Move SampleStatsCounter to public API

Bug: None
Change-Id: I8956f6febbb1caf71e951d212d57746fe1ec5eb2
Reviewed-on: https://webrtc-review.googlesource.com/c/src/+/184506
Commit-Queue: Artem Titov <titovartem@webrtc.org>
Reviewed-by: Karl Wiberg <kwiberg@webrtc.org>
Cr-Commit-Position: refs/heads/master@{#32142}
diff --git a/api/numerics/samples_stats_counter_unittest.cc b/api/numerics/samples_stats_counter_unittest.cc
new file mode 100644
index 0000000..1f9cabf
--- /dev/null
+++ b/api/numerics/samples_stats_counter_unittest.cc
@@ -0,0 +1,221 @@
+/*
+ *  Copyright (c) 2016 The WebRTC project authors. All Rights Reserved.
+ *
+ *  Use of this source code is governed by a BSD-style license
+ *  that can be found in the LICENSE file in the root of the source
+ *  tree. An additional intellectual property rights grant can be found
+ *  in the file PATENTS.  All contributing project authors may
+ *  be found in the AUTHORS file in the root of the source tree.
+ */
+
+#include "api/numerics/samples_stats_counter.h"
+
+#include <math.h>
+
+#include <random>
+#include <vector>
+
+#include "absl/algorithm/container.h"
+#include "test/gtest.h"
+
+namespace webrtc {
+namespace {
+
+SamplesStatsCounter CreateStatsFilledWithIntsFrom1ToN(int n) {
+  std::vector<double> data;
+  for (int i = 1; i <= n; i++) {
+    data.push_back(i);
+  }
+  absl::c_shuffle(data, std::mt19937(std::random_device()()));
+
+  SamplesStatsCounter stats;
+  for (double v : data) {
+    stats.AddSample(v);
+  }
+  return stats;
+}
+
+// Add n samples drawn from uniform distribution in [a;b].
+SamplesStatsCounter CreateStatsFromUniformDistribution(int n,
+                                                       double a,
+                                                       double b) {
+  std::mt19937 gen{std::random_device()()};
+  std::uniform_real_distribution<> dis(a, b);
+
+  SamplesStatsCounter stats;
+  for (int i = 1; i <= n; i++) {
+    stats.AddSample(dis(gen));
+  }
+  return stats;
+}
+
+class SamplesStatsCounterTest : public ::testing::TestWithParam<int> {};
+
+constexpr int SIZE_FOR_MERGE = 10;
+
+}  // namespace
+
+TEST(SamplesStatsCounterTest, FullSimpleTest) {
+  SamplesStatsCounter stats = CreateStatsFilledWithIntsFrom1ToN(100);
+
+  EXPECT_TRUE(!stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(stats.GetMin(), 1.0);
+  EXPECT_DOUBLE_EQ(stats.GetMax(), 100.0);
+  EXPECT_NEAR(stats.GetAverage(), 50.5, 1e-6);
+  for (int i = 1; i <= 100; i++) {
+    double p = i / 100.0;
+    EXPECT_GE(stats.GetPercentile(p), i);
+    EXPECT_LT(stats.GetPercentile(p), i + 1);
+  }
+}
+
+TEST(SamplesStatsCounterTest, VarianceAndDeviation) {
+  SamplesStatsCounter stats;
+  stats.AddSample(2);
+  stats.AddSample(2);
+  stats.AddSample(-1);
+  stats.AddSample(5);
+
+  EXPECT_DOUBLE_EQ(stats.GetAverage(), 2.0);
+  EXPECT_DOUBLE_EQ(stats.GetVariance(), 4.5);
+  EXPECT_DOUBLE_EQ(stats.GetStandardDeviation(), sqrt(4.5));
+}
+
+TEST(SamplesStatsCounterTest, FractionPercentile) {
+  SamplesStatsCounter stats = CreateStatsFilledWithIntsFrom1ToN(5);
+
+  EXPECT_DOUBLE_EQ(stats.GetPercentile(0.5), 3);
+}
+
+TEST(SamplesStatsCounterTest, TestBorderValues) {
+  SamplesStatsCounter stats = CreateStatsFilledWithIntsFrom1ToN(5);
+
+  EXPECT_GE(stats.GetPercentile(0.01), 1);
+  EXPECT_LT(stats.GetPercentile(0.01), 2);
+  EXPECT_DOUBLE_EQ(stats.GetPercentile(1.0), 5);
+}
+
+TEST(SamplesStatsCounterTest, VarianceFromUniformDistribution) {
+  // Check variance converge to 1/12 for [0;1) uniform distribution.
+  // Acts as a sanity check for NumericStabilityForVariance test.
+  SamplesStatsCounter stats = CreateStatsFromUniformDistribution(1e6, 0, 1);
+
+  EXPECT_NEAR(stats.GetVariance(), 1. / 12, 1e-3);
+}
+
+TEST(SamplesStatsCounterTest, NumericStabilityForVariance) {
+  // Same test as VarianceFromUniformDistribution,
+  // except the range is shifted to [1e9;1e9+1).
+  // Variance should also converge to 1/12.
+  // NB: Although we lose precision for the samples themselves, the fractional
+  //     part still enjoys 22 bits of mantissa and errors should even out,
+  //     so that couldn't explain a mismatch.
+  SamplesStatsCounter stats =
+      CreateStatsFromUniformDistribution(1e6, 1e9, 1e9 + 1);
+
+  EXPECT_NEAR(stats.GetVariance(), 1. / 12, 1e-3);
+}
+
+TEST_P(SamplesStatsCounterTest, AddSamples) {
+  int data[SIZE_FOR_MERGE] = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9};
+  // Split the data in different partitions.
+  // We have 11 distinct tests:
+  //   * Empty merged with full sequence.
+  //   * 1 sample merged with 9 last.
+  //   * 2 samples merged with 8 last.
+  //   [...]
+  //   * Full merged with empty sequence.
+  // All must lead to the same result.
+  SamplesStatsCounter stats0, stats1;
+  for (int i = 0; i < GetParam(); ++i) {
+    stats0.AddSample(data[i]);
+  }
+  for (int i = GetParam(); i < SIZE_FOR_MERGE; ++i) {
+    stats1.AddSample(data[i]);
+  }
+  stats0.AddSamples(stats1);
+
+  EXPECT_EQ(stats0.GetMin(), 0);
+  EXPECT_EQ(stats0.GetMax(), 9);
+  EXPECT_DOUBLE_EQ(stats0.GetAverage(), 4.5);
+  EXPECT_DOUBLE_EQ(stats0.GetVariance(), 8.25);
+  EXPECT_DOUBLE_EQ(stats0.GetStandardDeviation(), sqrt(8.25));
+  EXPECT_DOUBLE_EQ(stats0.GetPercentile(0.1), 0.9);
+  EXPECT_DOUBLE_EQ(stats0.GetPercentile(0.5), 4.5);
+  EXPECT_DOUBLE_EQ(stats0.GetPercentile(0.9), 8.1);
+}
+
+TEST(SamplesStatsCounterTest, MultiplyRight) {
+  SamplesStatsCounter stats = CreateStatsFilledWithIntsFrom1ToN(10);
+
+  EXPECT_TRUE(!stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(stats.GetMin(), 1.0);
+  EXPECT_DOUBLE_EQ(stats.GetMax(), 10.0);
+  EXPECT_DOUBLE_EQ(stats.GetAverage(), 5.5);
+
+  SamplesStatsCounter multiplied_stats = stats * 10;
+  EXPECT_TRUE(!multiplied_stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(multiplied_stats.GetMin(), 10.0);
+  EXPECT_DOUBLE_EQ(multiplied_stats.GetMax(), 100.0);
+  EXPECT_DOUBLE_EQ(multiplied_stats.GetAverage(), 55.0);
+  EXPECT_EQ(multiplied_stats.GetSamples().size(), stats.GetSamples().size());
+
+  // Check that origin stats were not modified.
+  EXPECT_TRUE(!stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(stats.GetMin(), 1.0);
+  EXPECT_DOUBLE_EQ(stats.GetMax(), 10.0);
+  EXPECT_DOUBLE_EQ(stats.GetAverage(), 5.5);
+}
+
+TEST(SamplesStatsCounterTest, MultiplyLeft) {
+  SamplesStatsCounter stats = CreateStatsFilledWithIntsFrom1ToN(10);
+
+  EXPECT_TRUE(!stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(stats.GetMin(), 1.0);
+  EXPECT_DOUBLE_EQ(stats.GetMax(), 10.0);
+  EXPECT_DOUBLE_EQ(stats.GetAverage(), 5.5);
+
+  SamplesStatsCounter multiplied_stats = 10 * stats;
+  EXPECT_TRUE(!multiplied_stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(multiplied_stats.GetMin(), 10.0);
+  EXPECT_DOUBLE_EQ(multiplied_stats.GetMax(), 100.0);
+  EXPECT_DOUBLE_EQ(multiplied_stats.GetAverage(), 55.0);
+  EXPECT_EQ(multiplied_stats.GetSamples().size(), stats.GetSamples().size());
+
+  // Check that origin stats were not modified.
+  EXPECT_TRUE(!stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(stats.GetMin(), 1.0);
+  EXPECT_DOUBLE_EQ(stats.GetMax(), 10.0);
+  EXPECT_DOUBLE_EQ(stats.GetAverage(), 5.5);
+}
+
+TEST(SamplesStatsCounterTest, Divide) {
+  SamplesStatsCounter stats;
+  for (int i = 1; i <= 10; i++) {
+    stats.AddSample(i * 10);
+  }
+
+  EXPECT_TRUE(!stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(stats.GetMin(), 10.0);
+  EXPECT_DOUBLE_EQ(stats.GetMax(), 100.0);
+  EXPECT_DOUBLE_EQ(stats.GetAverage(), 55.0);
+
+  SamplesStatsCounter divided_stats = stats / 10;
+  EXPECT_TRUE(!divided_stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(divided_stats.GetMin(), 1.0);
+  EXPECT_DOUBLE_EQ(divided_stats.GetMax(), 10.0);
+  EXPECT_DOUBLE_EQ(divided_stats.GetAverage(), 5.5);
+  EXPECT_EQ(divided_stats.GetSamples().size(), stats.GetSamples().size());
+
+  // Check that origin stats were not modified.
+  EXPECT_TRUE(!stats.IsEmpty());
+  EXPECT_DOUBLE_EQ(stats.GetMin(), 10.0);
+  EXPECT_DOUBLE_EQ(stats.GetMax(), 100.0);
+  EXPECT_DOUBLE_EQ(stats.GetAverage(), 55.0);
+}
+
+INSTANTIATE_TEST_SUITE_P(SamplesStatsCounterTests,
+                         SamplesStatsCounterTest,
+                         ::testing::Range(0, SIZE_FOR_MERGE + 1));
+
+}  // namespace webrtc