package teststat import ( "math" "math/rand" "github.com/go-kit/kit/metrics" ) // PopulateNormalHistogram makes a series of normal random observations into the // histogram. The number of observations is determined by Count. The randomness // is determined by Mean, Stdev, and the seed parameter. // // This is a low-level function, exported only for metrics that don't perform // dynamic quantile computation, like a Prometheus Histogram (c.f. Summary). In // most cases, you don't need to use this function, and can use TestHistogram // instead. func PopulateNormalHistogram(h metrics.Histogram, seed int) { r := rand.New(rand.NewSource(int64(seed))) for i := 0; i < Count; i++ { sample := r.NormFloat64()*float64(Stdev) + float64(Mean) if sample < 0 { sample = 0 } h.Observe(sample) } } func normalQuantiles() (p50, p90, p95, p99 float64) { return nvq(50), nvq(90), nvq(95), nvq(99) } func nvq(quantile int) float64 { // https://en.wikipedia.org/wiki/Normal_distribution#Quantile_function return float64(Mean) + float64(Stdev)*math.Sqrt2*erfinv(2*(float64(quantile)/100)-1) } func erfinv(y float64) float64 { // https://stackoverflow.com/questions/5971830/need-code-for-inverse-error-function if y < -1.0 || y > 1.0 { panic("invalid input") } var ( a = [4]float64{0.886226899, -1.645349621, 0.914624893, -0.140543331} b = [4]float64{-2.118377725, 1.442710462, -0.329097515, 0.012229801} c = [4]float64{-1.970840454, -1.624906493, 3.429567803, 1.641345311} d = [2]float64{3.543889200, 1.637067800} ) const y0 = 0.7 var x, z float64 if math.Abs(y) == 1.0 { x = -y * math.Log(0.0) } else if y < -y0 { z = math.Sqrt(-math.Log((1.0 + y) / 2.0)) x = -(((c[3]*z+c[2])*z+c[1])*z + c[0]) / ((d[1]*z+d[0])*z + 1.0) } else { if y < y0 { z = y * y x = y * (((a[3]*z+a[2])*z+a[1])*z + a[0]) / ((((b[3]*z+b[3])*z+b[1])*z+b[0])*z + 1.0) } else { z = math.Sqrt(-math.Log((1.0 - y) / 2.0)) x = (((c[3]*z+c[2])*z+c[1])*z + c[0]) / ((d[1]*z+d[0])*z + 1.0) } x = x - (math.Erf(x)-y)/(2.0/math.SqrtPi*math.Exp(-x*x)) x = x - (math.Erf(x)-y)/(2.0/math.SqrtPi*math.Exp(-x*x)) } return x }