Added boost header
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Christophe Riccio
189
test/external/boost/accumulators/statistics/weighted_mean.hpp
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189
test/external/boost/accumulators/statistics/weighted_mean.hpp
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///////////////////////////////////////////////////////////////////////////////
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// weighted_mean.hpp
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//
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// Copyright 2006 Eric Niebler, Olivier Gygi. Distributed under the Boost
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// Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
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#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
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#include <boost/mpl/assert.hpp>
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#include <boost/mpl/eval_if.hpp>
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#include <boost/mpl/placeholders.hpp>
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#include <boost/type_traits/is_same.hpp>
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#include <boost/accumulators/framework/accumulator_base.hpp>
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#include <boost/accumulators/framework/extractor.hpp>
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#include <boost/accumulators/numeric/functional.hpp>
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#include <boost/accumulators/framework/parameters/weights.hpp>
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#include <boost/accumulators/framework/depends_on.hpp>
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#include <boost/accumulators/statistics_fwd.hpp>
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#include <boost/accumulators/statistics/sum.hpp>
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#include <boost/accumulators/statistics/mean.hpp>
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#include <boost/accumulators/statistics/weighted_sum.hpp>
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namespace boost { namespace accumulators
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{
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namespace impl
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{
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///////////////////////////////////////////////////////////////////////////////
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// weighted_mean_impl
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// lazy, by default
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template<typename Sample, typename Weight, typename Tag>
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struct weighted_mean_impl
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: accumulator_base
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{
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typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
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// for boost::result_of
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typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type;
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weighted_mean_impl(dont_care) {}
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template<typename Args>
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result_type result(Args const &args) const
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{
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typedef
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typename mpl::if_<
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is_same<Tag, tag::sample>
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, tag::weighted_sum
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, tag::weighted_sum_of_variates<Sample, Tag>
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>::type
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weighted_sum_tag;
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extractor<weighted_sum_tag> const some_weighted_sum = {};
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return numeric::average(some_weighted_sum(args), sum_of_weights(args));
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}
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};
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///////////////////////////////////////////////////////////////////////////////
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// immediate_weighted_mean_impl
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// immediate
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template<typename Sample, typename Weight, typename Tag>
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struct immediate_weighted_mean_impl
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: accumulator_base
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{
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typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
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// for boost::result_of
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typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type;
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template<typename Args>
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immediate_weighted_mean_impl(Args const &args)
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: mean(
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numeric::average(
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args[parameter::keyword<Tag>::get() | Sample()]
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* numeric::one<Weight>::value
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, numeric::one<Weight>::value
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)
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)
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{
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}
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template<typename Args>
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void operator ()(Args const &args)
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{
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// Matthias:
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// need to pass the argument pack since the weight might be an external
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// accumulator set passed as a named parameter
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Weight w_sum = sum_of_weights(args);
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Weight w = args[weight];
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weighted_sample const &s = args[parameter::keyword<Tag>::get()] * w;
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this->mean = numeric::average(this->mean * (w_sum - w) + s, w_sum);
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}
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result_type result(dont_care) const
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{
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return this->mean;
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}
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private:
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result_type mean;
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};
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} // namespace impl
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///////////////////////////////////////////////////////////////////////////////
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// tag::weighted_mean
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// tag::immediate_weighted_mean
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//
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namespace tag
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{
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struct weighted_mean
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: depends_on<sum_of_weights, weighted_sum>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
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};
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struct immediate_weighted_mean
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: depends_on<sum_of_weights>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::immediate_weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
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};
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template<typename VariateType, typename VariateTag>
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struct weighted_mean_of_variates
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: depends_on<sum_of_weights, weighted_sum_of_variates<VariateType, VariateTag> >
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
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};
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template<typename VariateType, typename VariateTag>
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struct immediate_weighted_mean_of_variates
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: depends_on<sum_of_weights>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::immediate_weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
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};
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}
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///////////////////////////////////////////////////////////////////////////////
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// extract::weighted_mean
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// extract::weighted_mean_of_variates
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//
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namespace extract
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{
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extractor<tag::mean> const weighted_mean = {};
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BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_mean_of_variates, (typename)(typename))
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_mean)
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}
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using extract::weighted_mean;
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using extract::weighted_mean_of_variates;
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// weighted_mean(lazy) -> weighted_mean
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template<>
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struct as_feature<tag::weighted_mean(lazy)>
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{
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typedef tag::weighted_mean type;
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};
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// weighted_mean(immediate) -> immediate_weighted_mean
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template<>
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struct as_feature<tag::weighted_mean(immediate)>
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{
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typedef tag::immediate_weighted_mean type;
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};
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// weighted_mean_of_variates<VariateType, VariateTag>(lazy) -> weighted_mean_of_variates<VariateType, VariateTag>
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template<typename VariateType, typename VariateTag>
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struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(lazy)>
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{
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typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
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};
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// weighted_mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_weighted_mean_of_variates<VariateType, VariateTag>
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template<typename VariateType, typename VariateTag>
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struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(immediate)>
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{
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typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
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};
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}} // namespace boost::accumulators
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#endif
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