summaryrefslogtreecommitdiff
path: root/boost/accumulators/statistics/moment.hpp
blob: 9ba1e4caaf432a767bc6906fd0ff244203043485 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
///////////////////////////////////////////////////////////////////////////////
// moment.hpp
//
//  Copyright 2005 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_MOMENT_HPP_EAN_15_11_2005
#define BOOST_ACCUMULATORS_STATISTICS_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/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>

namespace boost { namespace numeric
{
    /// INTERNAL ONLY
    ///
    template<typename T>
    T const &pow(T const &x, mpl::int_<1>)
    {
        return x;
    }

    /// INTERNAL ONLY
    ///
    template<typename T, int N>
    T pow(T const &x, mpl::int_<N>)
    {
        using namespace operators;
        T y = numeric::pow(x, mpl::int_<N/2>());
        T z = y * y;
        return (N % 2) ? (z * x) : z;
    }
}}

namespace boost { namespace accumulators
{

namespace impl
{
    ///////////////////////////////////////////////////////////////////////////////
    // moment_impl
    template<typename N, typename Sample>
    struct moment_impl
      : accumulator_base // TODO: also depends_on sum of powers
    {
        BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
        // for boost::result_of
        typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type result_type;

        template<typename Args>
        moment_impl(Args const &args)
          : sum(args[sample | Sample()])
        {
        }

        template<typename Args>
        void operator ()(Args const &args)
        {
            this->sum += numeric::pow(args[sample], N());
        }

        template<typename Args>
        result_type result(Args const &args) const
        {
            return numeric::fdiv(this->sum, count(args));
        }

        // make this accumulator serializeable
        template<class Archive>
        void serialize(Archive & ar, const unsigned int file_version)
        { 
            ar & sum;
        }

    private:
        Sample sum;
    };

} // namespace impl

///////////////////////////////////////////////////////////////////////////////
// tag::moment
//
namespace tag
{
    template<int N>
    struct moment
      : depends_on<count>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::moment_impl<mpl::int_<N>, mpl::_1> impl;
    };
}

///////////////////////////////////////////////////////////////////////////////
// extract::moment
//
namespace extract
{
    BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, moment, (int))
}

using extract::moment;

// So that moment<N> can be automatically substituted with
// weighted_moment<N> when the weight parameter is non-void
template<int N>
struct as_weighted_feature<tag::moment<N> >
{
    typedef tag::weighted_moment<N> type;
};

template<int N>
struct feature_of<tag::weighted_moment<N> >
  : feature_of<tag::moment<N> >
{
};

}} // namespace boost::accumulators

#endif