/////////////////////////////////////////////////////////////////////////////// | |
// 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::average<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::average(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::average<weighted_sample, Weight>::result_type result_type; | |
template<typename Args> | |
immediate_weighted_mean_impl(Args const &args) | |
: mean( | |
numeric::average( | |
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::average(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 |