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 1 /////////////////////////////////////////////////////////////////////////////// // 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 #include #include #include #include #include #include #include #include #include #include #include #include namespace boost { namespace accumulators { namespace impl { /////////////////////////////////////////////////////////////////////////////// // weighted_mean_impl // lazy, by default template struct weighted_mean_impl : accumulator_base { typedef typename numeric::functional::multiplies::result_type weighted_sample; // for boost::result_of typedef typename numeric::functional::fdiv::result_type result_type; weighted_mean_impl(dont_care) {} template result_type result(Args const &args) const { typedef typename mpl::if_< is_same , tag::weighted_sum , tag::weighted_sum_of_variates >::type weighted_sum_tag; extractor const some_weighted_sum = {}; return numeric::fdiv(some_weighted_sum(args), sum_of_weights(args)); } }; /////////////////////////////////////////////////////////////////////////////// // immediate_weighted_mean_impl // immediate template struct immediate_weighted_mean_impl : accumulator_base { typedef typename numeric::functional::multiplies::result_type weighted_sample; // for boost::result_of typedef typename numeric::functional::fdiv::result_type result_type; template immediate_weighted_mean_impl(Args const &args) : mean( numeric::fdiv( args[parameter::keyword::get() | Sample()] * numeric::one::value , numeric::one::value ) ) { } template 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::get()] * w; this->mean = numeric::fdiv(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 { /// INTERNAL ONLY /// typedef accumulators::impl::weighted_mean_impl impl; }; struct immediate_weighted_mean : depends_on { /// INTERNAL ONLY /// typedef accumulators::impl::immediate_weighted_mean_impl impl; }; template struct weighted_mean_of_variates : depends_on > { /// INTERNAL ONLY /// typedef accumulators::impl::weighted_mean_impl impl; }; template struct immediate_weighted_mean_of_variates : depends_on { /// INTERNAL ONLY /// typedef accumulators::impl::immediate_weighted_mean_impl impl; }; } /////////////////////////////////////////////////////////////////////////////// // extract::weighted_mean // extract::weighted_mean_of_variates // namespace extract { extractor 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 { typedef tag::weighted_mean type; }; // weighted_mean(immediate) -> immediate_weighted_mean template<> struct as_feature { typedef tag::immediate_weighted_mean type; }; // weighted_mean_of_variates(lazy) -> weighted_mean_of_variates template struct as_feature(lazy)> { typedef tag::weighted_mean_of_variates type; }; // weighted_mean_of_variates(immediate) -> immediate_weighted_mean_of_variates template struct as_feature(immediate)> { typedef tag::immediate_weighted_mean_of_variates type; }; }} // namespace boost::accumulators #endif