From ddcb1f73423a9b47d9b457cf3b19f622b0aa567f Mon Sep 17 00:00:00 2001 From: wukong Date: Sat, 5 Jan 2019 16:33:14 -0800 Subject: added min and max to mean and mean_avg, fixed regex bugs in mean --- kalman_init.awk | 10 +++++----- mean.awk | 29 ++++++++++++++--------------- mean_avg.awk | 10 ++++++---- 3 files changed, 25 insertions(+), 24 deletions(-) diff --git a/kalman_init.awk b/kalman_init.awk index 38cb66c..57f7bbd 100644 --- a/kalman_init.awk +++ b/kalman_init.awk @@ -54,22 +54,22 @@ NF != 0 { ### kalman gain if (count[n] <= 1) { - KG[n] = 1 + Gk[n] = 1 est_err[n] = sqrt(diff[n]*diff[n]) + 2.0*sqrt(diff2[n]*diff2[n]) est_err_last[n] = sqrt(diff[n]*diff[n]) + 2.0*sqrt(diff2[n]*diff2[n]) } else - KG[n] = est_err_last[n]/(est_err_last[n] + meas_err[n]) + Gk[n] = est_err_last[n]/(est_err_last[n] + meas_err[n]) ### update estimate and estimated error - est[n] = est_last[n] + KG[n]*($n - est_last[n]) - est_err[n] = (1.0 - KG[n])*est_err_last[n] + est[n] = est_last[n] + Gk[n]*($n - est_last[n]) + est_err[n] = (1.0 - Gk[n])*est_err_last[n] ### visual check printf "meas: " OFS OFMT OFS OFMT OFS OFMT, $n, meas_err[n], count[n] printf "d1: " OFS OFMT, diff[n] printf "d2: " OFS OFMT, diff2[n] - printf "est: " OFS OFMT OFS OFMT OFS OFMT, est[n], est_err[n], KG[n] + printf "est: " OFS OFMT OFS OFMT OFS OFMT, est[n], est_err[n], Gk[n] ### update previously remembered values last2[n] = last[n] diff --git a/mean.awk b/mean.awk index 816208c..b6a794e 100644 --- a/mean.awk +++ b/mean.awk @@ -1,36 +1,35 @@ #!/usr/bin/awk -f ### mean.awk -# calculate mean average +# calculate mean average of serialized numbers BEGIN { OFS = FS - sign = "[+-±]?" + sign = "[+-]?" decimal = "[0-9]+[.]?[0-9]*" - fraction = "[.][0-9]*" + fraction = "[.][0-9]+" exponent = "([Ee]" sign "[0-9]+)?" number = "^" sign "(" decimal "|" fraction ")" exponent "$" } # Welford's 'online' algorithm for variance NF > 0 { - for (m=1; m<=NF; m++) { - if (m ~ number) { + for (n=1; n<=NF; n++) { + if ($n ~ number) { count += 1 - delta0 = $m - mean - mean = mean + delta0/count - delta1 = $m - mean - M2 = M2 + delta0*delta1 - if (count > 1) - var = M2/(count - 1) - else - var = "nan" + (count == 1 || $n < min) ? min = $n : min = min + (count == 1 || $n > max) ? max = $n : max = max + delta0 = $n - mean + mean += delta0/count + delta1 = $n - mean + M2 += delta0*delta1 + (count > 1) ? var = M2/(count - 1) : var = "nan" } } } END { - print "mean", "std_err", "std_dev", "count" - print mean, sqrt(var/count), sqrt(var), count + print "mean", "std_err", "std_dev", "min", "max", "count" + print mean, sqrt(var/count), sqrt(var), min, max, count } diff --git a/mean_avg.awk b/mean_avg.awk index ed6f81a..4bf7051 100644 --- a/mean_avg.awk +++ b/mean_avg.awk @@ -24,22 +24,24 @@ NF > 0 { for (n=1; n <= NF; n++) { if ($n ~ number) { count[n] += 1 + (count[n] == 1 || $n < min[n]) ? min[n] = $n : min[n] = min[n] + (count[n] == 1 || $n > max[n]) ? max[n] = $n : max[n] = max[n] delta0[n] = $n - mean[n] mean[n] += delta0[n]/count[n] delta1[n] = $n - mean[n] M2[n] += delta0[n]*delta1[n] - (count[n] > 1) ? var[n] = M2[n]/(count[n] - 1) : var[n] = "" + (count[n] > 1) ? var[n] = M2[n]/(count[n] - 1) : var[n] = "nan" } } } END { - print "col", "mean", "std_err", "std_dev", "count" + print "col", "mean", "std_err", "std_dev", "min", "max", "count" for (n=1; n<=max_nf; n++) { if (header[n]) - print header[n], mean[n], sqrt(var[n]/count[n]), sqrt(var[n]), count[n] + print header[n], mean[n], sqrt(var[n]/count[n]), sqrt(var[n]), min[n], max[n], count[n] else - print "col" n, mean[n], sqrt(var[n]/count[n]), sqrt(var[n]), count[n] + print "col" n, mean[n], sqrt(var[n]/count[n]), sqrt(var[n]), min[n], max[n], count[n] } } -- cgit v1.2.3