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Diffstat (limited to 'boost/accumulators/statistics/weighted_mean.hpp')
| -rw-r--r-- | boost/accumulators/statistics/weighted_mean.hpp | 189 |
1 files changed, 189 insertions, 0 deletions
diff --git a/boost/accumulators/statistics/weighted_mean.hpp b/boost/accumulators/statistics/weighted_mean.hpp new file mode 100644 index 0000000000..c8d651353a --- /dev/null +++ b/boost/accumulators/statistics/weighted_mean.hpp @@ -0,0 +1,189 @@ +/////////////////////////////////////////////////////////////////////////////// +// weighted_mean.hpp +// +// Copyright 2006 Eric Niebler, Olivier Gygi. 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_WEIGHTED_MEAN_HPP_EAN_03_11_2005 +#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005 + +#include <boost/mpl/assert.hpp> +#include <boost/mpl/eval_if.hpp> +#include <boost/mpl/placeholders.hpp> +#include <boost/type_traits/is_same.hpp> +#include <boost/accumulators/framework/accumulator_base.hpp> +#include <boost/accumulators/framework/extractor.hpp> +#include <boost/accumulators/numeric/functional.hpp> +#include <boost/accumulators/framework/parameters/weights.hpp> +#include <boost/accumulators/framework/depends_on.hpp> +#include <boost/accumulators/statistics_fwd.hpp> +#include <boost/accumulators/statistics/sum.hpp> +#include <boost/accumulators/statistics/mean.hpp> +#include <boost/accumulators/statistics/weighted_sum.hpp> + +namespace boost { namespace accumulators +{ + +namespace impl +{ + /////////////////////////////////////////////////////////////////////////////// + // weighted_mean_impl + // lazy, by default + template<typename Sample, typename Weight, typename Tag> + struct weighted_mean_impl + : accumulator_base + { + typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample; + // for boost::result_of + typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type; + + weighted_mean_impl(dont_care) {} + + template<typename Args> + result_type result(Args const &args) const + { + typedef + typename mpl::if_< + is_same<Tag, tag::sample> + , tag::weighted_sum + , tag::weighted_sum_of_variates<Sample, Tag> + >::type + weighted_sum_tag; + + extractor<weighted_sum_tag> const some_weighted_sum = {}; + + return numeric::average(some_weighted_sum(args), sum_of_weights(args)); + } + }; + + /////////////////////////////////////////////////////////////////////////////// + // immediate_weighted_mean_impl + // immediate + template<typename Sample, typename Weight, typename Tag> + struct immediate_weighted_mean_impl + : accumulator_base + { + typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample; + // for boost::result_of + typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type; + + template<typename Args> + immediate_weighted_mean_impl(Args const &args) + : mean( + numeric::average( + args[parameter::keyword<Tag>::get() | Sample()] + * numeric::one<Weight>::value + , numeric::one<Weight>::value + ) + ) + { + } + + template<typename Args> + void operator ()(Args const &args) + { + // Matthias: + // need to pass the argument pack since the weight might be an external + // accumulator set passed as a named parameter + Weight w_sum = sum_of_weights(args); + Weight w = args[weight]; + weighted_sample const &s = args[parameter::keyword<Tag>::get()] * w; + this->mean = numeric::average(this->mean * (w_sum - w) + s, w_sum); + } + + result_type result(dont_care) const + { + return this->mean; + } + + private: + result_type mean; + }; + +} // namespace impl + +/////////////////////////////////////////////////////////////////////////////// +// tag::weighted_mean +// tag::immediate_weighted_mean +// +namespace tag +{ + struct weighted_mean + : depends_on<sum_of_weights, weighted_sum> + { + /// INTERNAL ONLY + /// + typedef accumulators::impl::weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl; + }; + struct immediate_weighted_mean + : depends_on<sum_of_weights> + { + /// INTERNAL ONLY + /// + typedef accumulators::impl::immediate_weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl; + }; + template<typename VariateType, typename VariateTag> + struct weighted_mean_of_variates + : depends_on<sum_of_weights, weighted_sum_of_variates<VariateType, VariateTag> > + { + /// INTERNAL ONLY + /// + typedef accumulators::impl::weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl; + }; + template<typename VariateType, typename VariateTag> + struct immediate_weighted_mean_of_variates + : depends_on<sum_of_weights> + { + /// INTERNAL ONLY + /// + typedef accumulators::impl::immediate_weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl; + }; +} + +/////////////////////////////////////////////////////////////////////////////// +// extract::weighted_mean +// extract::weighted_mean_of_variates +// +namespace extract +{ + extractor<tag::mean> const weighted_mean = {}; + BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_mean_of_variates, (typename)(typename)) + + BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_mean) +} + +using extract::weighted_mean; +using extract::weighted_mean_of_variates; + +// weighted_mean(lazy) -> weighted_mean +template<> +struct as_feature<tag::weighted_mean(lazy)> +{ + typedef tag::weighted_mean type; +}; + +// weighted_mean(immediate) -> immediate_weighted_mean +template<> +struct as_feature<tag::weighted_mean(immediate)> +{ + typedef tag::immediate_weighted_mean type; +}; + +// weighted_mean_of_variates<VariateType, VariateTag>(lazy) -> weighted_mean_of_variates<VariateType, VariateTag> +template<typename VariateType, typename VariateTag> +struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(lazy)> +{ + typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type; +}; + +// weighted_mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_weighted_mean_of_variates<VariateType, VariateTag> +template<typename VariateType, typename VariateTag> +struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(immediate)> +{ + typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type; +}; + +}} // namespace boost::accumulators + +#endif |