#include "sources.h"
#include "logging.h"
#include "regress.h"
+#include "samplefilt.h"
#include "sched.h"
/* list of refclock drivers */
int max_lock_age;
int stratum;
int tai;
- struct MedianFilter filter;
uint32_t ref_id;
uint32_t lock_ref;
double offset;
double delay;
double precision;
double pulse_width;
+ SPF_Instance filter;
SCH_TimeoutID timeout_id;
SRC_Instance source;
};
static void add_dispersion(double dispersion, void *anything);
static void log_sample(RCL_Instance instance, struct timespec *sample_time, int filtered, int pulse, double raw_offset, double cooked_offset, double dispersion);
-static void filter_init(struct MedianFilter *filter, int length, double max_dispersion);
-static void filter_fini(struct MedianFilter *filter);
-static void filter_reset(struct MedianFilter *filter);
-static double filter_get_avg_sample_dispersion(struct MedianFilter *filter);
-static void filter_add_sample(struct MedianFilter *filter, struct timespec *sample_time, double offset, double dispersion);
-static int filter_get_last_sample(struct MedianFilter *filter, struct timespec *sample_time, double *offset, double *dispersion);
-static int filter_get_samples(struct MedianFilter *filter);
-static int filter_select_samples(struct MedianFilter *filter);
-static int filter_get_sample(struct MedianFilter *filter, struct timespec *sample_time, double *offset, double *dispersion);
-static void filter_slew_samples(struct MedianFilter *filter, struct timespec *when, double dfreq, double doffset);
-static void filter_add_dispersion(struct MedianFilter *filter, double dispersion);
-
static RCL_Instance
get_refclock(unsigned int index)
{
if (inst->driver->fini)
inst->driver->fini(inst);
- filter_fini(&inst->filter);
+ SPF_DestroyInstance(inst->filter);
Free(inst->driver_parameter);
SRC_DestroyInstance(inst->source);
Free(inst);
if (inst->driver->init && !inst->driver->init(inst))
LOG_FATAL("refclock %s initialisation failed", params->driver_name);
- filter_init(&inst->filter, params->filter_length, params->max_dispersion);
+ /* Require the filter to have at least 4 samples to produce a filtered
+ sample, or be full for shorter lengths, and combine 60% of samples
+ closest to the median */
+ inst->filter = SPF_CreateInstance(MIN(params->filter_length, 4), params->filter_length,
+ params->max_dispersion, 0.6);
inst->source = SRC_CreateNewInstance(inst->ref_id, SRC_REFCLOCK, params->sel_options, NULL,
params->min_samples, params->max_samples, 0.0, 0.0);
return 1;
}
+static void
+accumulate_sample(RCL_Instance instance, struct timespec *sample_time, double offset, double dispersion)
+{
+ NTP_Sample sample;
+
+ sample.time = *sample_time;
+ sample.offset = offset;
+ sample.peer_delay = instance->delay;
+ sample.root_delay = instance->delay;
+ sample.peer_dispersion = dispersion;
+ sample.root_dispersion = dispersion;
+ sample.leap = instance->leap_status;
+
+ /* Handle special case when PPS is used with the local reference */
+ if (instance->pps_active && instance->lock_ref == -1)
+ sample.stratum = pps_stratum(instance, &sample.time);
+ else
+ sample.stratum = instance->stratum;
+
+ SPF_AccumulateSample(instance->filter, &sample);
+}
+
int
RCL_AddSample(RCL_Instance instance, struct timespec *sample_time, double offset, int leap)
{
return 0;
}
- filter_add_sample(&instance->filter, &cooked_time, offset - correction + instance->offset, dispersion);
+ accumulate_sample(instance, &cooked_time, offset - correction + instance->offset, dispersion);
instance->pps_active = 0;
log_sample(instance, &cooked_time, 0, 0, offset, offset - correction + instance->offset, dispersion);
if (instance->lock_ref != -1) {
RCL_Instance lock_refclock;
- struct timespec ref_sample_time;
- double sample_diff, ref_offset, ref_dispersion, shift;
+ NTP_Sample ref_sample;
+ double sample_diff, shift;
lock_refclock = get_refclock(instance->lock_ref);
- if (!filter_get_last_sample(&lock_refclock->filter,
- &ref_sample_time, &ref_offset, &ref_dispersion)) {
+ if (!SPF_GetLastSample(lock_refclock->filter, &ref_sample)) {
DEBUG_LOG("refclock pulse ignored no ref sample");
return 0;
}
- ref_dispersion += filter_get_avg_sample_dispersion(&lock_refclock->filter);
+ ref_sample.root_dispersion += SPF_GetAvgSampleDispersion(lock_refclock->filter);
- sample_diff = UTI_DiffTimespecsToDouble(cooked_time, &ref_sample_time);
+ sample_diff = UTI_DiffTimespecsToDouble(cooked_time, &ref_sample.time);
if (fabs(sample_diff) >= (double)instance->max_lock_age / rate) {
DEBUG_LOG("refclock pulse ignored samplediff=%.9f",
sample_diff);
}
/* Align the offset to the reference sample */
- if ((ref_offset - offset) >= 0.0)
- shift = (long)((ref_offset - offset) * rate + 0.5) / (double)rate;
+ if ((ref_sample.offset - offset) >= 0.0)
+ shift = (long)((ref_sample.offset - offset) * rate + 0.5) / (double)rate;
else
- shift = (long)((ref_offset - offset) * rate - 0.5) / (double)rate;
+ shift = (long)((ref_sample.offset - offset) * rate - 0.5) / (double)rate;
offset += shift;
- if (fabs(ref_offset - offset) + ref_dispersion + dispersion >= 0.2 / rate) {
+ if (fabs(ref_sample.offset - offset) +
+ ref_sample.root_dispersion + dispersion >= 0.2 / rate) {
DEBUG_LOG("refclock pulse ignored offdiff=%.9f refdisp=%.9f disp=%.9f",
- ref_offset - offset, ref_dispersion, dispersion);
+ ref_sample.offset - offset, ref_sample.root_dispersion, dispersion);
return 0;
}
- if (!check_pulse_edge(instance, ref_offset - offset, 0.0))
+ if (!check_pulse_edge(instance, ref_sample.offset - offset, 0.0))
return 0;
leap = lock_refclock->leap_status;
DEBUG_LOG("refclock pulse offset=%.9f offdiff=%.9f samplediff=%.9f",
- offset, ref_offset - offset, sample_diff);
+ offset, ref_sample.offset - offset, sample_diff);
} else {
struct timespec ref_time;
int is_synchronised, stratum;
DEBUG_LOG("refclock pulse ignored offset=%.9f sync=%d dist=%.9f",
offset, leap != LEAP_Unsynchronised, distance);
/* Drop also all stored samples */
- filter_reset(&instance->filter);
+ SPF_DropSamples(instance->filter);
return 0;
}
return 0;
}
- filter_add_sample(&instance->filter, cooked_time, offset, dispersion);
+ accumulate_sample(instance, cooked_time, offset, dispersion);
instance->leap_status = leap;
instance->pps_active = 1;
static int
valid_sample_time(RCL_Instance instance, struct timespec *sample_time)
{
- struct timespec now, last_sample_time;
- double diff, last_offset, last_dispersion;
+ NTP_Sample last_sample;
+ struct timespec now;
+ double diff;
LCL_ReadCookedTime(&now, NULL);
diff = UTI_DiffTimespecsToDouble(&now, sample_time);
if (diff < 0.0 || diff > UTI_Log2ToDouble(instance->poll + 1) ||
- (filter_get_samples(&instance->filter) > 0 &&
- filter_get_last_sample(&instance->filter, &last_sample_time,
- &last_offset, &last_dispersion) &&
- UTI_CompareTimespecs(&last_sample_time, sample_time) >= 0)) {
+ (SPF_GetNumberOfSamples(instance->filter) > 0 &&
+ SPF_GetLastSample(instance->filter, &last_sample) &&
+ UTI_CompareTimespecs(&last_sample.time, sample_time) >= 0)) {
DEBUG_LOG("%s refclock sample time %s not valid age=%.6f",
UTI_RefidToString(instance->ref_id),
UTI_TimespecToString(sample_time), diff);
static void
poll_timeout(void *arg)
{
+ NTP_Sample sample;
int poll;
RCL_Instance inst = (RCL_Instance)arg;
}
if (!(inst->driver->poll && inst->driver_polled < (1 << (inst->poll - inst->driver_poll)))) {
- NTP_Sample sample;
- int sample_ok;
-
- sample_ok = filter_get_sample(&inst->filter, &sample.time,
- &sample.offset, &sample.peer_dispersion);
inst->driver_polled = 0;
- if (sample_ok) {
- sample.peer_delay = inst->delay;
- sample.root_delay = sample.peer_delay;
- sample.root_dispersion = sample.peer_dispersion;
- sample.leap = inst->leap_status;
-
- if (inst->pps_active && inst->lock_ref == -1)
- /* Handle special case when PPS is used with local stratum */
- sample.stratum = pps_stratum(inst, &sample.time);
- else
- sample.stratum = inst->stratum;
-
+ if (SPF_GetFilteredSample(inst->filter, &sample)) {
SRC_UpdateReachability(inst->source, 1);
SRC_AccumulateSample(inst->source, &sample);
SRC_SelectSource(inst->source);
for (i = 0; i < ARR_GetSize(refclocks); i++) {
if (change_type == LCL_ChangeUnknownStep)
- filter_reset(&get_refclock(i)->filter);
+ SPF_DropSamples(get_refclock(i)->filter);
else
- filter_slew_samples(&get_refclock(i)->filter, cooked, dfreq, doffset);
+ SPF_SlewSamples(get_refclock(i)->filter, cooked, dfreq, doffset);
}
}
unsigned int i;
for (i = 0; i < ARR_GetSize(refclocks); i++)
- filter_add_dispersion(&get_refclock(i)->filter, dispersion);
+ SPF_AddDispersion(get_refclock(i)->filter, dispersion);
}
static void
dispersion);
}
}
-
-static void
-filter_init(struct MedianFilter *filter, int length, double max_dispersion)
-{
- if (length < 1)
- length = 1;
-
- filter->length = length;
- filter->index = -1;
- filter->used = 0;
- filter->last = -1;
- /* set first estimate to system precision */
- filter->avg_var_n = 0;
- filter->avg_var = LCL_GetSysPrecisionAsQuantum() * LCL_GetSysPrecisionAsQuantum();
- filter->max_var = max_dispersion * max_dispersion;
- filter->samples = MallocArray(struct FilterSample, filter->length);
- filter->selected = MallocArray(int, filter->length);
- filter->x_data = MallocArray(double, filter->length);
- filter->y_data = MallocArray(double, filter->length);
- filter->w_data = MallocArray(double, filter->length);
-}
-
-static void
-filter_fini(struct MedianFilter *filter)
-{
- Free(filter->samples);
- Free(filter->selected);
- Free(filter->x_data);
- Free(filter->y_data);
- Free(filter->w_data);
-}
-
-static void
-filter_reset(struct MedianFilter *filter)
-{
- filter->index = -1;
- filter->used = 0;
-}
-
-static double
-filter_get_avg_sample_dispersion(struct MedianFilter *filter)
-{
- return sqrt(filter->avg_var);
-}
-
-static void
-filter_add_sample(struct MedianFilter *filter, struct timespec *sample_time, double offset, double dispersion)
-{
- filter->index++;
- filter->index %= filter->length;
- filter->last = filter->index;
- if (filter->used < filter->length)
- filter->used++;
-
- filter->samples[filter->index].sample_time = *sample_time;
- filter->samples[filter->index].offset = offset;
- filter->samples[filter->index].dispersion = dispersion;
-
- DEBUG_LOG("filter sample %d t=%s offset=%.9f dispersion=%.9f",
- filter->index, UTI_TimespecToString(sample_time), offset, dispersion);
-}
-
-static int
-filter_get_last_sample(struct MedianFilter *filter, struct timespec *sample_time, double *offset, double *dispersion)
-{
- if (filter->last < 0)
- return 0;
-
- *sample_time = filter->samples[filter->last].sample_time;
- *offset = filter->samples[filter->last].offset;
- *dispersion = filter->samples[filter->last].dispersion;
- return 1;
-}
-
-static int
-filter_get_samples(struct MedianFilter *filter)
-{
- return filter->used;
-}
-
-static const struct FilterSample *tmp_sorted_array;
-
-static int
-sample_compare(const void *a, const void *b)
-{
- const struct FilterSample *s1, *s2;
-
- s1 = &tmp_sorted_array[*(int *)a];
- s2 = &tmp_sorted_array[*(int *)b];
-
- if (s1->offset < s2->offset)
- return -1;
- else if (s1->offset > s2->offset)
- return 1;
- return 0;
-}
-
-int
-filter_select_samples(struct MedianFilter *filter)
-{
- int i, j, k, o, from, to, *selected;
- double min_dispersion;
-
- if (filter->used < 1)
- return 0;
-
- /* for lengths below 4 require full filter,
- for 4 and above require at least 4 samples */
- if ((filter->length < 4 && filter->used != filter->length) ||
- (filter->length >= 4 && filter->used < 4))
- return 0;
-
- selected = filter->selected;
-
- if (filter->used > 4) {
- /* select samples with dispersion better than 1.5 * minimum */
-
- for (i = 1, min_dispersion = filter->samples[0].dispersion; i < filter->used; i++) {
- if (min_dispersion > filter->samples[i].dispersion)
- min_dispersion = filter->samples[i].dispersion;
- }
-
- for (i = j = 0; i < filter->used; i++) {
- if (filter->samples[i].dispersion <= 1.5 * min_dispersion)
- selected[j++] = i;
- }
- } else {
- j = 0;
- }
-
- if (j < 4) {
- /* select all samples */
-
- for (j = 0; j < filter->used; j++)
- selected[j] = j;
- }
-
- /* and sort their indices by offset */
- tmp_sorted_array = filter->samples;
- qsort(selected, j, sizeof (int), sample_compare);
-
- /* select 60 percent of the samples closest to the median */
- if (j > 2) {
- from = j / 5;
- if (from < 1)
- from = 1;
- to = j - from;
- } else {
- from = 0;
- to = j;
- }
-
- /* mark unused samples and sort the rest from oldest to newest */
-
- o = filter->used - filter->index - 1;
-
- for (i = 0; i < from; i++)
- selected[i] = -1;
- for (; i < to; i++)
- selected[i] = (selected[i] + o) % filter->used;
- for (; i < filter->used; i++)
- selected[i] = -1;
-
- for (i = from; i < to; i++) {
- j = selected[i];
- selected[i] = -1;
- while (j != -1 && selected[j] != j) {
- k = selected[j];
- selected[j] = j;
- j = k;
- }
- }
-
- for (i = j = 0, k = -1; i < filter->used; i++) {
- if (selected[i] != -1)
- selected[j++] = (selected[i] + filter->used - o) % filter->used;
- }
-
- return j;
-}
-
-static int
-filter_get_sample(struct MedianFilter *filter, struct timespec *sample_time, double *offset, double *dispersion)
-{
- struct FilterSample *s, *ls;
- int i, n, dof;
- double x, y, d, e, var, prev_avg_var;
-
- n = filter_select_samples(filter);
-
- if (n < 1)
- return 0;
-
- ls = &filter->samples[filter->selected[n - 1]];
-
- /* prepare data */
- for (i = 0; i < n; i++) {
- s = &filter->samples[filter->selected[i]];
-
- filter->x_data[i] = UTI_DiffTimespecsToDouble(&s->sample_time, &ls->sample_time);
- filter->y_data[i] = s->offset;
- filter->w_data[i] = s->dispersion;
- }
-
- /* mean offset, sample time and sample dispersion */
- for (i = 0, x = y = e = 0.0; i < n; i++) {
- x += filter->x_data[i];
- y += filter->y_data[i];
- e += filter->w_data[i];
- }
- x /= n;
- y /= n;
- e /= n;
-
- if (n >= 4) {
- double b0, b1, s2, sb0, sb1;
-
- /* set y axis to the mean sample time */
- for (i = 0; i < n; i++)
- filter->x_data[i] -= x;
-
- /* make a linear fit and use the estimated standard deviation of intercept
- as dispersion */
- RGR_WeightedRegression(filter->x_data, filter->y_data, filter->w_data, n,
- &b0, &b1, &s2, &sb0, &sb1);
- var = s2;
- d = sb0;
- dof = n - 2;
- } else if (n >= 2) {
- for (i = 0, d = 0.0; i < n; i++)
- d += (filter->y_data[i] - y) * (filter->y_data[i] - y);
- var = d / (n - 1);
- d = sqrt(var);
- dof = n - 1;
- } else {
- var = filter->avg_var;
- d = sqrt(var);
- dof = 1;
- }
-
- /* avoid having zero dispersion */
- if (var < 1e-20) {
- var = 1e-20;
- d = sqrt(var);
- }
-
- /* drop the sample if variance is larger than allowed maximum */
- if (filter->max_var > 0.0 && var > filter->max_var) {
- DEBUG_LOG("filter dispersion too large disp=%.9f max=%.9f",
- sqrt(var), sqrt(filter->max_var));
- return 0;
- }
-
- prev_avg_var = filter->avg_var;
-
- /* update exponential moving average of the variance */
- if (filter->avg_var_n > 50) {
- filter->avg_var += dof / (dof + 50.0) * (var - filter->avg_var);
- } else {
- filter->avg_var = (filter->avg_var * filter->avg_var_n + var * dof) /
- (dof + filter->avg_var_n);
- if (filter->avg_var_n == 0)
- prev_avg_var = filter->avg_var;
- filter->avg_var_n += dof;
- }
-
- /* reduce noise in sourcestats weights by using the long-term average
- instead of the estimated variance if it's not significantly lower */
- if (var * dof / RGR_GetChi2Coef(dof) < prev_avg_var)
- d = sqrt(filter->avg_var) * d / sqrt(var);
-
- if (d < e)
- d = e;
-
- UTI_AddDoubleToTimespec(&ls->sample_time, x, sample_time);
- *offset = y;
- *dispersion = d;
-
- filter_reset(filter);
-
- return 1;
-}
-
-static void
-filter_slew_samples(struct MedianFilter *filter, struct timespec *when, double dfreq, double doffset)
-{
- int i, first, last;
- double delta_time;
- struct timespec *sample;
-
- if (filter->last < 0)
- return;
-
- /* always slew the last sample as it may be needed by PPS refclocks */
- if (filter->used > 0) {
- first = 0;
- last = filter->used - 1;
- } else {
- first = last = filter->last;
- }
-
- for (i = first; i <= last; i++) {
- sample = &filter->samples[i].sample_time;
- UTI_AdjustTimespec(sample, when, sample, &delta_time, dfreq, doffset);
- filter->samples[i].offset -= delta_time;
- }
-}
-
-static void
-filter_add_dispersion(struct MedianFilter *filter, double dispersion)
-{
- int i;
-
- for (i = 0; i < filter->used; i++) {
- filter->samples[i].dispersion += dispersion;
- }
-}
--- /dev/null
+/*
+ chronyd/chronyc - Programs for keeping computer clocks accurate.
+
+ **********************************************************************
+ * Copyright (C) Miroslav Lichvar 2009-2011, 2014, 2016, 2018
+ *
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of version 2 of the GNU General Public License as
+ * published by the Free Software Foundation.
+ *
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+ * General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License along
+ * with this program; if not, write to the Free Software Foundation, Inc.,
+ * 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ *
+ **********************************************************************
+
+ =======================================================================
+
+ Routines implementing a median sample filter.
+
+ */
+
+#include "config.h"
+
+#include "local.h"
+#include "logging.h"
+#include "memory.h"
+#include "regress.h"
+#include "samplefilt.h"
+#include "util.h"
+
+#define MIN_SAMPLES 1
+#define MAX_SAMPLES 256
+
+struct SPF_Instance_Record {
+ int min_samples;
+ int max_samples;
+ int index;
+ int used;
+ int last;
+ int avg_var_n;
+ double avg_var;
+ double max_var;
+ double combine_ratio;
+ NTP_Sample *samples;
+ int *selected;
+ double *x_data;
+ double *y_data;
+ double *w_data;
+};
+
+/* ================================================== */
+
+SPF_Instance
+SPF_CreateInstance(int min_samples, int max_samples, double max_dispersion, double combine_ratio)
+{
+ SPF_Instance filter;
+
+ filter = MallocNew(struct SPF_Instance_Record);
+
+ min_samples = CLAMP(MIN_SAMPLES, min_samples, MAX_SAMPLES);
+ max_samples = CLAMP(MIN_SAMPLES, max_samples, MAX_SAMPLES);
+ max_samples = MAX(min_samples, max_samples);
+ combine_ratio = CLAMP(0.0, combine_ratio, 1.0);
+
+ filter->min_samples = min_samples;
+ filter->max_samples = max_samples;
+ filter->index = -1;
+ filter->used = 0;
+ filter->last = -1;
+ /* Set the first estimate to the system precision */
+ filter->avg_var_n = 0;
+ filter->avg_var = LCL_GetSysPrecisionAsQuantum() * LCL_GetSysPrecisionAsQuantum();
+ filter->max_var = max_dispersion * max_dispersion;
+ filter->combine_ratio = combine_ratio;
+ filter->samples = MallocArray(NTP_Sample, filter->max_samples);
+ filter->selected = MallocArray(int, filter->max_samples);
+ filter->x_data = MallocArray(double, filter->max_samples);
+ filter->y_data = MallocArray(double, filter->max_samples);
+ filter->w_data = MallocArray(double, filter->max_samples);
+
+ return filter;
+}
+
+/* ================================================== */
+
+void
+SPF_DestroyInstance(SPF_Instance filter)
+{
+ Free(filter->samples);
+ Free(filter->selected);
+ Free(filter->x_data);
+ Free(filter->y_data);
+ Free(filter->w_data);
+ Free(filter);
+}
+
+/* ================================================== */
+
+void
+SPF_AccumulateSample(SPF_Instance filter, NTP_Sample *sample)
+{
+ filter->index++;
+ filter->index %= filter->max_samples;
+ filter->last = filter->index;
+ if (filter->used < filter->max_samples)
+ filter->used++;
+
+ filter->samples[filter->index] = *sample;
+
+ DEBUG_LOG("filter sample %d t=%s offset=%.9f peer_disp=%.9f",
+ filter->index, UTI_TimespecToString(&sample->time),
+ sample->offset, sample->peer_dispersion);
+}
+
+/* ================================================== */
+
+int
+SPF_GetLastSample(SPF_Instance filter, NTP_Sample *sample)
+{
+ if (filter->last < 0)
+ return 0;
+
+ *sample = filter->samples[filter->last];
+ return 1;
+}
+
+/* ================================================== */
+
+int
+SPF_GetNumberOfSamples(SPF_Instance filter)
+{
+ return filter->used;
+}
+
+/* ================================================== */
+
+double
+SPF_GetAvgSampleDispersion(SPF_Instance filter)
+{
+ return sqrt(filter->avg_var);
+}
+
+/* ================================================== */
+
+void
+SPF_DropSamples(SPF_Instance filter)
+{
+ filter->index = -1;
+ filter->used = 0;
+}
+
+/* ================================================== */
+
+static const NTP_Sample *tmp_sort_samples;
+
+static int
+compare_samples(const void *a, const void *b)
+{
+ const NTP_Sample *s1, *s2;
+
+ s1 = &tmp_sort_samples[*(int *)a];
+ s2 = &tmp_sort_samples[*(int *)b];
+
+ if (s1->offset < s2->offset)
+ return -1;
+ else if (s1->offset > s2->offset)
+ return 1;
+ return 0;
+}
+
+/* ================================================== */
+
+static int
+select_samples(SPF_Instance filter)
+{
+ int i, j, k, o, from, to, *selected;
+ double min_dispersion;
+
+ if (filter->used < filter->min_samples)
+ return 0;
+
+ selected = filter->selected;
+
+ /* With 4 or more samples, select those that have peer dispersion smaller
+ than 1.5x of the minimum dispersion */
+ if (filter->used > 4) {
+ for (i = 1, min_dispersion = filter->samples[0].peer_dispersion; i < filter->used; i++) {
+ if (min_dispersion > filter->samples[i].peer_dispersion)
+ min_dispersion = filter->samples[i].peer_dispersion;
+ }
+
+ for (i = j = 0; i < filter->used; i++) {
+ if (filter->samples[i].peer_dispersion <= 1.5 * min_dispersion)
+ selected[j++] = i;
+ }
+ } else {
+ j = 0;
+ }
+
+ if (j < 4) {
+ /* Select all samples */
+
+ for (j = 0; j < filter->used; j++)
+ selected[j] = j;
+ }
+
+ /* And sort their indices by offset */
+ tmp_sort_samples = filter->samples;
+ qsort(selected, j, sizeof (int), compare_samples);
+
+ /* Select samples closest to the median */
+ if (j > 2) {
+ from = j * (1.0 - filter->combine_ratio) / 2.0;
+ from = CLAMP(1, from, (j - 1) / 2);
+ } else {
+ from = 0;
+ }
+
+ to = j - from;
+
+ /* Mark unused samples and sort the rest by their time */
+
+ o = filter->used - filter->index - 1;
+
+ for (i = 0; i < from; i++)
+ selected[i] = -1;
+ for (; i < to; i++)
+ selected[i] = (selected[i] + o) % filter->used;
+ for (; i < filter->used; i++)
+ selected[i] = -1;
+
+ for (i = from; i < to; i++) {
+ j = selected[i];
+ selected[i] = -1;
+ while (j != -1 && selected[j] != j) {
+ k = selected[j];
+ selected[j] = j;
+ j = k;
+ }
+ }
+
+ for (i = j = 0, k = -1; i < filter->used; i++) {
+ if (selected[i] != -1)
+ selected[j++] = (selected[i] + filter->used - o) % filter->used;
+ }
+
+ assert(j > 0 && j <= filter->max_samples);
+
+ return j;
+}
+
+/* ================================================== */
+
+static int
+combine_selected_samples(SPF_Instance filter, int n, NTP_Sample *result)
+{
+ double mean_peer_dispersion, mean_root_dispersion, mean_peer_delay, mean_root_delay;
+ double mean_x, mean_y, disp, var, prev_avg_var;
+ NTP_Sample *sample, *last_sample;
+ int i, dof;
+
+ last_sample = &filter->samples[filter->selected[n - 1]];
+
+ /* Prepare data */
+ for (i = 0; i < n; i++) {
+ sample = &filter->samples[filter->selected[i]];
+
+ filter->x_data[i] = UTI_DiffTimespecsToDouble(&sample->time, &last_sample->time);
+ filter->y_data[i] = sample->offset;
+ filter->w_data[i] = sample->peer_dispersion;
+ }
+
+ /* Calculate mean offset and interval since the last sample */
+ for (i = 0, mean_x = mean_y = 0.0; i < n; i++) {
+ mean_x += filter->x_data[i];
+ mean_y += filter->y_data[i];
+ }
+ mean_x /= n;
+ mean_y /= n;
+
+ if (n >= 4) {
+ double b0, b1, s2, sb0, sb1;
+
+ /* Set y axis to the mean sample time */
+ for (i = 0; i < n; i++)
+ filter->x_data[i] -= mean_x;
+
+ /* Make a linear fit and use the estimated standard deviation of the
+ intercept as dispersion */
+ RGR_WeightedRegression(filter->x_data, filter->y_data, filter->w_data, n,
+ &b0, &b1, &s2, &sb0, &sb1);
+ var = s2;
+ disp = sb0;
+ dof = n - 2;
+ } else if (n >= 2) {
+ for (i = 0, disp = 0.0; i < n; i++)
+ disp += (filter->y_data[i] - mean_y) * (filter->y_data[i] - mean_y);
+ var = disp / (n - 1);
+ disp = sqrt(var);
+ dof = n - 1;
+ } else {
+ var = filter->avg_var;
+ disp = sqrt(var);
+ dof = 1;
+ }
+
+ /* Avoid working with zero dispersion */
+ if (var < 1e-20) {
+ var = 1e-20;
+ disp = sqrt(var);
+ }
+
+ /* Drop the sample if the variance is larger than the maximum */
+ if (filter->max_var > 0.0 && var > filter->max_var) {
+ DEBUG_LOG("filter dispersion too large disp=%.9f max=%.9f",
+ sqrt(var), sqrt(filter->max_var));
+ return 0;
+ }
+
+ prev_avg_var = filter->avg_var;
+
+ /* Update the exponential moving average of the variance */
+ if (filter->avg_var_n > 50) {
+ filter->avg_var += dof / (dof + 50.0) * (var - filter->avg_var);
+ } else {
+ filter->avg_var = (filter->avg_var * filter->avg_var_n + var * dof) /
+ (dof + filter->avg_var_n);
+ if (filter->avg_var_n == 0)
+ prev_avg_var = filter->avg_var;
+ filter->avg_var_n += dof;
+ }
+
+ /* Use the long-term average of variance instead of the estimated value
+ unless it is significantly smaller in order to reduce the noise in
+ sourcestats weights */
+ if (var * dof / RGR_GetChi2Coef(dof) < prev_avg_var)
+ disp = sqrt(filter->avg_var) * disp / sqrt(var);
+
+ mean_peer_dispersion = mean_root_dispersion = mean_peer_delay = mean_root_delay = 0.0;
+
+ for (i = 0; i < n; i++) {
+ sample = &filter->samples[filter->selected[i]];
+
+ mean_peer_dispersion += sample->peer_dispersion;
+ mean_root_dispersion += sample->root_dispersion;
+ mean_peer_delay += sample->peer_delay;
+ mean_root_delay += sample->root_delay;
+ }
+
+ mean_peer_dispersion /= n;
+ mean_root_dispersion /= n;
+ mean_peer_delay /= n;
+ mean_root_delay /= n;
+
+ UTI_AddDoubleToTimespec(&last_sample->time, mean_x, &result->time);
+ result->offset = mean_y;
+ result->peer_dispersion = MAX(disp, mean_peer_dispersion);
+ result->root_dispersion = MAX(disp, mean_root_dispersion);
+ result->peer_delay = mean_peer_delay;
+ result->root_delay = mean_root_delay;
+ result->stratum = last_sample->stratum;
+ result->leap = last_sample->leap;
+
+ return 1;
+}
+
+/* ================================================== */
+
+int
+SPF_GetFilteredSample(SPF_Instance filter, NTP_Sample *sample)
+{
+ int n;
+
+ n = select_samples(filter);
+
+ if (n < 1)
+ return 0;
+
+ if (!combine_selected_samples(filter, n, sample))
+ return 0;
+
+ SPF_DropSamples(filter);
+
+ return 1;
+}
+
+/* ================================================== */
+
+void
+SPF_SlewSamples(SPF_Instance filter, struct timespec *when, double dfreq, double doffset)
+{
+ int i, first, last;
+ double delta_time;
+
+ if (filter->last < 0)
+ return;
+
+ /* Always slew the last sample as it may be returned even if no new
+ samples were accumulated */
+ if (filter->used > 0) {
+ first = 0;
+ last = filter->used - 1;
+ } else {
+ first = last = filter->last;
+ }
+
+ for (i = first; i <= last; i++) {
+ UTI_AdjustTimespec(&filter->samples[i].time, when, &filter->samples[i].time,
+ &delta_time, dfreq, doffset);
+ filter->samples[i].offset -= delta_time;
+ }
+}
+
+/* ================================================== */
+
+void
+SPF_AddDispersion(SPF_Instance filter, double dispersion)
+{
+ int i;
+
+ for (i = 0; i < filter->used; i++) {
+ filter->samples[i].peer_dispersion += dispersion;
+ filter->samples[i].root_dispersion += dispersion;
+ }
+}