Added boost header

test/external/boost/accumulators/statistics/weighted_median.hpp

@@ -0,0 +1,237 @@
+///////////////////////////////////////////////////////////////////////////////
+// weighted_median.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_MEDIAN_HPP_EAN_28_10_2005
+#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEDIAN_HPP_EAN_28_10_2005
+
+#include <boost/mpl/placeholders.hpp>
+#include <boost/range/iterator_range.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>
+#include <boost/accumulators/statistics/count.hpp>
+#include <boost/accumulators/statistics/median.hpp>
+#include <boost/accumulators/statistics/weighted_p_square_quantile.hpp>
+#include <boost/accumulators/statistics/weighted_density.hpp>
+#include <boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp>
+
+namespace boost { namespace accumulators
+{
+
+namespace impl
+{
+    ///////////////////////////////////////////////////////////////////////////////
+    // weighted_median_impl
+    //
+    /**
+        @brief Median estimation for weighted samples based on the \f$P^2\f$ quantile estimator
+
+        The \f$P^2\f$ algorithm for weighted samples is invoked with a quantile probability of 0.5.
+    */
+    template<typename Sample>
+    struct weighted_median_impl
+      : accumulator_base
+    {
+        // for boost::result_of
+        typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
+
+        weighted_median_impl(dont_care) {}
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            return weighted_p_square_quantile_for_median(args);
+        }
+    };
+
+    ///////////////////////////////////////////////////////////////////////////////
+    // with_density_weighted_median_impl
+    //
+    /**
+        @brief Median estimation for weighted samples based on the density estimator
+
+        The algorithm determines the bin in which the \f$0.5*cnt\f$-th sample lies, \f$cnt\f$ being
+        the total number of samples. It returns the approximate horizontal position of this sample,
+        based on a linear interpolation inside the bin.
+    */
+    template<typename Sample>
+    struct with_density_weighted_median_impl
+      : accumulator_base
+    {
+        typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
+        typedef std::vector<std::pair<float_type, float_type> > histogram_type;
+        typedef iterator_range<typename histogram_type::iterator> range_type;
+        // for boost::result_of
+        typedef float_type result_type;
+
+        template<typename Args>
+        with_density_weighted_median_impl(Args const &args)
+          : sum(numeric::average(args[sample | Sample()], (std::size_t)1))
+          , is_dirty(true)
+        {
+        }
+
+        void operator ()(dont_care)
+        {
+            this->is_dirty = true;
+        }
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            if (this->is_dirty)
+            {
+                this->is_dirty = false;
+
+                std::size_t cnt = count(args);
+                range_type histogram = weighted_density(args);
+                typename range_type::iterator it = histogram.begin();
+                while (this->sum < 0.5 * cnt)
+                {
+                    this->sum += it->second * cnt;
+                    ++it;
+                }
+                --it;
+                float_type over = numeric::average(this->sum - 0.5 * cnt, it->second * cnt);
+                this->median = it->first * over + (it + 1)->first * ( 1. - over );
+            }
+
+            return this->median;
+        }
+
+    private:
+        mutable float_type sum;
+        mutable bool is_dirty;
+        mutable float_type median;
+    };
+
+    ///////////////////////////////////////////////////////////////////////////////
+    // with_p_square_cumulative_distribution_weighted_median_impl
+    //
+    /**
+        @brief Median estimation for weighted samples based on the \f$P^2\f$ cumulative distribution estimator
+
+        The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It
+        returns the approximate horizontal position of where the cumulative distribution
+        equals 0.5, based on a linear interpolation inside the bin.
+    */
+    template<typename Sample, typename Weight>
+    struct with_p_square_cumulative_distribution_weighted_median_impl
+      : accumulator_base
+    {
+        typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
+        typedef typename numeric::functional::average<weighted_sample, std::size_t>::result_type float_type;
+        typedef std::vector<std::pair<float_type, float_type> > histogram_type;
+        typedef iterator_range<typename histogram_type::iterator> range_type;
+        // for boost::result_of
+        typedef float_type result_type;
+
+        with_p_square_cumulative_distribution_weighted_median_impl(dont_care)
+          : is_dirty(true)
+        {
+        }
+
+        void operator ()(dont_care)
+        {
+            this->is_dirty = true;
+        }
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            if (this->is_dirty)
+            {
+                this->is_dirty = false;
+
+                range_type histogram = weighted_p_square_cumulative_distribution(args);
+                typename range_type::iterator it = histogram.begin();
+                while (it->second < 0.5)
+                {
+                    ++it;
+                }
+                float_type over = numeric::average(it->second - 0.5, it->second - (it - 1)->second);
+                this->median = it->first * over + (it + 1)->first * ( 1. - over );
+            }
+
+            return this->median;
+        }
+    private:
+        mutable bool is_dirty;
+        mutable float_type median;
+    };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::weighted_median
+// tag::with_density_weighted_median
+// tag::with_p_square_cumulative_distribution_weighted_median
+//
+namespace tag
+{
+    struct weighted_median
+      : depends_on<weighted_p_square_quantile_for_median>
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::weighted_median_impl<mpl::_1> impl;
+    };
+    struct with_density_weighted_median
+      : depends_on<count, weighted_density>
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::with_density_weighted_median_impl<mpl::_1> impl;
+    };
+    struct with_p_square_cumulative_distribution_weighted_median
+      : depends_on<weighted_p_square_cumulative_distribution>
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::with_p_square_cumulative_distribution_weighted_median_impl<mpl::_1, mpl::_2> impl;
+    };
+
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::weighted_median
+//
+namespace extract
+{
+    extractor<tag::median> const weighted_median = {};
+
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_median)
+}
+
+using extract::weighted_median;
+// weighted_median(with_p_square_quantile) -> weighted_median
+template<>
+struct as_feature<tag::weighted_median(with_p_square_quantile)>
+{
+    typedef tag::weighted_median type;
+};
+
+// weighted_median(with_density) -> with_density_weighted_median
+template<>
+struct as_feature<tag::weighted_median(with_density)>
+{
+    typedef tag::with_density_weighted_median type;
+};
+
+// weighted_median(with_p_square_cumulative_distribution) -> with_p_square_cumulative_distribution_weighted_median
+template<>
+struct as_feature<tag::weighted_median(with_p_square_cumulative_distribution)>
+{
+    typedef tag::with_p_square_cumulative_distribution_weighted_median type;
+};
+
+}} // namespace boost::accumulators
+
+#endif