/////////////////////////////////////////////////////////////////////////////// // weighted_median.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_MEDIAN_HPP_EAN_28_10_2005 #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEDIAN_HPP_EAN_28_10_2005 #include #include #include #include #include #include #include #include #include #include #include #include #include namespace boost { namespace accumulators { namespace impl { /////////////////////////////////////////////////////////////////////////////// // weighted_median_impl // /** @brief Median estimation for weighted samples based on the \f$P^2\f$ quantile estimator The \f$P^2\f$ algorithm for weighted samples is invoked with a quantile probability of 0.5. */ template struct weighted_median_impl : accumulator_base { // for boost::result_of typedef typename numeric::functional::average::result_type result_type; weighted_median_impl(dont_care) {} template result_type result(Args const &args) const { return weighted_p_square_quantile_for_median(args); } }; /////////////////////////////////////////////////////////////////////////////// // with_density_weighted_median_impl // /** @brief Median estimation for weighted samples based on the density estimator The algorithm determines the bin in which the \f$0.5*cnt\f$-th sample lies, \f$cnt\f$ being the total number of samples. It returns the approximate horizontal position of this sample, based on a linear interpolation inside the bin. */ template struct with_density_weighted_median_impl : accumulator_base { typedef typename numeric::functional::average::result_type float_type; typedef std::vector > histogram_type; typedef iterator_range range_type; // for boost::result_of typedef float_type result_type; template with_density_weighted_median_impl(Args const &args) : sum(numeric::average(args[sample | Sample()], (std::size_t)1)) , is_dirty(true) { } void operator ()(dont_care) { this->is_dirty = true; } template result_type result(Args const &args) const { if (this->is_dirty) { this->is_dirty = false; std::size_t cnt = count(args); range_type histogram = weighted_density(args); typename range_type::iterator it = histogram.begin(); while (this->sum < 0.5 * cnt) { this->sum += it->second * cnt; ++it; } --it; float_type over = numeric::average(this->sum - 0.5 * cnt, it->second * cnt); this->median = it->first * over + (it + 1)->first * ( 1. - over ); } return this->median; } private: mutable float_type sum; mutable bool is_dirty; mutable float_type median; }; /////////////////////////////////////////////////////////////////////////////// // with_p_square_cumulative_distribution_weighted_median_impl // /** @brief Median estimation for weighted samples based on the \f$P^2\f$ cumulative distribution estimator The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It returns the approximate horizontal position of where the cumulative distribution equals 0.5, based on a linear interpolation inside the bin. */ template struct with_p_square_cumulative_distribution_weighted_median_impl : accumulator_base { typedef typename numeric::functional::multiplies::result_type weighted_sample; typedef typename numeric::functional::average::result_type float_type; typedef std::vector > histogram_type; typedef iterator_range range_type; // for boost::result_of typedef float_type result_type; with_p_square_cumulative_distribution_weighted_median_impl(dont_care) : is_dirty(true) { } void operator ()(dont_care) { this->is_dirty = true; } template result_type result(Args const &args) const { if (this->is_dirty) { this->is_dirty = false; range_type histogram = weighted_p_square_cumulative_distribution(args); typename range_type::iterator it = histogram.begin(); while (it->second < 0.5) { ++it; } float_type over = numeric::average(it->second - 0.5, it->second - (it - 1)->second); this->median = it->first * over + (it + 1)->first * ( 1. - over ); } return this->median; } private: mutable bool is_dirty; mutable float_type median; }; } // namespace impl /////////////////////////////////////////////////////////////////////////////// // tag::weighted_median // tag::with_density_weighted_median // tag::with_p_square_cumulative_distribution_weighted_median // namespace tag { struct weighted_median : depends_on { /// INTERNAL ONLY /// typedef accumulators::impl::weighted_median_impl impl; }; struct with_density_weighted_median : depends_on { /// INTERNAL ONLY /// typedef accumulators::impl::with_density_weighted_median_impl impl; }; struct with_p_square_cumulative_distribution_weighted_median : depends_on { /// INTERNAL ONLY /// typedef accumulators::impl::with_p_square_cumulative_distribution_weighted_median_impl impl; }; } /////////////////////////////////////////////////////////////////////////////// // extract::weighted_median // namespace extract { extractor const weighted_median = {}; BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_median) } using extract::weighted_median; // weighted_median(with_p_square_quantile) -> weighted_median template<> struct as_feature { typedef tag::weighted_median type; }; // weighted_median(with_density) -> with_density_weighted_median template<> struct as_feature { typedef tag::with_density_weighted_median type; }; // weighted_median(with_p_square_cumulative_distribution) -> with_p_square_cumulative_distribution_weighted_median template<> struct as_feature { typedef tag::with_p_square_cumulative_distribution_weighted_median type; }; }} // namespace boost::accumulators #endif