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Diffstat (limited to 'boost/accumulators/statistics/rolling_window.hpp')
-rw-r--r-- | boost/accumulators/statistics/rolling_window.hpp | 169 |
1 files changed, 169 insertions, 0 deletions
diff --git a/boost/accumulators/statistics/rolling_window.hpp b/boost/accumulators/statistics/rolling_window.hpp new file mode 100644 index 0000000000..d2f4b0dfe1 --- /dev/null +++ b/boost/accumulators/statistics/rolling_window.hpp @@ -0,0 +1,169 @@ +/////////////////////////////////////////////////////////////////////////////// +// rolling_window.hpp +// +// Copyright 2008 Eric Niebler. Distributed under the Boost +// Software License, Version 1.0. (See accompanying file +// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) + +#ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008 +#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008 + +#include <cstddef> +#include <boost/version.hpp> +#include <boost/assert.hpp> +#include <boost/circular_buffer.hpp> +#include <boost/range/iterator_range.hpp> +#include <boost/accumulators/framework/extractor.hpp> +#include <boost/accumulators/framework/depends_on.hpp> +#include <boost/accumulators/framework/accumulator_base.hpp> +#include <boost/accumulators/framework/parameters/sample.hpp> +#include <boost/accumulators/framework/parameters/accumulator.hpp> +#include <boost/accumulators/numeric/functional.hpp> +#include <boost/accumulators/statistics_fwd.hpp> + +namespace boost { namespace accumulators +{ + +/////////////////////////////////////////////////////////////////////////////// +// tag::rolling_window::size named parameter +BOOST_PARAMETER_NESTED_KEYWORD(tag, rolling_window_size, window_size) + +namespace impl +{ + /////////////////////////////////////////////////////////////////////////////// + // rolling_window_plus1_impl + // stores the latest N+1 samples, where N is specified at construction time + // with the rolling_window_size named parameter + template<typename Sample> + struct rolling_window_plus1_impl + : accumulator_base + { + typedef typename circular_buffer<Sample>::const_iterator const_iterator; + typedef iterator_range<const_iterator> result_type; + + template<typename Args> + rolling_window_plus1_impl(Args const & args) + : buffer_(args[rolling_window_size] + 1) + {} + + #if BOOST_VERSION < 103600 + // Before Boost 1.36, copying a circular buffer didn't copy + // it's capacity, and we need that behavior. + rolling_window_plus1_impl(rolling_window_plus1_impl const &that) + : buffer_(that.buffer_) + { + this->buffer_.set_capacity(that.buffer_.capacity()); + } + + rolling_window_plus1_impl &operator =(rolling_window_plus1_impl const &that) + { + this->buffer_ = that.buffer_; + this->buffer_.set_capacity(that.buffer_.capacity()); + } + #endif + + template<typename Args> + void operator ()(Args const &args) + { + this->buffer_.push_back(args[sample]); + } + + bool full() const + { + return this->buffer_.full(); + } + + // The result of a shifted rolling window is the range including + // everything except the most recently added element. + result_type result(dont_care) const + { + return result_type(this->buffer_.begin(), this->buffer_.end()); + } + + private: + circular_buffer<Sample> buffer_; + }; + + template<typename Args> + bool is_rolling_window_plus1_full(Args const &args) + { + return find_accumulator<tag::rolling_window_plus1>(args[accumulator]).full(); + } + + /////////////////////////////////////////////////////////////////////////////// + // rolling_window_impl + // stores the latest N samples, where N is specified at construction type + // with the rolling_window_size named parameter + template<typename Sample> + struct rolling_window_impl + : accumulator_base + { + typedef typename circular_buffer<Sample>::const_iterator const_iterator; + typedef iterator_range<const_iterator> result_type; + + rolling_window_impl(dont_care) + {} + + template<typename Args> + result_type result(Args const &args) const + { + return rolling_window_plus1(args).advance_begin(is_rolling_window_plus1_full(args)); + } + }; + +} // namespace impl + +/////////////////////////////////////////////////////////////////////////////// +// tag::rolling_window_plus1 +// tag::rolling_window +// +namespace tag +{ + struct rolling_window_plus1 + : depends_on<> + , tag::rolling_window_size + { + /// INTERNAL ONLY + /// + typedef accumulators::impl::rolling_window_plus1_impl< mpl::_1 > impl; + + #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED + /// tag::rolling_window::size named parameter + static boost::parameter::keyword<tag::rolling_window_size> const window_size; + #endif + }; + + struct rolling_window + : depends_on< rolling_window_plus1 > + { + /// INTERNAL ONLY + /// + typedef accumulators::impl::rolling_window_impl< mpl::_1 > impl; + + #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED + /// tag::rolling_window::size named parameter + static boost::parameter::keyword<tag::rolling_window_size> const window_size; + #endif + }; + +} // namespace tag + +/////////////////////////////////////////////////////////////////////////////// +// extract::rolling_window_plus1 +// extract::rolling_window +// +namespace extract +{ + extractor<tag::rolling_window_plus1> const rolling_window_plus1 = {}; + extractor<tag::rolling_window> const rolling_window = {}; + + BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window_plus1) + BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window) +} + +using extract::rolling_window_plus1; +using extract::rolling_window; + +}} // namespace boost::accumulators + +#endif |