| /////////////////////////////////////////////////////////////////////////////// |
| // 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 |