/usr/include/boost/accumulators/statistics
Edit: /usr/include/boost/accumulators/statistics/weighted_mean.hpp (6637B)
///////////////////////////////////////////////////////////////////////////////
// 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
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// weighted_mean_impl
// lazy, by default
template
struct weighted_mean_impl
: accumulator_base
{
typedef typename numeric::functional::multiplies::result_type weighted_sample;
// for boost::result_of
typedef typename numeric::functional::fdiv::result_type result_type;
weighted_mean_impl(dont_care) {}
template
result_type result(Args const &args) const
{
typedef
typename mpl::if_<
is_same
, tag::weighted_sum
, tag::weighted_sum_of_variates
>::type
weighted_sum_tag;
extractor const some_weighted_sum = {};
return numeric::fdiv(some_weighted_sum(args), sum_of_weights(args));
}
};
///////////////////////////////////////////////////////////////////////////////
// immediate_weighted_mean_impl
// immediate
template
struct immediate_weighted_mean_impl
: accumulator_base
{
typedef typename numeric::functional::multiplies::result_type weighted_sample;
// for boost::result_of
typedef typename numeric::functional::fdiv::result_type result_type;
template
immediate_weighted_mean_impl(Args const &args)
: mean(
numeric::fdiv(
args[parameter::keyword::get() | Sample()]
* numeric::one::value
, numeric::one::value
)
)
{
}
template
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::get()] * w;
this->mean = numeric::fdiv(this->mean * (w_sum - w) + s, w_sum);
}
result_type result(dont_care) const
{
return this->mean;
}
// make this accumulator serializeable
template
void serialize(Archive & ar, const unsigned int file_version)
{
ar & mean;
}
private:
result_type mean;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::weighted_mean
// tag::immediate_weighted_mean
//
namespace tag
{
struct weighted_mean
: depends_on
{
/// INTERNAL ONLY
///
typedef accumulators::impl::weighted_mean_impl impl;
};
struct immediate_weighted_mean
: depends_on
{
/// INTERNAL ONLY
///
typedef accumulators::impl::immediate_weighted_mean_impl impl;
};
template
struct weighted_mean_of_variates
: depends_on >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::weighted_mean_impl impl;
};
template
struct immediate_weighted_mean_of_variates
: depends_on
{
/// INTERNAL ONLY
///
typedef accumulators::impl::immediate_weighted_mean_impl impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::weighted_mean
// extract::weighted_mean_of_variates
//
namespace extract
{
extractor 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
{
typedef tag::weighted_mean type;
};
// weighted_mean(immediate) -> immediate_weighted_mean
template<>
struct as_feature
{
typedef tag::immediate_weighted_mean type;
};
// weighted_mean_of_variates(lazy) -> weighted_mean_of_variates
template
struct as_feature(lazy)>
{
typedef tag::weighted_mean_of_variates type;
};
// weighted_mean_of_variates(immediate) -> immediate_weighted_mean_of_variates
template
struct as_feature(immediate)>
{
typedef tag::immediate_weighted_mean_of_variates type;
};
}} // namespace boost::accumulators
#endif