diff options
Diffstat (limited to 'boost/accumulators/statistics/peaks_over_threshold.hpp')
| -rw-r--r-- | boost/accumulators/statistics/peaks_over_threshold.hpp | 30 |
1 files changed, 17 insertions, 13 deletions
diff --git a/boost/accumulators/statistics/peaks_over_threshold.hpp b/boost/accumulators/statistics/peaks_over_threshold.hpp index 01f36f91e6..f04f743a0c 100644 --- a/boost/accumulators/statistics/peaks_over_threshold.hpp +++ b/boost/accumulators/statistics/peaks_over_threshold.hpp @@ -22,6 +22,7 @@ #include <boost/mpl/placeholders.hpp> #include <boost/parameter/keyword.hpp> #include <boost/tuple/tuple.hpp> +#include <boost/accumulators/accumulators_fwd.hpp> #include <boost/accumulators/framework/accumulator_base.hpp> #include <boost/accumulators/framework/extractor.hpp> #include <boost/accumulators/numeric/functional.hpp> @@ -46,6 +47,9 @@ namespace boost { namespace accumulators BOOST_PARAMETER_NESTED_KEYWORD(tag, pot_threshold_value, threshold_value) BOOST_PARAMETER_NESTED_KEYWORD(tag, pot_threshold_probability, threshold_probability) +BOOST_ACCUMULATORS_IGNORE_GLOBAL(pot_threshold_value) +BOOST_ACCUMULATORS_IGNORE_GLOBAL(pot_threshold_probability) + namespace impl { /////////////////////////////////////////////////////////////////////////////// @@ -121,7 +125,7 @@ namespace impl struct peaks_over_threshold_impl : accumulator_base { - typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type; + typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type; // for boost::result_of typedef boost::tuple<float_type, float_type, float_type> result_type; // for left tail fitting, mirror the extreme values @@ -130,8 +134,8 @@ namespace impl template<typename Args> peaks_over_threshold_impl(Args const &args) : Nu_(0) - , mu_(sign::value * numeric::average(args[sample | Sample()], (std::size_t)1)) - , sigma2_(numeric::average(args[sample | Sample()], (std::size_t)1)) + , mu_(sign::value * numeric::fdiv(args[sample | Sample()], (std::size_t)1)) + , sigma2_(numeric::fdiv(args[sample | Sample()], (std::size_t)1)) , threshold_(sign::value * args[pot_threshold_value]) , fit_parameters_(boost::make_tuple(0., 0., 0.)) , is_dirty_(true) @@ -160,13 +164,13 @@ namespace impl std::size_t cnt = count(args); - this->mu_ = sign::value * numeric::average(this->mu_, this->Nu_); - this->sigma2_ = numeric::average(this->sigma2_, this->Nu_); + this->mu_ = sign::value * numeric::fdiv(this->mu_, this->Nu_); + this->sigma2_ = numeric::fdiv(this->sigma2_, this->Nu_); this->sigma2_ -= this->mu_ * this->mu_; - float_type threshold_probability = numeric::average(cnt - this->Nu_, cnt); + float_type threshold_probability = numeric::fdiv(cnt - this->Nu_, cnt); - float_type tmp = numeric::average(( this->mu_ - this->threshold_ )*( this->mu_ - this->threshold_ ), this->sigma2_); + float_type tmp = numeric::fdiv(( this->mu_ - this->threshold_ )*( this->mu_ - this->threshold_ ), this->sigma2_); float_type xi_hat = 0.5 * ( 1. - tmp ); float_type beta_hat = 0.5 * ( this->mu_ - this->threshold_ ) * ( 1. + tmp ); float_type beta_bar = beta_hat * std::pow(1. - threshold_probability, xi_hat); @@ -201,7 +205,7 @@ namespace impl struct peaks_over_threshold_prob_impl : accumulator_base { - typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type; + typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type; // for boost::result_of typedef boost::tuple<float_type, float_type, float_type> result_type; // for left tail fitting, mirror the extreme values @@ -209,8 +213,8 @@ namespace impl template<typename Args> peaks_over_threshold_prob_impl(Args const &args) - : mu_(sign::value * numeric::average(args[sample | Sample()], (std::size_t)1)) - , sigma2_(numeric::average(args[sample | Sample()], (std::size_t)1)) + : mu_(sign::value * numeric::fdiv(args[sample | Sample()], (std::size_t)1)) + , sigma2_(numeric::fdiv(args[sample | Sample()], (std::size_t)1)) , threshold_probability_(args[pot_threshold_probability]) , fit_parameters_(boost::make_tuple(0., 0., 0.)) , is_dirty_(true) @@ -268,14 +272,14 @@ namespace impl sigma2_ += *(tail(args).begin() + i) * (*(tail(args).begin() + i)); } - this->mu_ = sign::value * numeric::average(this->mu_, n); - this->sigma2_ = numeric::average(this->sigma2_, n); + this->mu_ = sign::value * numeric::fdiv(this->mu_, n); + this->sigma2_ = numeric::fdiv(this->sigma2_, n); this->sigma2_ -= this->mu_ * this->mu_; if (is_same<LeftRight, left>::value) this->threshold_probability_ = 1. - this->threshold_probability_; - float_type tmp = numeric::average(( this->mu_ - u )*( this->mu_ - u ), this->sigma2_); + float_type tmp = numeric::fdiv(( this->mu_ - u )*( this->mu_ - u ), this->sigma2_); float_type xi_hat = 0.5 * ( 1. - tmp ); float_type beta_hat = 0.5 * ( this->mu_ - u ) * ( 1. + tmp ); float_type beta_bar = beta_hat * std::pow(1. - threshold_probability_, xi_hat); |