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///////////////////////////////////////////////////////////////////////////////
// weighted_mean.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_MEAN_HPP_EAN_03_11_2005
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
#include <boost/mpl/assert.hpp>
#include <boost/mpl/eval_if.hpp>
#include <boost/mpl/placeholders.hpp>
#include <boost/type_traits/is_same.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/weights.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/sum.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/weighted_sum.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// weighted_mean_impl
// lazy, by default
template<typename Sample, typename Weight, typename Tag>
struct weighted_mean_impl
: accumulator_base
{
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
// for boost::result_of
typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
weighted_mean_impl(dont_care) {}
template<typename Args>
result_type result(Args const &args) const
{
typedef
typename mpl::if_<
is_same<Tag, tag::sample>
, tag::weighted_sum
, tag::weighted_sum_of_variates<Sample, Tag>
>::type
weighted_sum_tag;
extractor<weighted_sum_tag> const some_weighted_sum = {};
return numeric::fdiv(some_weighted_sum(args), sum_of_weights(args));
}
};
///////////////////////////////////////////////////////////////////////////////
// immediate_weighted_mean_impl
// immediate
template<typename Sample, typename Weight, typename Tag>
struct immediate_weighted_mean_impl
: accumulator_base
{
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
// for boost::result_of
typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
template<typename Args>
immediate_weighted_mean_impl(Args const &args)
: mean(
numeric::fdiv(
args[parameter::keyword<Tag>::get() | Sample()]
* numeric::one<Weight>::value
, numeric::one<Weight>::value
)
)
{
}
template<typename Args>
void operator ()(Args const &args)
{
// Matthias:
// need to pass the argument pack since the weight might be an external
// accumulator set passed as a named parameter
Weight w_sum = sum_of_weights(args);
Weight w = args[weight];
weighted_sample const &s = args[parameter::keyword<Tag>::get()] * w;
this->mean = numeric::fdiv(this->mean * (w_sum - w) + s, w_sum);
}
result_type result(dont_care) const
{
return this->mean;
}
private:
result_type mean;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::weighted_mean
// tag::immediate_weighted_mean
//
namespace tag
{
struct weighted_mean
: depends_on<sum_of_weights, weighted_sum>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
};
struct immediate_weighted_mean
: depends_on<sum_of_weights>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::immediate_weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
};
template<typename VariateType, typename VariateTag>
struct weighted_mean_of_variates
: depends_on<sum_of_weights, weighted_sum_of_variates<VariateType, VariateTag> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
};
template<typename VariateType, typename VariateTag>
struct immediate_weighted_mean_of_variates
: depends_on<sum_of_weights>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::immediate_weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::weighted_mean
// extract::weighted_mean_of_variates
//
namespace extract
{
extractor<tag::mean> const weighted_mean = {};
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_mean_of_variates, (typename)(typename))
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_mean)
}
using extract::weighted_mean;
using extract::weighted_mean_of_variates;
// weighted_mean(lazy) -> weighted_mean
template<>
struct as_feature<tag::weighted_mean(lazy)>
{
typedef tag::weighted_mean type;
};
// weighted_mean(immediate) -> immediate_weighted_mean
template<>
struct as_feature<tag::weighted_mean(immediate)>
{
typedef tag::immediate_weighted_mean type;
};
// weighted_mean_of_variates<VariateType, VariateTag>(lazy) -> weighted_mean_of_variates<VariateType, VariateTag>
template<typename VariateType, typename VariateTag>
struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(lazy)>
{
typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
};
// weighted_mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_weighted_mean_of_variates<VariateType, VariateTag>
template<typename VariateType, typename VariateTag>
struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(immediate)>
{
typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
};
}} // namespace boost::accumulators
#endif
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