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authorDongHun Kwak <dh0128.kwak@samsung.com>2019-12-05 15:24:45 +0900
committerDongHun Kwak <dh0128.kwak@samsung.com>2019-12-05 15:24:45 +0900
commit5ce1cfc2525b06c0a9e38531813781de0281c96d (patch)
tree19cc66c6cf6396db288813b2558cc350f1deede2 /boost/accumulators/statistics
parent3c1df2168531ad5580076ae08d529054689aeedd (diff)
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Imported Upstream version 1.71.0upstream/1.71.0
Diffstat (limited to 'boost/accumulators/statistics')
-rw-r--r--boost/accumulators/statistics/count.hpp7
-rw-r--r--boost/accumulators/statistics/covariance.hpp7
-rw-r--r--boost/accumulators/statistics/density.hpp16
-rw-r--r--boost/accumulators/statistics/extended_p_square.hpp14
-rw-r--r--boost/accumulators/statistics/extended_p_square_quantile.hpp11
-rw-r--r--boost/accumulators/statistics/kurtosis.hpp4
-rw-r--r--boost/accumulators/statistics/max.hpp7
-rw-r--r--boost/accumulators/statistics/mean.hpp10
-rw-r--r--boost/accumulators/statistics/median.hpp23
-rw-r--r--boost/accumulators/statistics/min.hpp7
-rw-r--r--boost/accumulators/statistics/moment.hpp7
-rw-r--r--boost/accumulators/statistics/p_square_cumul_dist.hpp16
-rw-r--r--boost/accumulators/statistics/p_square_quantile.hpp42
-rw-r--r--boost/accumulators/statistics/peaks_over_threshold.hpp29
-rw-r--r--boost/accumulators/statistics/pot_quantile.hpp7
-rw-r--r--boost/accumulators/statistics/pot_tail_mean.hpp8
-rw-r--r--boost/accumulators/statistics/rolling_count.hpp4
-rw-r--r--boost/accumulators/statistics/rolling_mean.hpp23
-rw-r--r--boost/accumulators/statistics/rolling_moment.hpp7
-rw-r--r--boost/accumulators/statistics/rolling_sum.hpp7
-rw-r--r--boost/accumulators/statistics/rolling_variance.hpp12
-rw-r--r--boost/accumulators/statistics/rolling_window.hpp49
-rw-r--r--boost/accumulators/statistics/skewness.hpp4
-rw-r--r--boost/accumulators/statistics/sum.hpp7
-rw-r--r--boost/accumulators/statistics/sum_kahan.hpp8
-rw-r--r--boost/accumulators/statistics/tail.hpp11
-rw-r--r--boost/accumulators/statistics/tail_mean.hpp8
-rw-r--r--boost/accumulators/statistics/tail_quantile.hpp4
-rw-r--r--boost/accumulators/statistics/tail_variate.hpp9
-rw-r--r--boost/accumulators/statistics/tail_variate_means.hpp8
-rw-r--r--boost/accumulators/statistics/variance.hpp11
-rw-r--r--boost/accumulators/statistics/weighted_covariance.hpp7
-rw-r--r--boost/accumulators/statistics/weighted_density.hpp16
-rw-r--r--boost/accumulators/statistics/weighted_extended_p_square.hpp12
-rw-r--r--boost/accumulators/statistics/weighted_mean.hpp7
-rw-r--r--boost/accumulators/statistics/weighted_median.hpp18
-rw-r--r--boost/accumulators/statistics/weighted_moment.hpp7
-rw-r--r--boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp13
-rw-r--r--boost/accumulators/statistics/weighted_p_square_quantile.hpp11
-rw-r--r--boost/accumulators/statistics/weighted_peaks_over_threshold.hpp13
-rw-r--r--boost/accumulators/statistics/weighted_sum.hpp7
-rw-r--r--boost/accumulators/statistics/weighted_sum_kahan.hpp8
-rw-r--r--boost/accumulators/statistics/weighted_tail_variate_means.hpp7
-rw-r--r--boost/accumulators/statistics/weighted_variance.hpp7
44 files changed, 502 insertions, 18 deletions
diff --git a/boost/accumulators/statistics/count.hpp b/boost/accumulators/statistics/count.hpp
index 6d30b41e26..b83435a30e 100644
--- a/boost/accumulators/statistics/count.hpp
+++ b/boost/accumulators/statistics/count.hpp
@@ -43,6 +43,13 @@ namespace impl
return this->cnt;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & cnt;
+ }
+
private:
std::size_t cnt;
};
diff --git a/boost/accumulators/statistics/covariance.hpp b/boost/accumulators/statistics/covariance.hpp
index b3030b9676..d80a85eda7 100644
--- a/boost/accumulators/statistics/covariance.hpp
+++ b/boost/accumulators/statistics/covariance.hpp
@@ -152,6 +152,13 @@ namespace impl
return this->cov_;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & cov_;
+ }
+
private:
result_type cov_;
};
diff --git a/boost/accumulators/statistics/density.hpp b/boost/accumulators/statistics/density.hpp
index 88ca17df79..32b48060fc 100644
--- a/boost/accumulators/statistics/density.hpp
+++ b/boost/accumulators/statistics/density.hpp
@@ -25,6 +25,8 @@
#include <boost/accumulators/statistics/count.hpp>
#include <boost/accumulators/statistics/max.hpp>
#include <boost/accumulators/statistics/min.hpp>
+#include <boost/serialization/vector.hpp>
+#include <boost/serialization/utility.hpp>
namespace boost { namespace accumulators
{
@@ -184,6 +186,20 @@ namespace impl
return make_iterator_range(this->histogram);
}
+ // make this accumulator serializeable
+ // TODO split to save/load and check on parameters provided in ctor
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & cache_size;
+ ar & cache;
+ ar & num_bins;
+ ar & samples_in_bin;
+ ar & bin_positions;
+ ar & histogram;
+ ar & is_dirty;
+ }
+
private:
std::size_t cache_size; // number of cached samples
array_type cache; // cache to store the first cache_size samples
diff --git a/boost/accumulators/statistics/extended_p_square.hpp b/boost/accumulators/statistics/extended_p_square.hpp
index e6cc8dc9a1..6990050e4f 100644
--- a/boost/accumulators/statistics/extended_p_square.hpp
+++ b/boost/accumulators/statistics/extended_p_square.hpp
@@ -26,6 +26,7 @@
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/count.hpp>
#include <boost/accumulators/statistics/times2_iterator.hpp>
+#include <boost/serialization/vector.hpp>
namespace boost { namespace accumulators
{
@@ -236,6 +237,19 @@ namespace impl
);
}
+ public:
+ // make this accumulator serializeable
+ // TODO: do we need to split to load/save and verify that the parameters did not change?
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & probabilities;
+ ar & heights;
+ ar & actual_positions;
+ ar & desired_positions;
+ ar & positions_increments;
+ }
+
private:
array_type probabilities; // the quantile probabilities
array_type heights; // q_i
diff --git a/boost/accumulators/statistics/extended_p_square_quantile.hpp b/boost/accumulators/statistics/extended_p_square_quantile.hpp
index a17843d774..f57304cd04 100644
--- a/boost/accumulators/statistics/extended_p_square_quantile.hpp
+++ b/boost/accumulators/statistics/extended_p_square_quantile.hpp
@@ -185,6 +185,17 @@ namespace impl
}
}
+
+ public:
+ // make this accumulator serializeable
+ // TODO: do we need to split to load/save and verify that the parameters did not change?
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & probabilities;
+ ar & probability;
+ }
+
private:
array_type probabilities;
diff --git a/boost/accumulators/statistics/kurtosis.hpp b/boost/accumulators/statistics/kurtosis.hpp
index 76c93d3850..9ff9ecdccb 100644
--- a/boost/accumulators/statistics/kurtosis.hpp
+++ b/boost/accumulators/statistics/kurtosis.hpp
@@ -63,6 +63,10 @@ namespace impl
* ( accumulators::moment<2>(args) - mean(args) * mean(args) )
) - 3.;
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
} // namespace impl
diff --git a/boost/accumulators/statistics/max.hpp b/boost/accumulators/statistics/max.hpp
index 820f6593f0..15033e6daa 100644
--- a/boost/accumulators/statistics/max.hpp
+++ b/boost/accumulators/statistics/max.hpp
@@ -48,6 +48,13 @@ namespace impl
return this->max_;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & max_;
+ }
+
private:
Sample max_;
};
diff --git a/boost/accumulators/statistics/mean.hpp b/boost/accumulators/statistics/mean.hpp
index 4788837184..c6df176b78 100644
--- a/boost/accumulators/statistics/mean.hpp
+++ b/boost/accumulators/statistics/mean.hpp
@@ -41,6 +41,10 @@ namespace impl
extractor<SumFeature> sum;
return numeric::fdiv(sum(args), count(args));
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
template<typename Sample, typename Tag>
@@ -71,6 +75,12 @@ namespace impl
return this->mean;
}
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & mean;
+ }
+
private:
result_type mean;
};
diff --git a/boost/accumulators/statistics/median.hpp b/boost/accumulators/statistics/median.hpp
index d361c6dda4..4d4118d8b4 100644
--- a/boost/accumulators/statistics/median.hpp
+++ b/boost/accumulators/statistics/median.hpp
@@ -48,6 +48,10 @@ namespace impl
{
return p_square_quantile_for_median(args);
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
///////////////////////////////////////////////////////////////////////////////
// with_density_median_impl
@@ -105,6 +109,16 @@ namespace impl
return this->median;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum;
+ ar & is_dirty;
+ ar & median;
+ }
+
+
private:
mutable float_type sum;
mutable bool is_dirty;
@@ -160,6 +174,15 @@ namespace impl
return this->median;
}
+
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & is_dirty;
+ ar & median;
+ }
+
private:
mutable bool is_dirty;
diff --git a/boost/accumulators/statistics/min.hpp b/boost/accumulators/statistics/min.hpp
index 83943bdb3c..bf30b79e34 100644
--- a/boost/accumulators/statistics/min.hpp
+++ b/boost/accumulators/statistics/min.hpp
@@ -48,6 +48,13 @@ namespace impl
return this->min_;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & min_;
+ }
+
private:
Sample min_;
};
diff --git a/boost/accumulators/statistics/moment.hpp b/boost/accumulators/statistics/moment.hpp
index 3dabd47ecf..9ba1e4caaf 100644
--- a/boost/accumulators/statistics/moment.hpp
+++ b/boost/accumulators/statistics/moment.hpp
@@ -75,6 +75,13 @@ namespace impl
return numeric::fdiv(this->sum, count(args));
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum;
+ }
+
private:
Sample sum;
};
diff --git a/boost/accumulators/statistics/p_square_cumul_dist.hpp b/boost/accumulators/statistics/p_square_cumul_dist.hpp
index 50692838c7..daa66f9bd1 100644
--- a/boost/accumulators/statistics/p_square_cumul_dist.hpp
+++ b/boost/accumulators/statistics/p_square_cumul_dist.hpp
@@ -20,6 +20,8 @@
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/count.hpp>
+#include <boost/serialization/vector.hpp>
+#include <boost/serialization/utility.hpp>
namespace boost { namespace accumulators
{
@@ -204,6 +206,20 @@ namespace impl
//return histogram;
return make_iterator_range(this->histogram);
}
+
+ // make this accumulator serializeable
+ // TODO split to save/load and check on parameters provided in ctor
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & num_cells;
+ ar & heights;
+ ar & actual_positions;
+ ar & desired_positions;
+ ar & positions_increments;
+ ar & histogram;
+ ar & is_dirty;
+ }
private:
std::size_t num_cells; // number of cells b
diff --git a/boost/accumulators/statistics/p_square_quantile.hpp b/boost/accumulators/statistics/p_square_quantile.hpp
index 636fea7f23..d87c1b3dbe 100644
--- a/boost/accumulators/statistics/p_square_quantile.hpp
+++ b/boost/accumulators/statistics/p_square_quantile.hpp
@@ -22,6 +22,7 @@
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/count.hpp>
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
+#include <boost/serialization/boost_array.hpp>
namespace boost { namespace accumulators
{
@@ -61,7 +62,7 @@ namespace impl
template<typename Args>
p_square_quantile_impl(Args const &args)
- : p(is_same<Impl, for_median>::value ? 0.5 : args[quantile_probability | 0.5])
+ : p(is_same<Impl, for_median>::value ? float_type(0.5) : args[quantile_probability | float_type(0.5)])
, heights()
, actual_positions()
, desired_positions()
@@ -69,20 +70,21 @@ namespace impl
{
for(std::size_t i = 0; i < 5; ++i)
{
- this->actual_positions[i] = i + 1.;
+ this->actual_positions[i] = i + float_type(1.);
}
- this->desired_positions[0] = 1.;
- this->desired_positions[1] = 1. + 2. * this->p;
- this->desired_positions[2] = 1. + 4. * this->p;
- this->desired_positions[3] = 3. + 2. * this->p;
- this->desired_positions[4] = 5.;
+ this->desired_positions[0] = float_type(1.);
+ this->desired_positions[1] = float_type(1.) + float_type(2.) * this->p;
+ this->desired_positions[2] = float_type(1.) + float_type(4.) * this->p;
+ this->desired_positions[3] = float_type(3.) + float_type(2.) * this->p;
+ this->desired_positions[4] = float_type(5.);
- this->positions_increments[0] = 0.;
- this->positions_increments[1] = this->p / 2.;
+
+ this->positions_increments[0] = float_type(0.);
+ this->positions_increments[1] = this->p / float_type(2.);
this->positions_increments[2] = this->p;
- this->positions_increments[3] = (1. + this->p) / 2.;
- this->positions_increments[4] = 1.;
+ this->positions_increments[3] = (float_type(1.) + this->p) / float_type(2.);
+ this->positions_increments[4] = float_type(1.);
}
template<typename Args>
@@ -156,7 +158,7 @@ namespace impl
float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
- if((d >= 1. && dp > 1.) || (d <= -1. && dm < -1.))
+ if((d >= float_type(1.) && dp > float_type(1.)) || (d <= float_type(-1.) && dm < float_type(-1.)))
{
short sign_d = static_cast<short>(d / std::abs(d));
@@ -171,11 +173,11 @@ namespace impl
else
{
// use linear formula
- if(d > 0)
+ if(d > float_type(0))
{
this->heights[i] += hp;
}
- if(d < 0)
+ if(d < float_type(0))
{
this->heights[i] -= hm;
}
@@ -191,6 +193,18 @@ namespace impl
return this->heights[2];
}
+ // make this accumulator serializeable
+ // TODO: do we need to split to load/save and verify that P did not change?
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & p;
+ ar & heights;
+ ar & actual_positions;
+ ar & desired_positions;
+ ar & positions_increments;
+ }
+
private:
float_type p; // the quantile probability p
array_type heights; // q_i
diff --git a/boost/accumulators/statistics/peaks_over_threshold.hpp b/boost/accumulators/statistics/peaks_over_threshold.hpp
index f04f743a0c..de73c658aa 100644
--- a/boost/accumulators/statistics/peaks_over_threshold.hpp
+++ b/boost/accumulators/statistics/peaks_over_threshold.hpp
@@ -181,6 +181,21 @@ namespace impl
return this->fit_parameters_;
}
+ // make this accumulator serializeable
+ // TODO: do we need to split to load/save and verify that threshold did not change?
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & Nu_;
+ ar & mu_;
+ ar & sigma2_;
+ ar & threshold_;
+ ar & get<0>(fit_parameters_);
+ ar & get<1>(fit_parameters_);
+ ar & get<2>(fit_parameters_);
+ ar & is_dirty_;
+ }
+
private:
std::size_t Nu_; // number of samples larger than threshold
mutable float_type mu_; // mean of Nu_ largest samples
@@ -291,6 +306,20 @@ namespace impl
return this->fit_parameters_;
}
+ // make this accumulator serializeable
+ // TODO: do we need to split to load/save and verify that threshold did not change?
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & mu_;
+ ar & sigma2_;
+ ar & threshold_probability_;
+ ar & get<0>(fit_parameters_);
+ ar & get<1>(fit_parameters_);
+ ar & get<2>(fit_parameters_);
+ ar & is_dirty_;
+ }
+
private:
mutable float_type mu_; // mean of samples above threshold u
mutable float_type sigma2_; // variance of samples above threshold u
diff --git a/boost/accumulators/statistics/pot_quantile.hpp b/boost/accumulators/statistics/pot_quantile.hpp
index 470bdbace3..ecd49f2cb2 100644
--- a/boost/accumulators/statistics/pot_quantile.hpp
+++ b/boost/accumulators/statistics/pot_quantile.hpp
@@ -80,6 +80,13 @@ namespace impl
, -xi_hat
) - 1.));
}
+
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sign_;
+ }
private:
short sign_; // if the fit parameters from the mirrored left tail extreme values are used, mirror back the result
diff --git a/boost/accumulators/statistics/pot_tail_mean.hpp b/boost/accumulators/statistics/pot_tail_mean.hpp
index a78043fce2..96f4dc1f27 100644
--- a/boost/accumulators/statistics/pot_tail_mean.hpp
+++ b/boost/accumulators/statistics/pot_tail_mean.hpp
@@ -90,6 +90,14 @@ namespace impl
is_same<LeftRight, left>::value ? args[quantile_probability] : 1. - args[quantile_probability]
, -xi_hat);
}
+
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sign_;
+ }
+
private:
short sign_; // if the fit parameters from the mirrored left tail extreme values are used, mirror back the result
};
diff --git a/boost/accumulators/statistics/rolling_count.hpp b/boost/accumulators/statistics/rolling_count.hpp
index 1e34f76354..803f1b7754 100644
--- a/boost/accumulators/statistics/rolling_count.hpp
+++ b/boost/accumulators/statistics/rolling_count.hpp
@@ -40,6 +40,10 @@ namespace impl
{
return static_cast<std::size_t>(rolling_window_plus1(args).size()) - is_rolling_window_plus1_full(args);
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
} // namespace impl
diff --git a/boost/accumulators/statistics/rolling_mean.hpp b/boost/accumulators/statistics/rolling_mean.hpp
index 1439da1e2c..bd5494c3e1 100644
--- a/boost/accumulators/statistics/rolling_mean.hpp
+++ b/boost/accumulators/statistics/rolling_mean.hpp
@@ -43,6 +43,10 @@ namespace boost { namespace accumulators
{
return numeric::fdiv(rolling_sum(args), rolling_count(args));
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
///////////////////////////////////////////////////////////////////////////////
@@ -67,12 +71,18 @@ namespace boost { namespace accumulators
{
if(is_rolling_window_plus1_full(args))
{
- mean_ += numeric::fdiv(args[sample]-rolling_window_plus1(args).front(),rolling_count(args));
+ if (rolling_window_plus1(args).front() > args[sample])
+ mean_ -= numeric::fdiv(rolling_window_plus1(args).front()-args[sample],rolling_count(args));
+ else if (rolling_window_plus1(args).front() < args[sample])
+ mean_ += numeric::fdiv(args[sample]-rolling_window_plus1(args).front(),rolling_count(args));
}
else
{
result_type prev_mean = mean_;
- mean_ += numeric::fdiv(args[sample]-prev_mean,rolling_count(args));
+ if (prev_mean > args[sample])
+ mean_ -= numeric::fdiv(prev_mean-args[sample],rolling_count(args));
+ else if (prev_mean < args[sample])
+ mean_ += numeric::fdiv(args[sample]-prev_mean,rolling_count(args));
}
}
@@ -81,6 +91,13 @@ namespace boost { namespace accumulators
{
return mean_;
}
+
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & mean_;
+ }
private:
@@ -176,4 +193,4 @@ namespace boost { namespace accumulators
};
}} // namespace boost::accumulators
-#endif \ No newline at end of file
+#endif
diff --git a/boost/accumulators/statistics/rolling_moment.hpp b/boost/accumulators/statistics/rolling_moment.hpp
index f172cee34f..28ea5b580a 100644
--- a/boost/accumulators/statistics/rolling_moment.hpp
+++ b/boost/accumulators/statistics/rolling_moment.hpp
@@ -58,6 +58,13 @@ namespace impl
return numeric::fdiv(this->sum_, rolling_count(args));
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum_;
+ }
+
private:
result_type sum_;
};
diff --git a/boost/accumulators/statistics/rolling_sum.hpp b/boost/accumulators/statistics/rolling_sum.hpp
index bbb7a8e9a0..c511460655 100644
--- a/boost/accumulators/statistics/rolling_sum.hpp
+++ b/boost/accumulators/statistics/rolling_sum.hpp
@@ -51,6 +51,13 @@ namespace impl
return this->sum_;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum_;
+ }
+
private:
Sample sum_;
};
diff --git a/boost/accumulators/statistics/rolling_variance.hpp b/boost/accumulators/statistics/rolling_variance.hpp
index 33b3922a50..249d5c1996 100644
--- a/boost/accumulators/statistics/rolling_variance.hpp
+++ b/boost/accumulators/statistics/rolling_variance.hpp
@@ -62,6 +62,10 @@ namespace impl
if (nr_samples < 2) return result_type();
return nr_samples*(rolling_moment<2>(args) - mean*mean)/(nr_samples-1);
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
//! Iterative calculation of the rolling variance.
@@ -138,6 +142,14 @@ namespace impl
if (nr_samples < 2) return result_type();
return numeric::fdiv(sum_of_squares_,(nr_samples-1));
}
+
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & previous_mean_;
+ ar & sum_of_squares_;
+ }
private:
diff --git a/boost/accumulators/statistics/rolling_window.hpp b/boost/accumulators/statistics/rolling_window.hpp
index 2e0a33420a..a43ecdfdac 100644
--- a/boost/accumulators/statistics/rolling_window.hpp
+++ b/boost/accumulators/statistics/rolling_window.hpp
@@ -21,6 +21,45 @@
#include <boost/accumulators/framework/parameters/accumulator.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/serialization/split_free.hpp>
+
+namespace boost { namespace serialization {
+
+// implement serialization for boost::circular_buffer
+template <class Archive, class T>
+void save(Archive& ar, const circular_buffer<T>& b, const unsigned int /* version */)
+{
+ typename circular_buffer<T>::size_type size = b.size();
+ ar << b.capacity();
+ ar << size;
+ const typename circular_buffer<T>::const_array_range one = b.array_one();
+ const typename circular_buffer<T>::const_array_range two = b.array_two();
+ ar.save_binary(one.first, one.second*sizeof(T));
+ ar.save_binary(two.first, two.second*sizeof(T));
+}
+
+template <class Archive, class T>
+void load(Archive& ar, circular_buffer<T>& b, const unsigned int /* version */)
+{
+ typename circular_buffer<T>::capacity_type capacity;
+ typename circular_buffer<T>::size_type size;
+ ar >> capacity;
+ b.set_capacity(capacity);
+ ar >> size;
+ b.clear();
+ const typename circular_buffer<T>::pointer buff = new T[size*sizeof(T)];
+ ar.load_binary(buff, size*sizeof(T));
+ b.insert(b.begin(), buff, buff+size);
+ delete[] buff;
+}
+
+template<class Archive, class T>
+inline void serialize(Archive & ar, circular_buffer<T>& b, const unsigned int version)
+{
+ split_free(ar, b, version);
+}
+
+} } // end namespace boost::serialization
namespace boost { namespace accumulators
{
@@ -83,6 +122,12 @@ namespace impl
return result_type(this->buffer_.begin(), this->buffer_.end());
}
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int version)
+ {
+ ar & buffer_;
+ }
+
private:
circular_buffer<Sample> buffer_;
};
@@ -112,6 +157,10 @@ namespace impl
{
return rolling_window_plus1(args).advance_begin(is_rolling_window_plus1_full(args));
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
} // namespace impl
diff --git a/boost/accumulators/statistics/skewness.hpp b/boost/accumulators/statistics/skewness.hpp
index c383ec4a6c..9c9c376a8a 100644
--- a/boost/accumulators/statistics/skewness.hpp
+++ b/boost/accumulators/statistics/skewness.hpp
@@ -65,6 +65,10 @@ namespace impl
* std::sqrt( accumulators::moment<2>(args) - mean(args) * mean(args) )
);
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
} // namespace impl
diff --git a/boost/accumulators/statistics/sum.hpp b/boost/accumulators/statistics/sum.hpp
index 126ce244fd..7e507ccc26 100644
--- a/boost/accumulators/statistics/sum.hpp
+++ b/boost/accumulators/statistics/sum.hpp
@@ -51,8 +51,13 @@ namespace impl
return this->sum;
}
- private:
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum;
+ }
+ private:
Sample sum;
};
diff --git a/boost/accumulators/statistics/sum_kahan.hpp b/boost/accumulators/statistics/sum_kahan.hpp
index 97ade18da8..b5e9092238 100644
--- a/boost/accumulators/statistics/sum_kahan.hpp
+++ b/boost/accumulators/statistics/sum_kahan.hpp
@@ -66,6 +66,14 @@ struct sum_kahan_impl
return this->sum;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum;
+ ar & compensation;
+ }
+
private:
Sample sum;
Sample compensation;
diff --git a/boost/accumulators/statistics/tail.hpp b/boost/accumulators/statistics/tail.hpp
index be6cdee392..154a30cc26 100644
--- a/boost/accumulators/statistics/tail.hpp
+++ b/boost/accumulators/statistics/tail.hpp
@@ -268,6 +268,17 @@ namespace impl
std::vector<Sample> const &samples;
};
+ public:
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & is_sorted;
+ ar & indices;
+ ar & samples;
+ }
+
+ private:
mutable bool is_sorted;
mutable std::vector<std::size_t> indices;
std::vector<Sample> samples;
diff --git a/boost/accumulators/statistics/tail_mean.hpp b/boost/accumulators/statistics/tail_mean.hpp
index 67dae37b50..f56606d14e 100644
--- a/boost/accumulators/statistics/tail_mean.hpp
+++ b/boost/accumulators/statistics/tail_mean.hpp
@@ -88,6 +88,10 @@ namespace impl
- numeric::fdiv(n, count(args))
);
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
///////////////////////////////////////////////////////////////////////////////
@@ -159,6 +163,10 @@ namespace impl
}
}
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
} // namespace impl
diff --git a/boost/accumulators/statistics/tail_quantile.hpp b/boost/accumulators/statistics/tail_quantile.hpp
index 9ff56b56e5..ed1f6e6dff 100644
--- a/boost/accumulators/statistics/tail_quantile.hpp
+++ b/boost/accumulators/statistics/tail_quantile.hpp
@@ -98,6 +98,10 @@ namespace impl
}
}
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
} // namespace impl
diff --git a/boost/accumulators/statistics/tail_variate.hpp b/boost/accumulators/statistics/tail_variate.hpp
index a9fc7d297a..6885ece15f 100644
--- a/boost/accumulators/statistics/tail_variate.hpp
+++ b/boost/accumulators/statistics/tail_variate.hpp
@@ -18,6 +18,7 @@
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/tail.hpp>
+#include <boost/serialization/vector.hpp>
namespace boost { namespace accumulators
{
@@ -69,6 +70,14 @@ namespace impl
);
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & variates;
+ }
+
+ private:
std::vector<VariateType> variates;
};
diff --git a/boost/accumulators/statistics/tail_variate_means.hpp b/boost/accumulators/statistics/tail_variate_means.hpp
index a97eab5648..efe9f7c37e 100644
--- a/boost/accumulators/statistics/tail_variate_means.hpp
+++ b/boost/accumulators/statistics/tail_variate_means.hpp
@@ -27,6 +27,7 @@
#include <boost/accumulators/statistics/tail_variate.hpp>
#include <boost/accumulators/statistics/tail_mean.hpp>
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
+#include <boost/serialization/vector.hpp>
#ifdef _MSC_VER
# pragma warning(push)
@@ -145,6 +146,13 @@ namespace impl
return make_iterator_range(this->tail_means_);
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & tail_means_;
+ }
+
private:
mutable array_type tail_means_;
diff --git a/boost/accumulators/statistics/variance.hpp b/boost/accumulators/statistics/variance.hpp
index baac55696b..9db858d2fb 100644
--- a/boost/accumulators/statistics/variance.hpp
+++ b/boost/accumulators/statistics/variance.hpp
@@ -53,6 +53,10 @@ namespace impl
result_type tmp = mean(args);
return accumulators::moment<2>(args) - tmp * tmp;
}
+
+ // serialization is done by accumulators it depends on
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version) {}
};
//! Iterative calculation of variance.
@@ -113,6 +117,13 @@ namespace impl
return this->variance;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & variance;
+ }
+
private:
result_type variance;
};
diff --git a/boost/accumulators/statistics/weighted_covariance.hpp b/boost/accumulators/statistics/weighted_covariance.hpp
index 25d613c120..e423a225a9 100644
--- a/boost/accumulators/statistics/weighted_covariance.hpp
+++ b/boost/accumulators/statistics/weighted_covariance.hpp
@@ -97,6 +97,13 @@ namespace impl
return this->cov_;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & cov_;
+ }
+
private:
result_type cov_;
};
diff --git a/boost/accumulators/statistics/weighted_density.hpp b/boost/accumulators/statistics/weighted_density.hpp
index 1407368016..6b5a0ee015 100644
--- a/boost/accumulators/statistics/weighted_density.hpp
+++ b/boost/accumulators/statistics/weighted_density.hpp
@@ -23,6 +23,8 @@
#include <boost/accumulators/statistics/max.hpp>
#include <boost/accumulators/statistics/min.hpp>
#include <boost/accumulators/statistics/density.hpp> // for named parameters density_cache_size and density_num_bins
+#include <boost/serialization/vector.hpp>
+#include <boost/serialization/utility.hpp>
namespace boost { namespace accumulators
{
@@ -171,6 +173,20 @@ namespace impl
return make_iterator_range(this->histogram);
}
+ // make this accumulator serializeable
+ // TODO split to save/load and check on parameters provided in ctor
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & cache_size;
+ ar & cache;
+ ar & num_bins;
+ ar & samples_in_bin;
+ ar & bin_positions;
+ ar & histogram;
+ ar & is_dirty;
+ }
+
private:
std::size_t cache_size; // number of cached samples
histogram_type cache; // cache to store the first cache_size samples with their weights as std::pair
diff --git a/boost/accumulators/statistics/weighted_extended_p_square.hpp b/boost/accumulators/statistics/weighted_extended_p_square.hpp
index ac857e056d..f88e9b9ee8 100644
--- a/boost/accumulators/statistics/weighted_extended_p_square.hpp
+++ b/boost/accumulators/statistics/weighted_extended_p_square.hpp
@@ -28,6 +28,7 @@
#include <boost/accumulators/statistics/sum.hpp>
#include <boost/accumulators/statistics/times2_iterator.hpp>
#include <boost/accumulators/statistics/extended_p_square.hpp>
+#include <boost/serialization/vector.hpp>
namespace boost { namespace accumulators
{
@@ -251,6 +252,17 @@ namespace impl
);
}
+ // make this accumulator serializeable
+ // TODO: do we need to split to load/save and verify that the parameters did not change?
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & probabilities;
+ ar & heights;
+ ar & actual_positions;
+ ar & desired_positions;
+ }
+
private:
array_type probabilities; // the quantile probabilities
array_type heights; // q_i
diff --git a/boost/accumulators/statistics/weighted_mean.hpp b/boost/accumulators/statistics/weighted_mean.hpp
index a80ef0984c..1ddce8dd57 100644
--- a/boost/accumulators/statistics/weighted_mean.hpp
+++ b/boost/accumulators/statistics/weighted_mean.hpp
@@ -97,6 +97,13 @@ namespace impl
return this->mean;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & mean;
+ }
+
private:
result_type mean;
};
diff --git a/boost/accumulators/statistics/weighted_median.hpp b/boost/accumulators/statistics/weighted_median.hpp
index ed7cadb331..22224a877a 100644
--- a/boost/accumulators/statistics/weighted_median.hpp
+++ b/boost/accumulators/statistics/weighted_median.hpp
@@ -106,6 +106,15 @@ namespace impl
return this->median;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum;
+ ar & is_dirty;
+ ar & median;
+ }
+
private:
mutable float_type sum;
mutable bool is_dirty;
@@ -162,6 +171,15 @@ namespace impl
return this->median;
}
+
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & is_dirty;
+ ar & median;
+ }
+
private:
mutable bool is_dirty;
mutable float_type median;
diff --git a/boost/accumulators/statistics/weighted_moment.hpp b/boost/accumulators/statistics/weighted_moment.hpp
index 011701c704..5b6129066a 100644
--- a/boost/accumulators/statistics/weighted_moment.hpp
+++ b/boost/accumulators/statistics/weighted_moment.hpp
@@ -60,6 +60,13 @@ namespace impl
return numeric::fdiv(this->sum, sum_of_weights(args));
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sum;
+ }
+
private:
weighted_sample sum;
};
diff --git a/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp b/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp
index ce750ed1f5..f8a44d605b 100644
--- a/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp
+++ b/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp
@@ -221,6 +221,19 @@ namespace impl
return make_iterator_range(this->histogram);
}
+ // make this accumulator serializeable
+ // TODO split to save/load and check on parameters provided in ctor
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & num_cells;
+ ar & heights;
+ ar & actual_positions;
+ ar & desired_positions;
+ ar & histogram;
+ ar & is_dirty;
+ }
+
private:
std::size_t num_cells; // number of cells b
array_type heights; // q_i
diff --git a/boost/accumulators/statistics/weighted_p_square_quantile.hpp b/boost/accumulators/statistics/weighted_p_square_quantile.hpp
index 2ebc7b1845..fecd993911 100644
--- a/boost/accumulators/statistics/weighted_p_square_quantile.hpp
+++ b/boost/accumulators/statistics/weighted_p_square_quantile.hpp
@@ -208,6 +208,17 @@ namespace impl {
return this->heights[2];
}
+ // make this accumulator serializeable
+ // TODO split to save/load and check on parameters provided in ctor
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & p;
+ ar & heights;
+ ar & actual_positions;
+ ar & desired_positions;
+ }
+
private:
float_type p; // the quantile probability p
array_type heights; // q_i
diff --git a/boost/accumulators/statistics/weighted_peaks_over_threshold.hpp b/boost/accumulators/statistics/weighted_peaks_over_threshold.hpp
index 418b38cfe0..f3dc327b9e 100644
--- a/boost/accumulators/statistics/weighted_peaks_over_threshold.hpp
+++ b/boost/accumulators/statistics/weighted_peaks_over_threshold.hpp
@@ -109,6 +109,19 @@ namespace impl
return this->fit_parameters_;
}
+ // make this accumulator serializeable
+ // TODO: do we need to split to load/save and verify that threshold did not change?
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & sign_;
+ ar & mu_;
+ ar & sigma2_;
+ ar & threshold_;
+ ar & fit_parameters_;
+ ar & is_dirty_;
+ }
+
private:
short sign_; // for left tail fitting, mirror the extreme values
mutable float_type mu_; // mean of samples above threshold
diff --git a/boost/accumulators/statistics/weighted_sum.hpp b/boost/accumulators/statistics/weighted_sum.hpp
index 27153906d0..41091f8766 100644
--- a/boost/accumulators/statistics/weighted_sum.hpp
+++ b/boost/accumulators/statistics/weighted_sum.hpp
@@ -55,6 +55,13 @@ namespace impl
return this->weighted_sum_;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & weighted_sum_;
+ }
+
private:
weighted_sample weighted_sum_;
diff --git a/boost/accumulators/statistics/weighted_sum_kahan.hpp b/boost/accumulators/statistics/weighted_sum_kahan.hpp
index fbb0303acc..5ee5250d69 100644
--- a/boost/accumulators/statistics/weighted_sum_kahan.hpp
+++ b/boost/accumulators/statistics/weighted_sum_kahan.hpp
@@ -68,6 +68,14 @@ namespace impl
return this->weighted_sum_;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & weighted_sum_;
+ ar & compensation;
+ }
+
private:
weighted_sample weighted_sum_;
weighted_sample compensation;
diff --git a/boost/accumulators/statistics/weighted_tail_variate_means.hpp b/boost/accumulators/statistics/weighted_tail_variate_means.hpp
index b1133109ed..f096a93b52 100644
--- a/boost/accumulators/statistics/weighted_tail_variate_means.hpp
+++ b/boost/accumulators/statistics/weighted_tail_variate_means.hpp
@@ -179,6 +179,13 @@ namespace impl
return make_iterator_range(this->tail_means_);
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & tail_means_;
+ }
+
private:
mutable array_type tail_means_;
diff --git a/boost/accumulators/statistics/weighted_variance.hpp b/boost/accumulators/statistics/weighted_variance.hpp
index bc199affa4..f7d2b6e5f7 100644
--- a/boost/accumulators/statistics/weighted_variance.hpp
+++ b/boost/accumulators/statistics/weighted_variance.hpp
@@ -103,6 +103,13 @@ namespace impl
return this->weighted_variance;
}
+ // make this accumulator serializeable
+ template<class Archive>
+ void serialize(Archive & ar, const unsigned int file_version)
+ {
+ ar & weighted_variance;
+ }
+
private:
result_type weighted_variance;
};