Implement Theil-Sen's method for fitting a line to noisy data (used in bandwidth estimation).

webrtc/modules/congestion_controller/theil_sen_estimator_unittest.cc

Index: webrtc/modules/congestion_controller/theil_sen_estimator_unittest.cc
diff --git a/webrtc/modules/congestion_controller/theil_sen_estimator_unittest.cc b/webrtc/modules/congestion_controller/theil_sen_estimator_unittest.cc
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index 0000000000000000000000000000000000000000..e1936dfc1d0b7646e34a5bc44ae9f786c39c872e
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+++ b/webrtc/modules/congestion_controller/theil_sen_estimator_unittest.cc
@@ -0,0 +1,113 @@
+/*
+ *  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 "webrtc/test/gtest.h"
+#include "webrtc/base/random.h"
+#include "webrtc/modules/congestion_controller/theil_sen_estimator.h"
+
+namespace webrtc {
+
+namespace {
+constexpr size_t kWindowSize = 20;
+constexpr double kGain = 1;
+constexpr int64_t kAvgTimeBetweenPackets = 10;
+}  // namespace
+
+TEST(TheilSenEstimator, PerfectLineSlopeOneHalf) {
+  TheilSenEstimator estimator(kWindowSize, kGain);
+  Random rand(0x1234567);
+  double now_ms = rand.Rand<double>() * 10000;
+  for (size_t i = 1; i < 2 * kWindowSize; i++) {
+    double send_delta = rand.Rand<double>() * 2 * kAvgTimeBetweenPackets;
+    double recv_delta = 2 * send_delta;
+    now_ms += recv_delta;
+    estimator.Update(recv_delta, send_delta, now_ms);
+    if (i < kWindowSize)
+      EXPECT_NEAR(estimator.trendline_slope(), 0, 0.001);
+    else
+      EXPECT_NEAR(estimator.trendline_slope(), 0.5, 0.001);
+  }
+}
+
+TEST(TheilSenEstimator, PerfectLineSlopeMinusOne) {
+  TheilSenEstimator estimator(kWindowSize, kGain);
+  Random rand(0x1234567);
+  double now_ms = rand.Rand<double>() * 10000;
+  for (size_t i = 1; i < 2 * kWindowSize; i++) {
+    double send_delta = rand.Rand<double>() * 2 * kAvgTimeBetweenPackets;
+    double recv_delta = 0.5 * send_delta;
+    now_ms += recv_delta;
+    estimator.Update(recv_delta, send_delta, now_ms);
+    if (i < kWindowSize)
+      EXPECT_NEAR(estimator.trendline_slope(), 0, 0.001);
+    else
+      EXPECT_NEAR(estimator.trendline_slope(), -1, 0.001);
+  }
+}
+
+TEST(TheilSenEstimator, PerfectLineSlopeZero) {
+  TheilSenEstimator estimator(kWindowSize, kGain);
+  Random rand(0x1234567);
+  double now_ms = rand.Rand<double>() * 10000;
+  for (size_t i = 1; i < 2 * kWindowSize; i++) {
+    double send_delta = rand.Rand<double>() * 2 * kAvgTimeBetweenPackets;
+    double recv_delta = send_delta;
+    now_ms += recv_delta;
+    estimator.Update(recv_delta, send_delta, now_ms);
+    EXPECT_NEAR(estimator.trendline_slope(), 0, 0.001);
+  }
+}
+
+TEST(TheilSenEstimator, JitteryLineSlopeOneHalf) {
+  TheilSenEstimator estimator(kWindowSize, kGain);
+  Random rand(0x1234567);
+  double now_ms = rand.Rand<double>() * 10000;
+  for (size_t i = 1; i < 2 * kWindowSize; i++) {
+    double send_delta = rand.Rand<double>() * 2 * kAvgTimeBetweenPackets;
+    double recv_delta = 2 * send_delta + rand.Gaussian(0, send_delta / 3);
+    now_ms += recv_delta;
+    estimator.Update(recv_delta, send_delta, now_ms);
+    if (i < kWindowSize)
+      EXPECT_NEAR(estimator.trendline_slope(), 0, 0.001);
+    else
+      EXPECT_NEAR(estimator.trendline_slope(), 0.5, 0.1);
+  }
+}
+
+TEST(TheilSenEstimator, JitteryLineSlopeMinusOne) {
+  TheilSenEstimator estimator(kWindowSize, kGain);
+  Random rand(0x1234567);
+  double now_ms = rand.Rand<double>() * 10000;
+  for (size_t i = 1; i < 2 * kWindowSize; i++) {
+    double send_delta = rand.Rand<double>() * 2 * kAvgTimeBetweenPackets;
+    double recv_delta = 0.5 * send_delta + rand.Gaussian(0, send_delta / 20);
+    now_ms += recv_delta;
+    estimator.Update(recv_delta, send_delta, now_ms);
+    if (i < kWindowSize)
+      EXPECT_NEAR(estimator.trendline_slope(), 0, 0.001);
+    else
+      EXPECT_NEAR(estimator.trendline_slope(), -1, 0.1);
+  }
+}
+
+TEST(TheilSenEstimator, JitteryLineSlopeZero) {
+  TheilSenEstimator estimator(kWindowSize, kGain);
+  Random rand(0x1234567);
+  double now_ms = rand.Rand<double>() * 10000;
+  for (size_t i = 1; i < 2 * kWindowSize; i++) {
+    double send_delta = rand.Rand<double>() * 2 * kAvgTimeBetweenPackets;
+    double recv_delta = send_delta + rand.Gaussian(0, send_delta / 5);
+    now_ms += recv_delta;
+    estimator.Update(recv_delta, send_delta, now_ms);
+    EXPECT_NEAR(estimator.trendline_slope(), 0, 0.1);
+  }
+}
+
+}  // namespace webrtc