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Editing: weighted_mean.hpp
/////////////////////////////////////////////////////////////////////////////// // 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; } // make this accumulator serializeable template<class Archive> 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<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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