summaryrefslogtreecommitdiff
path: root/boost/accumulators/statistics/weighted_moment.hpp
diff options
context:
space:
mode:
Diffstat (limited to 'boost/accumulators/statistics/weighted_moment.hpp')
-rw-r--r--boost/accumulators/statistics/weighted_moment.hpp96
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