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/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/tail.hpp (11012B)

///////////////////////////////////////////////////////////////////////////////
// tail.hpp
//
//  Copyright 2005 Eric Niebler, Michael Gauckler. 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_TAIL_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_TAIL_HPP_EAN_28_10_2005

#include <vector>
#include <functional>
#include <boost/assert.hpp>
#include <boost/range.hpp>
#include <boost/mpl/if.hpp>
#include <boost/mpl/or.hpp>
#include <boost/mpl/placeholders.hpp>
#include <boost/parameter/keyword.hpp>
#include <boost/iterator/reverse_iterator.hpp>
#include <boost/iterator/permutation_iterator.hpp>
#include <boost/accumulators/accumulators_fwd.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>

namespace boost { namespace accumulators
{
///////////////////////////////////////////////////////////////////////////////
// cache_size named parameters
BOOST_PARAMETER_NESTED_KEYWORD(tag, right_tail_cache_size, cache_size)
BOOST_PARAMETER_NESTED_KEYWORD(tag, left_tail_cache_size, cache_size)

BOOST_ACCUMULATORS_IGNORE_GLOBAL(right_tail_cache_size)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(left_tail_cache_size)

namespace detail
{
    ///////////////////////////////////////////////////////////////////////////////
    // tail_range
    /// INTERNAL ONLY
    ///
    template<typename ElementIterator, typename IndexIterator>
    struct tail_range
    {
        typedef boost::iterator_range<
            boost::reverse_iterator<boost::permutation_iterator<ElementIterator, IndexIterator> >
        > type;
    };

///////////////////////////////////////////////////////////////////////////////
    // make_tail_range
    /// INTERNAL ONLY
    ///
    template<typename ElementIterator, typename IndexIterator>
    typename tail_range<ElementIterator, IndexIterator>::type
    make_tail_range(ElementIterator elem_begin, IndexIterator index_begin, IndexIterator index_end)
    {
        return boost::make_iterator_range(
            boost::make_reverse_iterator(
                boost::make_permutation_iterator(elem_begin, index_end)
            )
          , boost::make_reverse_iterator(
                boost::make_permutation_iterator(elem_begin, index_begin)
            )
        );
    }

///////////////////////////////////////////////////////////////////////////////
    // stat_assign_visitor
    /// INTERNAL ONLY
    ///
    template<typename Args>
    struct stat_assign_visitor
    {
        stat_assign_visitor(Args const &a, std::size_t i)
          : args(a)
          , index(i)
        {
        }

template<typename Stat>
        void operator ()(Stat &stat) const
        {
            stat.assign(this->args, this->index);
        }

private:
        stat_assign_visitor &operator =(stat_assign_visitor const &);
        Args const &args;
        std::size_t index;
    };

///////////////////////////////////////////////////////////////////////////////
    // stat_assign
    /// INTERNAL ONLY
    ///
    template<typename Args>
    inline stat_assign_visitor<Args> const stat_assign(Args const &args, std::size_t index)
    {
        return stat_assign_visitor<Args>(args, index);
    }

///////////////////////////////////////////////////////////////////////////////
    // is_tail_variate_feature
    /// INTERNAL ONLY
    ///
    template<typename Stat, typename LeftRight>
    struct is_tail_variate_feature
      : mpl::false_
    {
    };

/// INTERNAL ONLY
    ///
    template<typename VariateType, typename VariateTag, typename LeftRight>
    struct is_tail_variate_feature<tag::tail_variate<VariateType, VariateTag, LeftRight>, LeftRight>
      : mpl::true_
    {
    };

/// INTERNAL ONLY
    ///
    template<typename LeftRight>
    struct is_tail_variate_feature<tag::tail_weights<LeftRight>, LeftRight>
      : mpl::true_
    {
    };

} // namespace detail

namespace impl
{
    ///////////////////////////////////////////////////////////////////////////////
    // tail_impl
    template<typename Sample, typename LeftRight>
    struct tail_impl
      : accumulator_base
    {
        // LeftRight must be either right or left
        BOOST_MPL_ASSERT((
            mpl::or_<is_same<LeftRight, right>, is_same<LeftRight, left> >
        ));

typedef
            typename mpl::if_<
                is_same<LeftRight, right>
              , numeric::functional::greater<Sample const, Sample const>
              , numeric::functional::less<Sample const, Sample const>
            >::type
        predicate_type;

// for boost::result_of
        typedef typename detail::tail_range<
            typename std::vector<Sample>::const_iterator
          , std::vector<std::size_t>::iterator
        >::type result_type;

template<typename Args>
        tail_impl(Args const &args)
          : is_sorted(false)
          , indices()
          , samples(args[tag::tail<LeftRight>::cache_size], args[sample | Sample()])
        {
            this->indices.reserve(this->samples.size());
        }

tail_impl(tail_impl const &that)
          : is_sorted(that.is_sorted)
          , indices(that.indices)
          , samples(that.samples)
        {
            this->indices.reserve(this->samples.size());
        }

// This just stores the heap and the samples.
        // In operator()() below, if we are adding a new sample
        // to the sample cache, we force all the
        // tail_variates to update also. (It's not
        // good enough to wait for the accumulator_set to do it
        // for us because then information about whether a sample
        // was stored and where is lost, and would need to be
        // queried at runtime, which would be slow.) This is
        // implemented as a filtered visitation over the stats,
        // which we can access because args[accumulator] gives us
        // all the stats.

template<typename Args>
        void operator ()(Args const &args)
        {
            if(this->indices.size() < this->samples.size())
            {
                this->indices.push_back(this->indices.size());
                this->assign(args, this->indices.back());
            }
            else if(predicate_type()(args[sample], this->samples[this->indices[0]]))
            {
                std::pop_heap(this->indices.begin(), this->indices.end(), indirect_cmp(this->samples));
                this->assign(args, this->indices.back());
            }
        }

result_type result(dont_care) const
        {
            if(!this->is_sorted)
            {
                // Must use the same predicate here as in push_heap/pop_heap above.
                std::sort_heap(this->indices.begin(), this->indices.end(), indirect_cmp(this->samples));
                // sort_heap puts elements in reverse order. Calling std::reverse
                // turns the sorted sequence back into a valid heap.
                std::reverse(this->indices.begin(), this->indices.end());
                this->is_sorted = true;
            }

return detail::make_tail_range(
                this->samples.begin()
              , this->indices.begin()
              , this->indices.end()
            );
        }

private:

struct is_tail_variate
        {
            template<typename T>
            struct apply
              : detail::is_tail_variate_feature<
                    typename detail::feature_tag<T>::type
                  , LeftRight
                >
            {};
        };

template<typename Args>
        void assign(Args const &args, std::size_t index)
        {
            BOOST_ASSERT(index < this->samples.size());
            this->samples[index] = args[sample];
            std::push_heap(this->indices.begin(), this->indices.end(), indirect_cmp(this->samples));
            this->is_sorted = false;
            // Tell the tail variates to store their values also
            args[accumulator].template visit_if<is_tail_variate>(detail::stat_assign(args, index));
        }

///////////////////////////////////////////////////////////////////////////////
        //
        struct indirect_cmp
        {
            typedef std::size_t first_argument_type;
            typedef std::size_t second_argument_type;
            typedef bool result_type;

indirect_cmp(std::vector<Sample> const &s)
              : samples(s)
            {
            }

bool operator ()(std::size_t left, std::size_t right) const
            {
                return predicate_type()(this->samples[left], this->samples[right]);
            }

private:
            indirect_cmp &operator =(indirect_cmp const &);
            std::vector<Sample> const &samples;
        };

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

private:
        mutable bool is_sorted;
        mutable std::vector<std::size_t> indices;
        std::vector<Sample> samples;
    };

} // namespace impl

// TODO The templatized tag::tail below should inherit from the correct named parameter.
// The following lines provide a workaround, but there must be a better way of doing this.
template<typename T>
struct tail_cache_size_named_arg
{
};
template<>
struct tail_cache_size_named_arg<left>
  : tag::left_tail_cache_size
{
};
template<>
struct tail_cache_size_named_arg<right>
  : tag::right_tail_cache_size
{
};

///////////////////////////////////////////////////////////////////////////////
// tag::tail<>
//
namespace tag
{
    template<typename LeftRight>
    struct tail
      : depends_on<>
      , tail_cache_size_named_arg<LeftRight>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::tail_impl<mpl::_1, LeftRight> impl;

#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
        /// tag::tail<LeftRight>::cache_size named parameter
        static boost::parameter::keyword<tail_cache_size_named_arg<LeftRight> > const cache_size;
        #endif
    };

struct abstract_tail
      : depends_on<>
    {
    };
}

///////////////////////////////////////////////////////////////////////////////
// extract::tail
//
namespace extract
{
    extractor<tag::abstract_tail> const tail = {};

BOOST_ACCUMULATORS_IGNORE_GLOBAL(tail)
}

using extract::tail;

template<typename LeftRight>
struct feature_of<tag::tail<LeftRight> >
  : feature_of<tag::abstract_tail>
{
};

}} // namespace boost::accumulators

#endif

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