| /////////////////////////////////////////////////////////////////////////////// |
| // rolling_mean.hpp |
| // Copyright (C) 2008 Eric Niebler. |
| // Copyright (C) 2012 Pieter Bastiaan Ober (Integricom). |
| // 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_ROLLING_MEAN_HPP_EAN_26_12_2008 |
| #define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MEAN_HPP_EAN_26_12_2008 |
| |
| #include <boost/mpl/placeholders.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/rolling_sum.hpp> |
| #include <boost/accumulators/statistics/rolling_count.hpp> |
| |
| namespace boost { namespace accumulators |
| { |
| namespace impl |
| { |
| /////////////////////////////////////////////////////////////////////////////// |
| // lazy_rolling_mean_impl |
| // returns the mean over the rolling window and is calculated only |
| // when the result is requested |
| template<typename Sample> |
| struct lazy_rolling_mean_impl |
| : accumulator_base |
| { |
| // for boost::result_of |
| typedef typename numeric::functional::fdiv<Sample, std::size_t, void, void>::result_type result_type; |
| |
| lazy_rolling_mean_impl(dont_care) |
| { |
| } |
| |
| template<typename Args> |
| result_type result(Args const &args) const |
| { |
| return numeric::fdiv(rolling_sum(args), rolling_count(args)); |
| } |
| }; |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // immediate_rolling_mean_impl |
| // The non-lazy version computes the rolling mean recursively when a new |
| // sample is added |
| template<typename Sample> |
| struct immediate_rolling_mean_impl |
| : accumulator_base |
| { |
| // for boost::result_of |
| typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type result_type; |
| |
| template<typename Args> |
| immediate_rolling_mean_impl(Args const &args) |
| : mean_(numeric::fdiv(args[sample | Sample()],numeric::one<std::size_t>::value)) |
| { |
| } |
| |
| template<typename Args> |
| void operator()(Args const &args) |
| { |
| if(is_rolling_window_plus1_full(args)) |
| { |
| mean_ += numeric::fdiv(args[sample]-rolling_window_plus1(args).front(),rolling_count(args)); |
| } |
| else |
| { |
| result_type prev_mean = mean_; |
| mean_ += numeric::fdiv(args[sample]-prev_mean,rolling_count(args)); |
| } |
| } |
| |
| template<typename Args> |
| result_type result(Args const &) const |
| { |
| return mean_; |
| } |
| |
| private: |
| |
| result_type mean_; |
| }; |
| } // namespace impl |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // tag::lazy_rolling_mean |
| // tag::immediate_rolling_mean |
| // tag::rolling_mean |
| // |
| namespace tag |
| { |
| struct lazy_rolling_mean |
| : depends_on< rolling_sum, rolling_count > |
| { |
| /// INTERNAL ONLY |
| /// |
| typedef accumulators::impl::lazy_rolling_mean_impl< mpl::_1 > impl; |
| |
| #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED |
| /// tag::rolling_window::window_size named parameter |
| static boost::parameter::keyword<tag::rolling_window_size> const window_size; |
| #endif |
| }; |
| |
| struct immediate_rolling_mean |
| : depends_on< rolling_window_plus1, rolling_count> |
| { |
| /// INTERNAL ONLY |
| /// |
| typedef accumulators::impl::immediate_rolling_mean_impl< mpl::_1> impl; |
| |
| #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED |
| /// tag::rolling_window::window_size named parameter |
| static boost::parameter::keyword<tag::rolling_window_size> const window_size; |
| #endif |
| }; |
| |
| // make immediate_rolling_mean the default implementation |
| struct rolling_mean : immediate_rolling_mean {}; |
| } // namespace tag |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // extract::lazy_rolling_mean |
| // extract::immediate_rolling_mean |
| // extract::rolling_mean |
| // |
| namespace extract |
| { |
| extractor<tag::lazy_rolling_mean> const lazy_rolling_mean = {}; |
| extractor<tag::immediate_rolling_mean> const immediate_rolling_mean = {}; |
| extractor<tag::rolling_mean> const rolling_mean = {}; |
| |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(lazy_rolling_mean) |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(immediate_rolling_mean) |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_mean) |
| } |
| |
| using extract::lazy_rolling_mean; |
| using extract::immediate_rolling_mean; |
| using extract::rolling_mean; |
| |
| // rolling_mean(lazy) -> lazy_rolling_mean |
| template<> |
| struct as_feature<tag::rolling_mean(lazy)> |
| { |
| typedef tag::lazy_rolling_mean type; |
| }; |
| |
| // rolling_mean(immediate) -> immediate_rolling_mean |
| template<> |
| struct as_feature<tag::rolling_mean(immediate)> |
| { |
| typedef tag::immediate_rolling_mean type; |
| }; |
| |
| // for the purposes of feature-based dependency resolution, |
| // immediate_rolling_mean provides the same feature as rolling_mean |
| template<> |
| struct feature_of<tag::immediate_rolling_mean> |
| : feature_of<tag::rolling_mean> |
| { |
| }; |
| |
| // for the purposes of feature-based dependency resolution, |
| // lazy_rolling_mean provides the same feature as rolling_mean |
| template<> |
| struct feature_of<tag::lazy_rolling_mean> |
| : feature_of<tag::rolling_mean> |
| { |
| }; |
| }} // namespace boost::accumulators |
| |
| #endif |