FM / statistics

/usr/include/boost/accumulators/statistics/

/usr/include/boost/accumulators/statistics

Name	Size	Mode	Actions
parameters/	-	0755	rm
variates/	-	0755	rm
count.hpp	2013	0644	edit dl rm
covariance.hpp	7137	0644	edit dl rm
density.hpp	10007	0644	edit dl rm
error_of.hpp	2588	0644	edit dl rm
error_of_mean.hpp	2193	0644	edit dl rm
extended_p_square.hpp	11633	0644	edit dl rm
extended_p_square_quantile.hpp	12522	0644	edit dl rm
kurtosis.hpp	3864	0644	edit dl rm
max.hpp	2294	0644	edit dl rm
mean.hpp	9334	0644	edit dl rm
median.hpp	10242	0644	edit dl rm
min.hpp	2294	0644	edit dl rm
moment.hpp	3436	0644	edit dl rm
peaks_over_threshold.hpp	17525	0644	edit dl rm
pot_quantile.hpp	7336	0644	edit dl rm
pot_tail_mean.hpp	7802	0644	edit dl rm
p_square_cumulative_distribution.hpp	955	0644	edit dl rm
p_square_cumul_dist.hpp	10365	0644	edit dl rm
p_square_quantile.hpp	10086	0644	edit dl rm
rolling_count.hpp	2574	0644	edit dl rm
rolling_mean.hpp	6753	0644	edit dl rm
rolling_moment.hpp	3741	0644	edit dl rm
rolling_sum.hpp	2871	0644	edit dl rm
rolling_variance.hpp	9486	0644	edit dl rm
rolling_window.hpp	7254	0644	edit dl rm
skewness.hpp	3691	0644	edit dl rm
stats.hpp	972	0644	edit dl rm
sum.hpp	3884	0644	edit dl rm
sum_kahan.hpp	5104	0644	edit dl rm
tail.hpp	11012	0644	edit dl rm
tail_mean.hpp	9158	0644	edit dl rm
tail_quantile.hpp	5535	0644	edit dl rm
tail_variate.hpp	4504	0644	edit dl rm
tail_variate_means.hpp	10463	0644	edit dl rm
times2_iterator.hpp	1965	0644	edit dl rm
variance.hpp	7522	0644	edit dl rm
weighted_covariance.hpp	5244	0644	edit dl rm
weighted_density.hpp	9518	0644	edit dl rm
weighted_extended_p_square.hpp	12842	0644	edit dl rm
weighted_kurtosis.hpp	4147	0644	edit dl rm
weighted_mean.hpp	6637	0644	edit dl rm
weighted_median.hpp	8667	0644	edit dl rm
weighted_moment.hpp	3384	0644	edit dl rm
weighted_peaks_over_threshold.hpp	12352	0644	edit dl rm
weighted_p_square_cumulative_distribution.hpp	1009	0644	edit dl rm
weighted_p_square_cumul_dist.hpp	11058	0644	edit dl rm
weighted_p_square_quantile.hpp	11110	0644	edit dl rm
weighted_skewness.hpp	3844	0644	edit dl rm
weighted_sum.hpp	3639	0644	edit dl rm
weighted_sum_kahan.hpp	4559	0644	edit dl rm
weighted_tail_mean.hpp	5788	0644	edit dl rm
weighted_tail_quantile.hpp	5135	0644	edit dl rm
weighted_tail_variate_means.hpp	10052	0644	edit dl rm
weighted_variance.hpp	6774	0644	edit dl rm
with_error.hpp	1277	0644	edit dl rm

Edit: /usr/include/boost/accumulators/statistics/weighted_sum_kahan.hpp (4559B)

#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011

#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/parameters/weight.hpp>
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/weighted_sum.hpp>
#include <boost/numeric/conversion/cast.hpp>

namespace boost { namespace accumulators
{

namespace impl
{
#if _MSC_VER > 1400
# pragma float_control(push)
# pragma float_control(precise, on)
#endif

///////////////////////////////////////////////////////////////////////////////
    // weighted_sum_kahan_impl
    template<typename Sample, typename Weight, typename Tag>
    struct weighted_sum_kahan_impl
      : accumulator_base
    {
        typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;

// for boost::result_of
        typedef weighted_sample result_type;

template<typename Args>
        weighted_sum_kahan_impl(Args const &args)
          : weighted_sum_(
                args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value),
                compensation(boost::numeric_cast<weighted_sample>(0.0))
        {
        }

template<typename Args>
        void 
#if BOOST_ACCUMULATORS_GCC_VERSION > 40305
        __attribute__((__optimize__("no-associative-math")))
#endif
        operator ()(Args const &args)
        {
            const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation;
            const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1;
            this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1;
            this->weighted_sum_ = myTmp2;

}

result_type result(dont_care) const
        {
            return this->weighted_sum_;
        }

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

private:
        weighted_sample weighted_sum_;
        weighted_sample compensation;
    };

#if _MSC_VER > 1400
# pragma float_control(pop)
#endif

} // namespace impl

///////////////////////////////////////////////////////////////////////////////
// tag::weighted_sum_kahan
// tag::weighted_sum_of_variates_kahan
//
namespace tag
{
    struct weighted_sum_kahan
      : depends_on<>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl;
    };

template<typename VariateType, typename VariateTag>
    struct weighted_sum_of_variates_kahan
      : depends_on<>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl;
    };

}

///////////////////////////////////////////////////////////////////////////////
// extract::weighted_sum_kahan
// extract::weighted_sum_of_variates_kahan
//
namespace extract
{
    extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {};
    extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {};

BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan)
    BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan)
}

using extract::weighted_sum_kahan;
using extract::weighted_sum_of_variates_kahan;

// weighted_sum(kahan) -> weighted_sum_kahan
template<>
struct as_feature<tag::weighted_sum(kahan)>
{
    typedef tag::weighted_sum_kahan type;
};

template<typename VariateType, typename VariateTag>
struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> >
  : feature_of<tag::abstract_weighted_sum_of_variates>
{
};

}} // namespace boost::accumulators

#endif

/////////////////////////////////////////////////////////////////////////////// // weighted_sum_kahan.hpp // // Copyright 2011 Simon West. 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_SUM_KAHAN_HPP_EAN_11_05_2011 #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011 #include #include #include #include #include #include #include #include #include #include #include namespace boost { namespace accumulators { namespace impl { #if _MSC_VER > 1400 # pragma float_control(push) # pragma float_control(precise, on) #endif /////////////////////////////////////////////////////////////////////////////// // weighted_sum_kahan_impl template struct weighted_sum_kahan_impl : accumulator_base { typedef typename numeric::functional::multiplies::result_type weighted_sample; // for boost::result_of typedef weighted_sample result_type; template weighted_sum_kahan_impl(Args const &args) : weighted_sum_( args[parameter::keyword::get() | Sample()] * numeric::one::value), compensation(boost::numeric_cast(0.0)) { } template void #if BOOST_ACCUMULATORS_GCC_VERSION > 40305 __attribute__((__optimize__("no-associative-math"))) #endif operator ()(Args const &args) { const weighted_sample myTmp1 = args[parameter::keyword::get()] * args[weight] - this->compensation; const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1; this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1; this->weighted_sum_ = myTmp2; } result_type result(dont_care) const { return this->weighted_sum_; } // make this accumulator serializeable template void serialize(Archive & ar, const unsigned int file_version) { ar & weighted_sum_; ar & compensation; } private: weighted_sample weighted_sum_; weighted_sample compensation; }; #if _MSC_VER > 1400 # pragma float_control(pop) #endif } // namespace impl /////////////////////////////////////////////////////////////////////////////// // tag::weighted_sum_kahan // tag::weighted_sum_of_variates_kahan // namespace tag { struct weighted_sum_kahan : depends_on<> { /// INTERNAL ONLY /// typedef accumulators::impl::weighted_sum_kahan_impl impl; }; template struct weighted_sum_of_variates_kahan : depends_on<> { /// INTERNAL ONLY /// typedef accumulators::impl::weighted_sum_kahan_impl impl; }; } /////////////////////////////////////////////////////////////////////////////// // extract::weighted_sum_kahan // extract::weighted_sum_of_variates_kahan // namespace extract { extractor const weighted_sum_kahan = {}; extractor const weighted_sum_of_variates_kahan = {}; BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan) BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan) } using extract::weighted_sum_kahan; using extract::weighted_sum_of_variates_kahan; // weighted_sum(kahan) -> weighted_sum_kahan template<> struct as_feature { typedef tag::weighted_sum_kahan type; }; template struct feature_of > : feature_of { }; }} // namespace boost::accumulators #endif