String & host_, UInt16 port_, bool secure_, const String & default_database_,
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Benchmark(unsigned concurrency_, double delay_, Strings && hosts_, Ports && ports_,
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bool cumulative_, bool secure_, const String & default_database_,
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const String & user_, const String & password_, const String & stage,
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bool randomize_, size_t max_iterations_, double max_time_,
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const String & json_path_, const Settings & settings_)
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const String & json_path_, size_t confidence_, const Settings & settings_)
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:
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concurrency(concurrency_), delay(delay_), queue(concurrency),
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connections(concurrency, host_, port_, default_database_, user_, password_, "benchmark", Protocol::Compression::Enable, secure_ ? Protocol::Secure::Enable : Protocol::Secure::Disable),
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randomize(randomize_), max_iterations(max_iterations_), max_time(max_time_),
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json_path(json_path_), settings(settings_), global_context(Context::createGlobal()), pool(concurrency)
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concurrency(concurrency_), delay(delay_), queue(concurrency), randomize(randomize_),
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cumulative(cumulative_), max_iterations(max_iterations_), max_time(max_time_),
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confidence(confidence_), json_path(json_path_), settings(settings_),
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global_context(Context::createGlobal()), pool(concurrency)
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{
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const auto secure = secure_ ? Protocol::Secure::Enable : Protocol::Secure::Disable;
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size_t connections_cnt = std::max(ports_.size(), hosts_.size());
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connections.reserve(connections_cnt);
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comparison_info_total.reserve(connections_cnt);
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comparison_info_per_interval.reserve(connections_cnt);
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for (size_t i = 0; i < connections_cnt; ++i)
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{
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UInt16 cur_port = i >= ports_.size() ? 9000 : ports_[i];
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std::string cur_host = i >= hosts_.size() ? "localhost" : hosts_[i];
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connections.emplace_back(std::make_unique<ConnectionPool>(concurrency, cur_host, cur_port, default_database_, user_, password_, "benchmark", Protocol::Compression::Enable, secure));
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comparison_info_per_interval.emplace_back(std::make_shared<Stats>());
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comparison_info_total.emplace_back(std::make_shared<Stats>());
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}
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global_context.makeGlobalContext();
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std::cerr << std::fixed << std::setprecision(3);
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@ -101,21 +121,29 @@ public:
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}
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private:
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using Query = std::string;
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using Entry = ConnectionPool::Entry;
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using EntryPtr = std::shared_ptr<Entry>;
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using EntryPtrs = std::vector<EntryPtr>;
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unsigned concurrency;
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double delay;
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using Query = std::string;
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using Queries = std::vector<Query>;
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Queries queries;
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using Queue = ConcurrentBoundedQueue<Query>;
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Queue queue;
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ConnectionPool connections;
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using ConnectionPoolUniq = std::unique_ptr<ConnectionPool>;
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using ConnectionPoolUniqs = std::vector<ConnectionPoolUniq>;
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ConnectionPoolUniqs connections;
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bool randomize;
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bool cumulative;
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size_t max_iterations;
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double max_time;
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size_t confidence;
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String json_path;
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Settings settings;
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Context global_context;
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@ -128,12 +156,12 @@ private:
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struct Stats
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{
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Stopwatch watch;
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std::atomic<size_t> queries{0};
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size_t read_rows = 0;
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size_t read_bytes = 0;
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size_t result_rows = 0;
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size_t result_bytes = 0;
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double work_time = 0;
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using Sampler = ReservoirSampler<double>;
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Sampler sampler {1 << 16};
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@ -141,6 +169,7 @@ private:
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void add(double seconds, size_t read_rows_inc, size_t read_bytes_inc, size_t result_rows_inc, size_t result_bytes_inc)
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{
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++queries;
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work_time += seconds;
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read_rows += read_rows_inc;
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read_bytes += read_bytes_inc;
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result_rows += result_rows_inc;
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@ -150,8 +179,8 @@ private:
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void clear()
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{
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watch.restart();
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queries = 0;
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work_time = 0;
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read_rows = 0;
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read_bytes = 0;
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result_rows = 0;
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@ -160,15 +189,18 @@ private:
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}
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};
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Stats info_per_interval;
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Stats info_total;
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using MultiStats = std::vector<std::shared_ptr<Stats>>;
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MultiStats comparison_info_per_interval;
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MultiStats comparison_info_total;
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T_test t_test;
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Stopwatch total_watch;
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Stopwatch delay_watch;
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std::mutex mutex;
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ThreadPool pool;
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void readQueries()
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{
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ReadBufferFromFileDescriptor in(STDIN_FILENO);
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@ -213,7 +245,7 @@ private:
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return false;
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}
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if (max_time > 0 && info_total.watch.elapsedSeconds() >= max_time)
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if (max_time > 0 && total_watch.elapsedSeconds() >= max_time)
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{
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std::cout << "Stopping launch of queries. Requested time limit is exhausted.\n";
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return false;
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@ -227,8 +259,8 @@ private:
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if (delay > 0 && delay_watch.elapsedSeconds() > delay)
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{
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printNumberOfQueriesExecuted(info_total.queries);
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report(info_per_interval);
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printNumberOfQueriesExecuted(queries_executed);
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cumulative ? report(comparison_info_total) : report(comparison_info_per_interval);
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delay_watch.restart();
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}
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}
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@ -242,11 +274,17 @@ private:
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std::uniform_int_distribution<size_t> distribution(0, queries.size() - 1);
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for (size_t i = 0; i < concurrency; ++i)
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pool.schedule(std::bind(&Benchmark::thread, this,
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connections.get(ConnectionTimeouts::getTCPTimeoutsWithoutFailover(settings))));
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{
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EntryPtrs connection_entries;
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connection_entries.reserve(connections.size());
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for (const auto & connection : connections)
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connection_entries.emplace_back(std::make_shared<Entry>(connection->get(ConnectionTimeouts::getTCPTimeoutsWithoutFailover(settings))));
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pool.schedule(std::bind(&Benchmark::thread, this, connection_entries));
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}
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InterruptListener interrupt_listener;
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info_per_interval.watch.restart();
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delay_watch.restart();
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/// Push queries into queue
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@ -262,20 +300,24 @@ private:
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}
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pool.wait();
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info_total.watch.stop();
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total_watch.stop();
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if (!json_path.empty())
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reportJSON(info_total, json_path);
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reportJSON(comparison_info_total, json_path);
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printNumberOfQueriesExecuted(info_total.queries);
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report(info_total);
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printNumberOfQueriesExecuted(queries_executed);
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report(comparison_info_total);
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}
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void thread(ConnectionPool::Entry connection)
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void thread(EntryPtrs & connection_entries)
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{
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Query query;
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/// Randomly choosing connection index
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pcg64 generator(randomSeed());
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std::uniform_int_distribution<size_t> distribution(0, connection_entries.size() - 1);
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try
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{
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/// In these threads we do not accept INT signal.
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@ -296,8 +338,7 @@ private:
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if (shutdown || (max_iterations && queries_executed == max_iterations))
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return;
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}
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execute(connection, query);
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execute(connection_entries, query, distribution(generator));
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++queries_executed;
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}
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}
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@ -309,20 +350,19 @@ private:
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}
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}
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void execute(ConnectionPool::Entry & connection, Query & query)
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void execute(EntryPtrs & connection_entries, Query & query, size_t connection_index)
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{
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Stopwatch watch;
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RemoteBlockInputStream stream(
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*connection,
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*(*connection_entries[connection_index]),
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query, {}, global_context, &settings, nullptr, Tables(), query_processing_stage);
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Progress progress;
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stream.setProgressCallback([&progress](const Progress & value) { progress.incrementPiecewiseAtomically(value); });
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stream.readPrefix();
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while (Block block = stream.read())
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;
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while (Block block = stream.read());
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stream.readSuffix();
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const BlockStreamProfileInfo & info = stream.getProfileInfo();
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@ -330,33 +370,47 @@ private:
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double seconds = watch.elapsedSeconds();
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std::lock_guard lock(mutex);
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info_per_interval.add(seconds, progress.read_rows, progress.read_bytes, info.rows, info.bytes);
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info_total.add(seconds, progress.read_rows, progress.read_bytes, info.rows, info.bytes);
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comparison_info_per_interval[connection_index]->add(seconds, progress.read_rows, progress.read_bytes, info.rows, info.bytes);
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comparison_info_total[connection_index]->add(seconds, progress.read_rows, progress.read_bytes, info.rows, info.bytes);
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t_test.add(connection_index, seconds);
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}
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void report(Stats & info)
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void report(MultiStats & infos)
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{
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std::lock_guard lock(mutex);
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/// Avoid zeros, nans or exceptions
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if (0 == info.queries)
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return;
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std::cerr << "\n";
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for (size_t i = 0; i < infos.size(); ++i)
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{
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const auto & info = infos[i];
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double seconds = info.watch.elapsedSeconds();
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/// Avoid zeros, nans or exceptions
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if (0 == info->queries)
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return;
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std::cerr
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<< "\n"
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<< "QPS: " << (info.queries / seconds) << ", "
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<< "RPS: " << (info.read_rows / seconds) << ", "
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<< "MiB/s: " << (info.read_bytes / seconds / 1048576) << ", "
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<< "result RPS: " << (info.result_rows / seconds) << ", "
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<< "result MiB/s: " << (info.result_bytes / seconds / 1048576) << "."
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<< "\n";
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double seconds = info->work_time / concurrency;
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std::cerr
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<< connections[i]->getDescription() << ", "
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<< "queries " << info->queries << ", "
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<< "QPS: " << (info->queries / seconds) << ", "
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<< "RPS: " << (info->read_rows / seconds) << ", "
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<< "MiB/s: " << (info->read_bytes / seconds / 1048576) << ", "
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<< "result RPS: " << (info->result_rows / seconds) << ", "
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<< "result MiB/s: " << (info->result_bytes / seconds / 1048576) << "."
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<< "\n";
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}
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std::cerr << "\n";
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auto print_percentile = [&](double percent)
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{
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std::cerr << percent << "%\t" << info.sampler.quantileInterpolated(percent / 100.0) << " sec." << std::endl;
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std::cerr << percent << "%\t\t";
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for (const auto & info : infos)
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{
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std::cerr << info->sampler.quantileInterpolated(percent / 100.0) << " sec." << "\t";
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}
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std::cerr << "\n";
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};
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for (int percent = 0; percent <= 90; percent += 10)
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@ -367,10 +421,16 @@ private:
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print_percentile(99.9);
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print_percentile(99.99);
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info.clear();
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std::cerr << "\n" << t_test.compareAndReport(confidence).second << "\n";
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if (!cumulative)
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{
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for (auto & info : infos)
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info->clear();
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}
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}
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void reportJSON(Stats & info, const std::string & filename)
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void reportJSON(MultiStats & infos, const std::string & filename)
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{
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WriteBufferFromFile json_out(filename);
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@ -381,36 +441,41 @@ private:
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json_out << double_quote << key << ": " << value << (with_comma ? ",\n" : "\n");
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};
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auto print_percentile = [&json_out, &info](auto percent, bool with_comma = true)
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auto print_percentile = [&json_out](Stats & info, auto percent, bool with_comma = true)
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{
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json_out << "\"" << percent << "\"" << ": " << info.sampler.quantileInterpolated(percent / 100.0) << (with_comma ? ",\n" : "\n");
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};
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json_out << "{\n";
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json_out << double_quote << "statistics" << ": {\n";
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for (size_t i = 0; i < infos.size(); ++i)
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{
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const auto & info = infos[i];
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double seconds = info.watch.elapsedSeconds();
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print_key_value("QPS", info.queries / seconds);
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print_key_value("RPS", info.read_rows / seconds);
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print_key_value("MiBPS", info.read_bytes / seconds);
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print_key_value("RPS_result", info.result_rows / seconds);
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print_key_value("MiBPS_result", info.result_bytes / seconds);
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print_key_value("num_queries", info.queries.load(), false);
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json_out << double_quote << connections[i]->getDescription() << ": {\n";
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json_out << double_quote << "statistics" << ": {\n";
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json_out << "},\n";
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print_key_value("QPS", info->queries / info->work_time);
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print_key_value("RPS", info->read_rows / info->work_time);
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print_key_value("MiBPS", info->read_bytes / info->work_time);
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print_key_value("RPS_result", info->result_rows / info->work_time);
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print_key_value("MiBPS_result", info->result_bytes / info->work_time);
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print_key_value("num_queries", info->queries.load(), false);
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json_out << double_quote << "query_time_percentiles" << ": {\n";
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json_out << "},\n";
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json_out << double_quote << "query_time_percentiles" << ": {\n";
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for (int percent = 0; percent <= 90; percent += 10)
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print_percentile(percent);
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for (int percent = 0; percent <= 90; percent += 10)
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print_percentile(*info, percent);
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print_percentile(95);
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print_percentile(99);
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print_percentile(99.9);
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print_percentile(99.99, false);
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print_percentile(*info, 95);
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print_percentile(*info, 99);
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print_percentile(*info, 99.9);
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print_percentile(*info, 99.99, false);
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json_out << "}\n";
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json_out << "}\n";
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json_out << (i == infos.size() - 1 ? "}\n" : "},\n");
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}
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json_out << "}\n";
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}
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@ -449,13 +514,15 @@ int mainEntryClickHouseBenchmark(int argc, char ** argv)
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("timelimit,t", value<double>()->default_value(0.), "stop launch of queries after specified time limit")
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("randomize,r", value<bool>()->default_value(false), "randomize order of execution")
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("json", value<std::string>()->default_value(""), "write final report to specified file in JSON format")
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("host,h", value<std::string>()->default_value("localhost"), "")
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("port", value<UInt16>()->default_value(9000), "")
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("host,h", value<Strings>()->multitoken(), "")
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("port,p", value<Ports>()->multitoken(), "")
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("cumulative", "prints cumulative data instead of data per interval")
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("secure,s", "Use TLS connection")
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("user", value<std::string>()->default_value("default"), "")
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("password", value<std::string>()->default_value(""), "")
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("database", value<std::string>()->default_value("default"), "")
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("stacktrace", "print stack traces of exceptions")
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("confidence", value<size_t>()->default_value(5), "set the level of confidence for T-test [0=80%, 1=90%, 2=95%, 3=98%, 4=99%, 5=99.5%(default)")
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;
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Settings settings;
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@ -475,12 +542,15 @@ int mainEntryClickHouseBenchmark(int argc, char ** argv)
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print_stacktrace = options.count("stacktrace");
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UseSSL use_ssl;
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Ports ports = options.count("port") ? options["port"].as<Ports>() : Ports({9000});
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Strings hosts = options.count("host") ? options["host"].as<Strings>() : Strings({"localhost"});
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Benchmark benchmark(
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options["concurrency"].as<unsigned>(),
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options["delay"].as<double>(),
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options["host"].as<std::string>(),
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options["port"].as<UInt16>(),
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std::move(hosts),
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std::move(ports),
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options.count("cumulative"),
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options.count("secure"),
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options["database"].as<std::string>(),
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options["user"].as<std::string>(),
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@ -490,6 +560,7 @@ int mainEntryClickHouseBenchmark(int argc, char ** argv)
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options["iterations"].as<size_t>(),
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options["timelimit"].as<double>(),
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options["json"].as<std::string>(),
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options["confidence"].as<size_t>(),
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settings);
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return benchmark.run();
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}
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@ -88,6 +88,10 @@ public:
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{
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return host;
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}
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std::string getDescription() const
|
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{
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return host + ":" + toString(port);
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}
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||||
protected:
|
||||
/** Creates a new object to put in the pool. */
|
||||
|
||||
214
dbms/src/Common/T_test.h
Normal file
214
dbms/src/Common/T_test.h
Normal file
@ -0,0 +1,214 @@
|
||||
#pragma once
|
||||
|
||||
#include <vector>
|
||||
#include <cmath>
|
||||
#include <iostream>
|
||||
#include <iomanip>
|
||||
#include <sstream>
|
||||
|
||||
/**
|
||||
* About:
|
||||
* This is implementation of Independent two-sample t-test
|
||||
* Read about it on https://en.wikipedia.org/wiki/Student%27s_t-test (Equal or unequal sample sizes, equal variance)
|
||||
*
|
||||
* Usage:
|
||||
* It's it used to assume with some level of confidence that two distributions don't differ.
|
||||
* Values can be added with T_test.add(0/1, value) and after compared and reported with compareAndReport().
|
||||
*/
|
||||
struct T_test
|
||||
{
|
||||
struct DistributionData
|
||||
{
|
||||
size_t size = 0;
|
||||
double sum = 0;
|
||||
double squares_sum = 0;
|
||||
|
||||
void add(double value)
|
||||
{
|
||||
++size;
|
||||
sum += value;
|
||||
squares_sum += value * value;
|
||||
}
|
||||
|
||||
double avg() const
|
||||
{
|
||||
return sum / size;
|
||||
}
|
||||
|
||||
double var() const
|
||||
{
|
||||
return (squares_sum - (sum * sum / size)) / static_cast<double>(size - 1);
|
||||
}
|
||||
|
||||
void clear()
|
||||
{
|
||||
size = 0;
|
||||
sum = 0;
|
||||
squares_sum = 0;
|
||||
}
|
||||
};
|
||||
|
||||
std::vector<DistributionData> data;
|
||||
|
||||
/// First row corresponds to infinity size of distributions case
|
||||
const double students_table[101][6] =
|
||||
{
|
||||
{ 1.282, 1.645, 1.960, 2.326, 2.576, 3.090 },
|
||||
{ 3.078, 6.314, 12.706, 31.821, 63.657, 318.313 },
|
||||
{ 1.886, 2.920, 4.303, 6.965, 9.925, 22.327 },
|
||||
{ 1.638, 2.353, 3.182, 4.541, 5.841, 10.215 },
|
||||
{ 1.533, 2.132, 2.776, 3.747, 4.604, 7.173 },
|
||||
{ 1.476, 2.015, 2.571, 3.365, 4.032, 5.893 },
|
||||
{ 1.440, 1.943, 2.447, 3.143, 3.707, 5.208 },
|
||||
{ 1.415, 1.895, 2.365, 2.998, 3.499, 4.782 },
|
||||
{ 1.397, 1.860, 2.306, 2.896, 3.355, 4.499 },
|
||||
{ 1.383, 1.833, 2.262, 2.821, 3.250, 4.296 },
|
||||
{ 1.372, 1.812, 2.228, 2.764, 3.169, 4.143 },
|
||||
{ 1.363, 1.796, 2.201, 2.718, 3.106, 4.024 },
|
||||
{ 1.356, 1.782, 2.179, 2.681, 3.055, 3.929 },
|
||||
{ 1.350, 1.771, 2.160, 2.650, 3.012, 3.852 },
|
||||
{ 1.345, 1.761, 2.145, 2.624, 2.977, 3.787 },
|
||||
{ 1.341, 1.753, 2.131, 2.602, 2.947, 3.733 },
|
||||
{ 1.337, 1.746, 2.120, 2.583, 2.921, 3.686 },
|
||||
{ 1.333, 1.740, 2.110, 2.567, 2.898, 3.646 },
|
||||
{ 1.330, 1.734, 2.101, 2.552, 2.878, 3.610 },
|
||||
{ 1.328, 1.729, 2.093, 2.539, 2.861, 3.579 },
|
||||
{ 1.325, 1.725, 2.086, 2.528, 2.845, 3.552 },
|
||||
{ 1.323, 1.721, 2.080, 2.518, 2.831, 3.527 },
|
||||
{ 1.321, 1.717, 2.074, 2.508, 2.819, 3.505 },
|
||||
{ 1.319, 1.714, 2.069, 2.500, 2.807, 3.485 },
|
||||
{ 1.318, 1.711, 2.064, 2.492, 2.797, 3.467 },
|
||||
{ 1.316, 1.708, 2.060, 2.485, 2.787, 3.450 },
|
||||
{ 1.315, 1.706, 2.056, 2.479, 2.779, 3.435 },
|
||||
{ 1.314, 1.703, 2.052, 2.473, 2.771, 3.421 },
|
||||
{ 1.313, 1.701, 2.048, 2.467, 2.763, 3.408 },
|
||||
{ 1.311, 1.699, 2.045, 2.462, 2.756, 3.396 },
|
||||
{ 1.310, 1.697, 2.042, 2.457, 2.750, 3.385 },
|
||||
{ 1.309, 1.696, 2.040, 2.453, 2.744, 3.375 },
|
||||
{ 1.309, 1.694, 2.037, 2.449, 2.738, 3.365 },
|
||||
{ 1.308, 1.692, 2.035, 2.445, 2.733, 3.356 },
|
||||
{ 1.307, 1.691, 2.032, 2.441, 2.728, 3.348 },
|
||||
{ 1.306, 1.690, 2.030, 2.438, 2.724, 3.340 },
|
||||
{ 1.306, 1.688, 2.028, 2.434, 2.719, 3.333 },
|
||||
{ 1.305, 1.687, 2.026, 2.431, 2.715, 3.326 },
|
||||
{ 1.304, 1.686, 2.024, 2.429, 2.712, 3.319 },
|
||||
{ 1.304, 1.685, 2.023, 2.426, 2.708, 3.313 },
|
||||
{ 1.303, 1.684, 2.021, 2.423, 2.704, 3.307 },
|
||||
{ 1.303, 1.683, 2.020, 2.421, 2.701, 3.301 },
|
||||
{ 1.302, 1.682, 2.018, 2.418, 2.698, 3.296 },
|
||||
{ 1.302, 1.681, 2.017, 2.416, 2.695, 3.291 },
|
||||
{ 1.301, 1.680, 2.015, 2.414, 2.692, 3.286 },
|
||||
{ 1.301, 1.679, 2.014, 2.412, 2.690, 3.281 },
|
||||
{ 1.300, 1.679, 2.013, 2.410, 2.687, 3.277 },
|
||||
{ 1.300, 1.678, 2.012, 2.408, 2.685, 3.273 },
|
||||
{ 1.299, 1.677, 2.011, 2.407, 2.682, 3.269 },
|
||||
{ 1.299, 1.677, 2.010, 2.405, 2.680, 3.265 },
|
||||
{ 1.299, 1.676, 2.009, 2.403, 2.678, 3.261 },
|
||||
{ 1.298, 1.675, 2.008, 2.402, 2.676, 3.258 },
|
||||
{ 1.298, 1.675, 2.007, 2.400, 2.674, 3.255 },
|
||||
{ 1.298, 1.674, 2.006, 2.399, 2.672, 3.251 },
|
||||
{ 1.297, 1.674, 2.005, 2.397, 2.670, 3.248 },
|
||||
{ 1.297, 1.673, 2.004, 2.396, 2.668, 3.245 },
|
||||
{ 1.297, 1.673, 2.003, 2.395, 2.667, 3.242 },
|
||||
{ 1.297, 1.672, 2.002, 2.394, 2.665, 3.239 },
|
||||
{ 1.296, 1.672, 2.002, 2.392, 2.663, 3.237 },
|
||||
{ 1.296, 1.671, 2.001, 2.391, 2.662, 3.234 },
|
||||
{ 1.296, 1.671, 2.000, 2.390, 2.660, 3.232 },
|
||||
{ 1.296, 1.670, 2.000, 2.389, 2.659, 3.229 },
|
||||
{ 1.295, 1.670, 1.999, 2.388, 2.657, 3.227 },
|
||||
{ 1.295, 1.669, 1.998, 2.387, 2.656, 3.225 },
|
||||
{ 1.295, 1.669, 1.998, 2.386, 2.655, 3.223 },
|
||||
{ 1.295, 1.669, 1.997, 2.385, 2.654, 3.220 },
|
||||
{ 1.295, 1.668, 1.997, 2.384, 2.652, 3.218 },
|
||||
{ 1.294, 1.668, 1.996, 2.383, 2.651, 3.216 },
|
||||
{ 1.294, 1.668, 1.995, 2.382, 2.650, 3.214 },
|
||||
{ 1.294, 1.667, 1.995, 2.382, 2.649, 3.213 },
|
||||
{ 1.294, 1.667, 1.994, 2.381, 2.648, 3.211 },
|
||||
{ 1.294, 1.667, 1.994, 2.380, 2.647, 3.209 },
|
||||
{ 1.293, 1.666, 1.993, 2.379, 2.646, 3.207 },
|
||||
{ 1.293, 1.666, 1.993, 2.379, 2.645, 3.206 },
|
||||
{ 1.293, 1.666, 1.993, 2.378, 2.644, 3.204 },
|
||||
{ 1.293, 1.665, 1.992, 2.377, 2.643, 3.202 },
|
||||
{ 1.293, 1.665, 1.992, 2.376, 2.642, 3.201 },
|
||||
{ 1.293, 1.665, 1.991, 2.376, 2.641, 3.199 },
|
||||
{ 1.292, 1.665, 1.991, 2.375, 2.640, 3.198 },
|
||||
{ 1.292, 1.664, 1.990, 2.374, 2.640, 3.197 },
|
||||
{ 1.292, 1.664, 1.990, 2.374, 2.639, 3.195 },
|
||||
{ 1.292, 1.664, 1.990, 2.373, 2.638, 3.194 },
|
||||
{ 1.292, 1.664, 1.989, 2.373, 2.637, 3.193 },
|
||||
{ 1.292, 1.663, 1.989, 2.372, 2.636, 3.191 },
|
||||
{ 1.292, 1.663, 1.989, 2.372, 2.636, 3.190 },
|
||||
{ 1.292, 1.663, 1.988, 2.371, 2.635, 3.189 },
|
||||
{ 1.291, 1.663, 1.988, 2.370, 2.634, 3.188 },
|
||||
{ 1.291, 1.663, 1.988, 2.370, 2.634, 3.187 },
|
||||
{ 1.291, 1.662, 1.987, 2.369, 2.633, 3.185 },
|
||||
{ 1.291, 1.662, 1.987, 2.369, 2.632, 3.184 },
|
||||
{ 1.291, 1.662, 1.987, 2.368, 2.632, 3.183 },
|
||||
{ 1.291, 1.662, 1.986, 2.368, 2.631, 3.182 },
|
||||
{ 1.291, 1.662, 1.986, 2.368, 2.630, 3.181 },
|
||||
{ 1.291, 1.661, 1.986, 2.367, 2.630, 3.180 },
|
||||
{ 1.291, 1.661, 1.986, 2.367, 2.629, 3.179 },
|
||||
{ 1.291, 1.661, 1.985, 2.366, 2.629, 3.178 },
|
||||
{ 1.290, 1.661, 1.985, 2.366, 2.628, 3.177 },
|
||||
{ 1.290, 1.661, 1.985, 2.365, 2.627, 3.176 },
|
||||
{ 1.290, 1.661, 1.984, 2.365, 2.627, 3.175 },
|
||||
{ 1.290, 1.660, 1.984, 2.365, 2.626, 3.175 },
|
||||
{ 1.290, 1.660, 1.984, 2.364, 2.626, 3.174 },
|
||||
};
|
||||
|
||||
const std::vector<double> confidence_level = { 80, 90, 95, 98, 99, 99.5 };
|
||||
|
||||
T_test()
|
||||
{
|
||||
data.resize(2);
|
||||
}
|
||||
|
||||
void clear()
|
||||
{
|
||||
data[0].clear();
|
||||
data[1].clear();
|
||||
}
|
||||
|
||||
void add(size_t distribution, double value)
|
||||
{
|
||||
if (distribution > 1)
|
||||
return;
|
||||
data[distribution].add(value);
|
||||
}
|
||||
|
||||
/// Confidence_level_index can be set in range [0, 5]. Corresponding values can be found above.
|
||||
std::pair<bool, std::string> compareAndReport(size_t confidence_level_index = 5) const
|
||||
{
|
||||
if (confidence_level_index > 5)
|
||||
confidence_level_index = 5;
|
||||
|
||||
if (data[0].size == 0 || data[1].size == 0)
|
||||
return {true, ""};
|
||||
|
||||
size_t degrees_of_freedom = (data[0].size - 1) + (data[1].size - 1);
|
||||
|
||||
double table_value = students_table[degrees_of_freedom > 100 ? 0 : degrees_of_freedom][confidence_level_index];
|
||||
|
||||
double pooled_standard_deviation = sqrt(((data[0].size - 1) * data[0].var() + (data[1].size - 1) * data[1].var()) / degrees_of_freedom);
|
||||
|
||||
double t_statistic = pooled_standard_deviation * sqrt(1.0 / data[0].size + 1.0 / data[1].size);
|
||||
|
||||
double mean_difference = fabs(data[0].avg() - data[1].avg());
|
||||
|
||||
double mean_confidence_interval = table_value * t_statistic;
|
||||
|
||||
std::stringstream ss;
|
||||
if (mean_difference > mean_confidence_interval && (mean_difference - mean_confidence_interval > 0.0001)) /// difference must be more than 0.0001, to take into account connection latency.
|
||||
{
|
||||
ss << "Difference at " << confidence_level[confidence_level_index] << "% confidence : ";
|
||||
ss << std::fixed << std::setprecision(8) << "mean difference is " << mean_difference << ", but confidence interval is " << mean_confidence_interval;
|
||||
return {false, ss.str()};
|
||||
}
|
||||
else
|
||||
{
|
||||
ss << "No difference proven at " << confidence_level[confidence_level_index] << "% confidence";
|
||||
return {true, ss.str()};
|
||||
}
|
||||
}
|
||||
|
||||
};
|
||||
Loading…
Reference in New Issue
Block a user