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-rw-r--r--boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp261
1 files changed, 9 insertions, 252 deletions
diff --git a/boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp b/boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp
index 290f090fe5..918970e8dc 100644
--- a/boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp
+++ b/boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp
@@ -1,262 +1,19 @@
///////////////////////////////////////////////////////////////////////////////
// weighted_p_square_cumulative_distribution.hpp
//
-// Copyright 2006 Daniel Egloff, Olivier Gygi. Distributed under the Boost
+// Copyright 2012 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_WEIGHTED_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_DE_01_01_2006
-#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_DE_01_01_2006
+#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_03_19_2012
+#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_03_19_2012
-#include <vector>
-#include <functional>
-#include <boost/parameter/keyword.hpp>
-#include <boost/mpl/placeholders.hpp>
-#include <boost/range.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/statistics_fwd.hpp>
-#include <boost/accumulators/statistics/count.hpp>
-#include <boost/accumulators/statistics/sum.hpp>
-#include <boost/accumulators/statistics/p_square_cumulative_distribution.hpp> // for named parameter p_square_cumulative_distribution_num_cells
-
-namespace boost { namespace accumulators
-{
-
-namespace impl
-{
- ///////////////////////////////////////////////////////////////////////////////
- // weighted_p_square_cumulative_distribution_impl
- // cumulative distribution calculation (as histogram)
- /**
- @brief Histogram calculation of the cumulative distribution with the \f$P^2\f$ algorithm for weighted samples
-
- A histogram of the sample cumulative distribution is computed dynamically without storing samples
- based on the \f$ P^2 \f$ algorithm for weighted samples. The returned histogram has a specifiable
- amount (num_cells) equiprobable (and not equal-sized) cells.
-
- Note that applying importance sampling results in regions to be more and other regions to be less
- accurately estimated than without importance sampling, i.e., with unweighted samples.
-
- For further details, see
-
- R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
- histograms without storing observations, Communications of the ACM,
- Volume 28 (October), Number 10, 1985, p. 1076-1085.
-
- @param p_square_cumulative_distribution_num_cells
- */
- template<typename Sample, typename Weight>
- struct weighted_p_square_cumulative_distribution_impl
- : accumulator_base
- {
- typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
- typedef typename numeric::functional::average<weighted_sample, std::size_t>::result_type float_type;
- typedef std::vector<std::pair<float_type, float_type> > histogram_type;
- typedef std::vector<float_type> array_type;
- // for boost::result_of
- typedef iterator_range<typename histogram_type::iterator> result_type;
-
- template<typename Args>
- weighted_p_square_cumulative_distribution_impl(Args const &args)
- : num_cells(args[p_square_cumulative_distribution_num_cells])
- , heights(num_cells + 1)
- , actual_positions(num_cells + 1)
- , desired_positions(num_cells + 1)
- , histogram(num_cells + 1)
- , is_dirty(true)
- {
- }
-
- template<typename Args>
- void operator ()(Args const &args)
- {
- this->is_dirty = true;
-
- std::size_t cnt = count(args);
- std::size_t sample_cell = 1; // k
- std::size_t b = this->num_cells;
-
- // accumulate num_cells + 1 first samples
- if (cnt <= b + 1)
- {
- this->heights[cnt - 1] = args[sample];
- this->actual_positions[cnt - 1] = args[weight];
-
- // complete the initialization of heights by sorting
- if (cnt == b + 1)
- {
- //std::sort(this->heights.begin(), this->heights.end());
-
- // TODO: we need to sort the initial samples (in heights) in ascending order and
- // sort their weights (in actual_positions) the same way. The following lines do
- // it, but there must be a better and more efficient way of doing this.
- typename array_type::iterator it_begin, it_end, it_min;
-
- it_begin = this->heights.begin();
- it_end = this->heights.end();
-
- std::size_t pos = 0;
-
- while (it_begin != it_end)
- {
- it_min = std::min_element(it_begin, it_end);
- std::size_t d = std::distance(it_begin, it_min);
- std::swap(*it_begin, *it_min);
- std::swap(this->actual_positions[pos], this->actual_positions[pos + d]);
- ++it_begin;
- ++pos;
- }
-
- // calculate correct initial actual positions
- for (std::size_t i = 1; i < b; ++i)
- {
- this->actual_positions[i] += this->actual_positions[i - 1];
- }
- }
- }
- else
- {
- // find cell k such that heights[k-1] <= args[sample] < heights[k] and adjust extreme values
- if (args[sample] < this->heights[0])
- {
- this->heights[0] = args[sample];
- this->actual_positions[0] = args[weight];
- sample_cell = 1;
- }
- else if (this->heights[b] <= args[sample])
- {
- this->heights[b] = args[sample];
- sample_cell = b;
- }
- else
- {
- typename array_type::iterator it;
- it = std::upper_bound(
- this->heights.begin()
- , this->heights.end()
- , args[sample]
- );
-
- sample_cell = std::distance(this->heights.begin(), it);
- }
-
- // increment positions of markers above sample_cell
- for (std::size_t i = sample_cell; i < b + 1; ++i)
- {
- this->actual_positions[i] += args[weight];
- }
-
- // determine desired marker positions
- for (std::size_t i = 1; i < b + 1; ++i)
- {
- this->desired_positions[i] = this->actual_positions[0]
- + numeric::average((i-1) * (sum_of_weights(args) - this->actual_positions[0]), b);
- }
-
- // adjust heights of markers 2 to num_cells if necessary
- for (std::size_t i = 1; i < b; ++i)
- {
- // offset to desire position
- float_type d = this->desired_positions[i] - this->actual_positions[i];
-
- // offset to next position
- float_type dp = this->actual_positions[i + 1] - this->actual_positions[i];
-
- // offset to previous position
- float_type dm = this->actual_positions[i - 1] - this->actual_positions[i];
-
- // height ds
- float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
- float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
-
- if ( ( d >= 1. && dp > 1. ) || ( d <= -1. && dm < -1. ) )
- {
- short sign_d = static_cast<short>(d / std::abs(d));
-
- // try adjusting heights[i] using p-squared formula
- float_type h = this->heights[i] + sign_d / (dp - dm) * ( (sign_d - dm) * hp + (dp - sign_d) * hm );
-
- if ( this->heights[i - 1] < h && h < this->heights[i + 1] )
- {
- this->heights[i] = h;
- }
- else
- {
- // use linear formula
- if (d>0)
- {
- this->heights[i] += hp;
- }
- if (d<0)
- {
- this->heights[i] -= hm;
- }
- }
- this->actual_positions[i] += sign_d;
- }
- }
- }
- }
-
- template<typename Args>
- result_type result(Args const &args) const
- {
- if (this->is_dirty)
- {
- this->is_dirty = false;
-
- // creates a vector of std::pair where each pair i holds
- // the values heights[i] (x-axis of histogram) and
- // actual_positions[i] / sum_of_weights (y-axis of histogram)
-
- for (std::size_t i = 0; i < this->histogram.size(); ++i)
- {
- this->histogram[i] = std::make_pair(this->heights[i], numeric::average(this->actual_positions[i], sum_of_weights(args)));
- }
- }
-
- return make_iterator_range(this->histogram);
- }
-
- private:
- std::size_t num_cells; // number of cells b
- array_type heights; // q_i
- array_type actual_positions; // n_i
- array_type desired_positions; // n'_i
- mutable histogram_type histogram; // histogram
- mutable bool is_dirty;
- };
-
-} // namespace detail
-
-///////////////////////////////////////////////////////////////////////////////
-// tag::weighted_p_square_cumulative_distribution
-//
-namespace tag
-{
- struct weighted_p_square_cumulative_distribution
- : depends_on<count, sum_of_weights>
- , p_square_cumulative_distribution_num_cells
- {
- typedef accumulators::impl::weighted_p_square_cumulative_distribution_impl<mpl::_1, mpl::_2> impl;
- };
-}
-
-///////////////////////////////////////////////////////////////////////////////
-// extract::weighted_p_square_cumulative_distribution
-//
-namespace extract
-{
- extractor<tag::weighted_p_square_cumulative_distribution> const weighted_p_square_cumulative_distribution = {};
-
- BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_p_square_cumulative_distribution)
-}
-
-using extract::weighted_p_square_cumulative_distribution;
+#if defined(_MSC_VER) || defined(__BORLANDC__) || defined(__DMC__)
+# pragma message ("Warning: This header is deprecated. Please use: boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp")
+#elif defined(__GNUC__) || defined(__HP_aCC) || defined(__SUNPRO_CC) || defined(__IBMCPP__)
+# warning "This header is deprecated. Please use: boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp"
+#endif
-}} // namespace boost::accumulators
+#include <boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp>
#endif