| /////////////////////////////////////////////////////////////////////////////// |
| // rolling_moment.hpp |
| // Copyright 2005 Eric Niebler. |
| // Copyright (C) 2014 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_MOMENT_HPP_EAN_27_11_2005 |
| #define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005 |
| |
| #include <boost/config/no_tr1/cmath.hpp> |
| #include <boost/mpl/int.hpp> |
| #include <boost/mpl/assert.hpp> |
| #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/moment.hpp> |
| #include <boost/accumulators/statistics/rolling_count.hpp> |
| |
| namespace boost { namespace accumulators |
| { |
| namespace impl |
| { |
| /////////////////////////////////////////////////////////////////////////////// |
| // rolling_moment_impl |
| template<typename N, typename Sample> |
| struct rolling_moment_impl |
| : accumulator_base |
| { |
| BOOST_MPL_ASSERT_RELATION(N::value, >, 0); |
| // for boost::result_of |
| typedef typename numeric::functional::fdiv<Sample, std::size_t,void,void>::result_type result_type; |
| |
| template<typename Args> |
| rolling_moment_impl(Args const &args) |
| : sum_(args[sample | Sample()]) |
| { |
| } |
| |
| template<typename Args> |
| void operator ()(Args const &args) |
| { |
| if(is_rolling_window_plus1_full(args)) |
| { |
| this->sum_ -= numeric::pow(rolling_window_plus1(args).front(), N()); |
| } |
| this->sum_ += numeric::pow(args[sample], N()); |
| } |
| |
| template<typename Args> |
| result_type result(Args const &args) const |
| { |
| return numeric::fdiv(this->sum_, rolling_count(args)); |
| } |
| |
| private: |
| result_type sum_; |
| }; |
| } // namespace impl |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // tag::rolling_moment |
| // |
| namespace tag |
| { |
| template<int N> |
| struct rolling_moment |
| : depends_on< rolling_window_plus1, rolling_count> |
| { |
| /// INTERNAL ONLY |
| /// |
| typedef accumulators::impl::rolling_moment_impl<mpl::int_<N>, 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 |
| }; |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // extract::rolling_moment |
| // |
| namespace extract |
| { |
| BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, rolling_moment, (int)) |
| } |
| |
| using extract::rolling_moment; |
| |
| // There is no weighted_rolling_moment (yet)... |
| // |
| //// So that rolling_moment<N> can be automatically substituted with |
| //// weighted_rolling_moment<N> when the weight parameter is non-void |
| //template<int N> |
| //struct as_weighted_feature<tag::rolling_moment<N> > |
| //{ |
| // typedef tag::weighted_rolling_moment<N> type; |
| //}; |
| // |
| //template<int N> |
| //struct feature_of<tag::weighted_rolling_moment<N> > |
| // : feature_of<tag::rolling_moment<N> > |
| //{ |
| //}; |
| }} // namespace boost::accumulators |
| |
| #endif |