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Diffstat (limited to 'boost/accumulators/statistics/weighted_moment.hpp')
-rw-r--r-- | boost/accumulators/statistics/weighted_moment.hpp | 96 |
1 files changed, 96 insertions, 0 deletions
diff --git a/boost/accumulators/statistics/weighted_moment.hpp b/boost/accumulators/statistics/weighted_moment.hpp new file mode 100644 index 0000000000..f49c362d95 --- /dev/null +++ b/boost/accumulators/statistics/weighted_moment.hpp @@ -0,0 +1,96 @@ +/////////////////////////////////////////////////////////////////////////////// +// weighted_moment.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_MOMENT_HPP_EAN_15_11_2005 +#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MOMENT_HPP_EAN_15_11_2005 + +#include <boost/config/no_tr1/cmath.hpp> +#include <boost/mpl/int.hpp> +#include <boost/mpl/assert.hpp> +#include <boost/mpl/placeholders.hpp> +#include <boost/preprocessor/arithmetic/inc.hpp> +#include <boost/preprocessor/repetition/repeat_from_to.hpp> +#include <boost/preprocessor/repetition/enum_trailing_params.hpp> +#include <boost/preprocessor/repetition/enum_trailing_binary_params.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/sample.hpp> +#include <boost/accumulators/framework/depends_on.hpp> +#include <boost/accumulators/statistics_fwd.hpp> +#include <boost/accumulators/statistics/count.hpp> +#include <boost/accumulators/statistics/moment.hpp> // for pow() +#include <boost/accumulators/statistics/sum.hpp> + +namespace boost { namespace accumulators +{ + +namespace impl +{ + /////////////////////////////////////////////////////////////////////////////// + // weighted_moment_impl + template<typename N, typename Sample, typename Weight> + struct weighted_moment_impl + : accumulator_base // TODO: also depends_on sum of powers + { + BOOST_MPL_ASSERT_RELATION(N::value, >, 0); + 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> + weighted_moment_impl(Args const &args) + : sum(args[sample | Sample()] * numeric::one<Weight>::value) + { + } + + template<typename Args> + void operator ()(Args const &args) + { + this->sum += args[weight] * numeric::pow(args[sample], N()); + } + + template<typename Args> + result_type result(Args const &args) const + { + return numeric::average(this->sum, sum_of_weights(args)); + } + + private: + weighted_sample sum; + }; + +} // namespace impl + +/////////////////////////////////////////////////////////////////////////////// +// tag::weighted_moment +// +namespace tag +{ + template<int N> + struct weighted_moment + : depends_on<count, sum_of_weights> + { + /// INTERNAL ONLY + /// + typedef accumulators::impl::weighted_moment_impl<mpl::int_<N>, mpl::_1, mpl::_2> impl; + }; +} + +/////////////////////////////////////////////////////////////////////////////// +// extract::weighted_moment +// +namespace extract +{ + BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_moment, (int)) +} + +using extract::weighted_moment; + +}} // namespace boost::accumulators + +#endif |