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///////////////////////////////////////////////////////////////////////////////
/// \file accumulators.hpp
/// Includes all of the Accumulators Framework
//
// Copyright 2005 Eric Niebler. 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_ACCUMULATORS_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_ACCUMULATORS_HPP_EAN_28_10_2005
#include <boost/accumulators/framework/accumulator_set.hpp>
#include <boost/accumulators/framework/accumulator_concept.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/external.hpp>
#include <boost/accumulators/framework/features.hpp>
#include <boost/accumulators/framework/parameters/accumulator.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/framework/parameters/weight.hpp>
#include <boost/accumulators/framework/parameters/weights.hpp>
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
#include <boost/accumulators/framework/accumulators/droppable_accumulator.hpp>
#include <boost/accumulators/framework/accumulators/reference_accumulator.hpp>
#include <boost/accumulators/framework/accumulators/value_accumulator.hpp>
#endif
///////////////////////////////////////////////////////////////////////////////
// accumulators_fwd.hpp
//
// Copyright 2005 Eric Niebler. 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_ACCUMULATORS_FWD_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_ACCUMULATORS_FWD_HPP_EAN_28_10_2005
#include <boost/config.hpp>
#include <boost/mpl/apply_fwd.hpp> // for mpl::na
#include <boost/mpl/limits/vector.hpp>
#include <boost/preprocessor/arithmetic/inc.hpp>
#include <boost/preprocessor/repetition/enum_params_with_a_default.hpp>
#include <boost/preprocessor/repetition/enum_trailing_params.hpp>
#include <boost/preprocessor/repetition/enum_trailing_binary_params.hpp>
#include <boost/preprocessor/repetition/repeat_from_to.hpp>
#include <boost/accumulators/numeric/functional_fwd.hpp>
#ifndef BOOST_ACCUMULATORS_MAX_FEATURES
/// The maximum number of accumulators that may be put in an accumulator_set.
/// Defaults to BOOST_MPL_LIMIT_VECTOR_SIZE (which defaults to 20).
# define BOOST_ACCUMULATORS_MAX_FEATURES BOOST_MPL_LIMIT_VECTOR_SIZE
#endif
#if BOOST_ACCUMULATORS_MAX_FEATURES > BOOST_MPL_LIMIT_VECTOR_SIZE
# error BOOST_ACCUMULATORS_MAX_FEATURES cannot be larger than BOOST_MPL_LIMIT_VECTOR_SIZE
#endif
#ifndef BOOST_ACCUMULATORS_MAX_ARGS
/// The maximum number of arguments that may be specified to an accumulator_set's
/// accumulation function. Defaults to 15.
# define BOOST_ACCUMULATORS_MAX_ARGS 15
#endif
#if BOOST_WORKAROUND(__GNUC__, == 3) \
|| BOOST_WORKAROUND(__EDG_VERSION__, BOOST_TESTED_AT(306))
# define BOOST_ACCUMULATORS_BROKEN_CONST_OVERLOADS
#endif
#ifdef BOOST_ACCUMULATORS_BROKEN_CONST_OVERLOADS
# include <boost/utility/enable_if.hpp>
# include <boost/type_traits/is_const.hpp>
# define BOOST_ACCUMULATORS_PROTO_DISABLE_IF_IS_CONST(T)\
, typename boost::disable_if<boost::is_const<T> >::type * = 0
#else
# define BOOST_ACCUMULATORS_PROTO_DISABLE_IF_IS_CONST(T)
#endif
#define BOOST_ACCUMULATORS_GCC_VERSION \
(__GNUC__ * 10000 + __GNUC_MINOR__ * 100 + __GNUC_PATCHLEVEL__)
namespace boost { namespace accumulators
{
///////////////////////////////////////////////////////////////////////////////
// Named parameters tags
//
namespace tag
{
struct sample;
struct weight;
struct accumulator;
struct weights;
}
///////////////////////////////////////////////////////////////////////////////
// User-level features
//
namespace tag
{
template<typename ValueType, typename Tag>
struct value;
template<typename Tag>
struct value_tag;
template<typename Referent, typename Tag>
struct reference;
template<typename Tag>
struct reference_tag;
template<typename Type, typename Tag = void, typename AccumulatorSet = void>
struct external;
template<typename Feature>
struct droppable;
}
template<typename Accumulator>
struct droppable_accumulator_base;
template<typename Accumulator>
struct droppable_accumulator;
template<typename Accumulator>
struct with_cached_result;
template<typename Sample, typename Features, typename Weight = void>
struct accumulator_set;
template<typename Feature>
struct extractor;
template<typename Feature>
struct feature_of;
template<typename Feature>
struct as_feature;
template<typename Feature>
struct as_weighted_feature;
template<BOOST_PP_ENUM_PARAMS_WITH_A_DEFAULT(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature, mpl::na)>
struct depends_on;
template<BOOST_PP_ENUM_PARAMS_WITH_A_DEFAULT(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature, mpl::na)>
struct features;
template<typename Feature, typename AccumulatorSet>
typename mpl::apply<AccumulatorSet, Feature>::type const &
find_accumulator(AccumulatorSet const &acc);
template<typename Feature, typename AccumulatorSet>
typename mpl::apply<AccumulatorSet, Feature>::type::result_type
extract_result(AccumulatorSet const &acc);
template<typename Feature, typename AccumulatorSet, typename A1>
typename mpl::apply<AccumulatorSet, Feature>::type::result_type
extract_result(AccumulatorSet const &acc, A1 const &a1);
// ... other overloads generated by Boost.Preprocessor:
/// INTERNAL ONLY
///
#define BOOST_ACCUMULATORS_EXTRACT_RESULT_FWD(z, n, _) \
template< \
typename Feature \
, typename AccumulatorSet \
BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, typename A) \
> \
typename mpl::apply<AccumulatorSet, Feature>::type::result_type \
extract_result( \
AccumulatorSet const &acc \
BOOST_PP_ENUM_TRAILING_BINARY_PARAMS_Z(z, n, A, const &a) \
);
/// INTERNAL ONLY
///
BOOST_PP_REPEAT_FROM_TO(
2
, BOOST_PP_INC(BOOST_ACCUMULATORS_MAX_ARGS)
, BOOST_ACCUMULATORS_EXTRACT_RESULT_FWD
, _
)
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
template<typename Feature, typename AccumulatorSet, typename A1, typename A2 ...>
typename mpl::apply<AccumulatorSet, Feature>::type::result_type
extract_result(AccumulatorSet const &acc, A1 const &a1, A2 const &a2 ...);
#endif
namespace impl
{
using namespace numeric::operators;
template<typename Accumulator, typename Tag>
struct external_impl;
}
namespace detail
{
template<typename Accumulator>
struct feature_tag;
template<typename Feature, typename Sample, typename Weight>
struct to_accumulator;
struct accumulator_set_base;
template<typename T>
struct is_accumulator_set;
inline void ignore_variable(void const *) {}
#define BOOST_ACCUMULATORS_IGNORE_GLOBAL(X)\
namespace detail { inline void BOOST_PP_CAT(ignore_, X)() { boost::accumulators::detail::ignore_variable(&X); } }
}
}} // namespace boost::accumulators
// For defining boost::parameter keywords that can be inherited from to
// get a nested, class-scoped keyword with the requested alias
#define BOOST_PARAMETER_NESTED_KEYWORD(tag_namespace, name, alias) \
namespace tag_namespace \
{ \
template<int Dummy = 0> \
struct name ## _ \
{ \
static char const* keyword_name() \
{ \
return #name; \
} \
static ::boost::parameter::keyword<name ## _<Dummy> > &alias; \
}; \
template<int Dummy> \
::boost::parameter::keyword<name ## _<Dummy> > &name ## _<Dummy>::alias = \
::boost::parameter::keyword<name ## _<Dummy> >::get(); \
typedef name ## _ <> name; \
} \
namespace \
{ \
::boost::parameter::keyword<tag_namespace::name> &name = \
::boost::parameter::keyword<tag_namespace::name>::get(); \
}
#endif
///////////////////////////////////////////////////////////////////////////////
// accumulator_base.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATORS_BASE_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_BASE_HPP_EAN_28_10_2005
#include <boost/mpl/placeholders.hpp>
#include <boost/mpl/joint_view.hpp>
#include <boost/mpl/single_view.hpp>
#include <boost/mpl/fold.hpp>
#include <boost/mpl/contains.hpp>
#include <boost/mpl/empty_sequence.hpp>
#include <boost/accumulators/framework/accumulator_concept.hpp>
namespace boost { namespace accumulators
{
namespace detail
{
typedef void void_;
}
///////////////////////////////////////////////////////////////////////////////
// dont_care
//
struct dont_care
{
template<typename Args>
dont_care(Args const &)
{
}
};
///////////////////////////////////////////////////////////////////////////////
// accumulator_base
//
struct accumulator_base
{
// hidden if defined in derived classes
detail::void_ operator ()(dont_care)
{
}
typedef mpl::false_ is_droppable;
detail::void_ add_ref(dont_care)
{
}
detail::void_ drop(dont_care)
{
}
detail::void_ on_drop(dont_care)
{
}
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// accumulator_concept.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATOR_CONCEPT_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATOR_CONCEPT_HPP_EAN_28_10_2005
#include <boost/concept_check.hpp>
namespace boost { namespace accumulators
{
template<typename Stat>
struct accumulator_concept
{
void constraints()
{
// TODO: define the stat concept
}
Stat stat;
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// external_accumulator.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATORS_EXTERNAL_ACCUMULATOR_HPP_EAN_01_12_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_EXTERNAL_ACCUMULATOR_HPP_EAN_01_12_2005
#include <boost/mpl/placeholders.hpp>
#include <boost/parameter/keyword.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/depends_on.hpp> // for feature_tag
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/accumulators/reference_accumulator.hpp>
namespace boost { namespace accumulators { namespace impl
{
//////////////////////////////////////////////////////////////////////////
// external_impl
/// INTERNAL ONLY
///
template<typename Accumulator, typename Tag>
struct external_impl
: accumulator_base
{
typedef typename Accumulator::result_type result_type;
typedef typename detail::feature_tag<Accumulator>::type feature_tag;
external_impl(dont_care) {}
template<typename Args>
result_type result(Args const &args) const
{
return this->extract_(args, args[parameter::keyword<Tag>::get() | 0]);
}
private:
template<typename Args>
static result_type extract_(Args const &args, int)
{
// No named parameter passed to the extractor. Maybe the external
// feature is held by reference<>.
extractor<feature_tag> extract;
return extract(accumulators::reference_tag<Tag>(args));
}
template<typename Args, typename AccumulatorSet>
static result_type extract_(Args const &, AccumulatorSet const &acc)
{
// OK, a named parameter for this external feature was passed to the
// extractor, so use that.
extractor<feature_tag> extract;
return extract(acc);
}
};
} // namespace impl
namespace tag
{
//////////////////////////////////////////////////////////////////////////
// external
template<typename Feature, typename Tag, typename AccumulatorSet>
struct external
: depends_on<reference<AccumulatorSet, Tag> >
{
typedef
accumulators::impl::external_impl<
detail::to_accumulator<Feature, mpl::_1, mpl::_2>
, Tag
>
impl;
};
template<typename Feature, typename Tag>
struct external<Feature, Tag, void>
: depends_on<>
{
typedef
accumulators::impl::external_impl<
detail::to_accumulator<Feature, mpl::_1, mpl::_2>
, Tag
>
impl;
};
}
// for the purposes of feature-based dependency resolution,
// external_accumulator<Feature, Tag> provides the same feature as Feature
template<typename Feature, typename Tag, typename AccumulatorSet>
struct feature_of<tag::external<Feature, Tag, AccumulatorSet> >
: feature_of<Feature>
{
};
// Note: Usually, the extractor is pulled into the accumulators namespace with
// a using directive, not the tag. But the external<> feature doesn't have an
// extractor, so we can put the external tag in the accumulators namespace
// without fear of a name conflict.
using tag::external;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// reference_accumulator.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATORS_REFERENCE_ACCUMULATOR_HPP_EAN_03_23_2006
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_REFERENCE_ACCUMULATOR_HPP_EAN_03_23_2006
#include <boost/ref.hpp>
#include <boost/mpl/always.hpp>
#include <boost/parameter/keyword.hpp>
#include <boost/accumulators/framework/depends_on.hpp> // for feature_tag
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
//////////////////////////////////////////////////////////////////////////
// reference_accumulator_impl
//
template<typename Referent, typename Tag>
struct reference_accumulator_impl
: accumulator_base
{
typedef Referent &result_type;
template<typename Args>
reference_accumulator_impl(Args const &args)
: ref(args[parameter::keyword<Tag>::get()])
{
}
result_type result(dont_care) const
{
return this->ref;
}
private:
reference_wrapper<Referent> ref;
};
} // namespace impl
namespace tag
{
//////////////////////////////////////////////////////////////////////////
// reference_tag
template<typename Tag>
struct reference_tag
{
};
//////////////////////////////////////////////////////////////////////////
// reference
template<typename Referent, typename Tag>
struct reference
: depends_on<>
{
/// INTERNAL ONLY
///
typedef mpl::always<accumulators::impl::reference_accumulator_impl<Referent, Tag> > impl;
};
}
namespace extract
{
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, reference, (typename)(typename))
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, reference_tag, (typename))
}
using extract::reference;
using extract::reference_tag;
// Map all reference<V,T> features to reference_tag<T> so
// that references can be extracted using reference_tag<T>
// without specifying the referent type.
template<typename ValueType, typename Tag>
struct feature_of<tag::reference<ValueType, Tag> >
: feature_of<tag::reference_tag<Tag> >
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// value_accumulator.hpp
//
// Copyright 2005 Eric Niebler, Daniel Egloff. 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_FRAMEWORK_ACCUMULATORS_VALUE_ACCUMULATOR_HPP_EAN_03_23_2006
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_VALUE_ACCUMULATOR_HPP_EAN_03_23_2006
#include <boost/mpl/always.hpp>
#include <boost/parameter/keyword.hpp>
#include <boost/accumulators/framework/depends_on.hpp> // for feature_tag
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
//////////////////////////////////////////////////////////////////////////
// value_accumulator_impl
template<typename ValueType, typename Tag>
struct value_accumulator_impl
: accumulator_base
{
typedef ValueType result_type;
template<typename Args>
value_accumulator_impl(Args const &args)
: val(args[parameter::keyword<Tag>::get()])
{
}
result_type result(dont_care) const
{
return this->val;
}
private:
ValueType val;
};
} // namespace impl
namespace tag
{
//////////////////////////////////////////////////////////////////////////
// value_tag
template<typename Tag>
struct value_tag
{
};
//////////////////////////////////////////////////////////////////////////
// value
template<typename ValueType, typename Tag>
struct value
: depends_on<>
{
/// INTERNAL ONLY
///
typedef mpl::always<accumulators::impl::value_accumulator_impl<ValueType, Tag> > impl;
};
}
namespace extract
{
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, value, (typename)(typename))
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, value_tag, (typename))
}
using extract::value;
using extract::value_tag;
// Map all value<V,T> features to value_tag<T> so
// that values can be extracted using value_tag<T>
// without specifying the value type.
template<typename ValueType, typename Tag>
struct feature_of<tag::value<ValueType, Tag> >
: feature_of<tag::value_tag<Tag> >
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// external.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_EXTERNAL_HPP_EAN_01_12_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_EXTERNAL_HPP_EAN_01_12_2005
#include <boost/mpl/apply.hpp>
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
//namespace boost { namespace accumulators
//{
//
/////////////////////////////////////////////////////////////////////////////////
//// external
////
//template<typename Type>
//struct external
//{
//};
//
//}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// features.hpp
//
// Copyright 2005 Eric Niebler. 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_STATS_HPP_EAN_08_12_2005
#define BOOST_ACCUMULATORS_STATISTICS_STATS_HPP_EAN_08_12_2005
#include <boost/preprocessor/repetition/enum_params.hpp>
#include <boost/mpl/vector.hpp>
#include <boost/accumulators/accumulators_fwd.hpp>
namespace boost { namespace accumulators
{
///////////////////////////////////////////////////////////////////////////////
// features
//
template<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature)>
struct features
: mpl::vector<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, Feature)>
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// accumulator.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_ACCUMULATOR_HPP_EAN_31_10_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_ACCUMULATOR_HPP_EAN_31_10_2005
#include <boost/parameter/keyword.hpp>
namespace boost { namespace accumulators
{
BOOST_PARAMETER_KEYWORD(tag, accumulator)
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// sample.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_SAMPLE_HPP_EAN_31_10_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_SAMPLE_HPP_EAN_31_10_2005
#include <boost/parameter/keyword.hpp>
namespace boost { namespace accumulators
{
BOOST_PARAMETER_KEYWORD(tag, sample)
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// weight.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_WEIGHT_HPP_EAN_31_10_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_WEIGHT_HPP_EAN_31_10_2005
#include <boost/parameter/keyword.hpp>
namespace boost { namespace accumulators
{
// The weight of a single sample
BOOST_PARAMETER_KEYWORD(tag, weight)
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// weights.hpp
//
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_WEIGHTS_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_WEIGHTS_HPP_EAN_28_10_2005
#include <boost/parameter/keyword.hpp>
namespace boost { namespace accumulators
{
// The weight accumulator
BOOST_PARAMETER_KEYWORD(tag, weights)
}} // namespace boost::accumulators
#endif
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION1_DWA200655_HPP
# define BOOST_DETAIL_FUNCTION1_DWA200655_HPP
# include <boost/concept_check.hpp>
# include <boost/type_traits/remove_reference.hpp>
# include <boost/type_traits/add_const.hpp>
# include <boost/mpl/apply.hpp>
namespace boost { namespace detail {
// A utility for creating unary function objects that play nicely with
// boost::result_of and that handle the forwarding problem.
//
// mpl::apply<F, A0>::type is expected to be a stateless function
// object that accepts an argument of type A0&. It is also expected
// to have a nested ::result_type identical to its return type.
template<typename F>
struct function1
{
template<typename Signature>
struct result
{};
template<typename This, typename A0>
struct result<This(A0)>
{
// How adding const to arguments handles rvalues.
//
// if A0 is arg0 is represents actual argument
// -------- ------- --------------------------
// T const & T const const T lvalue
// T & T non-const T lvalue
// T const T const const T rvalue
// T T const non-const T rvalue
typedef typename remove_reference<
typename add_const< A0 >::type
>::type arg0;
typedef typename mpl::apply1<F, arg0>::type impl;
typedef typename impl::result_type type;
};
// Handles mutable lvalues
template<typename A0>
typename result<function1(A0 &)>::type
operator ()(A0 &a0) const
{
typedef typename result<function1(A0 &)>::impl impl;
typedef typename result<function1(A0 &)>::type type;
typedef A0 &arg0;
BOOST_CONCEPT_ASSERT((UnaryFunction<impl, type, arg0>));
//boost::function_requires<UnaryFunctionConcept<impl, type, arg0> >();
return impl()(a0);
}
// Handles const lvalues and all rvalues
template<typename A0>
typename result<function1(A0 const &)>::type
operator ()(A0 const &a0) const
{
typedef typename result<function1(A0 const &)>::impl impl;
typedef typename result<function1(A0 const &)>::type type;
typedef A0 const &arg0;
BOOST_CONCEPT_ASSERT((UnaryFunction<impl, type, arg0>));
//boost::function_requires<UnaryFunctionConcept<impl, type, arg0> >();
return impl()(a0);
}
};
}} // namespace boost::detail
#endif // BOOST_DETAIL_FUNCTION1_DWA200655_HPP
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION2_DWA200655_HPP
# define BOOST_DETAIL_FUNCTION2_DWA200655_HPP
# define args (2)
# include <boost/accumulators/numeric/detail/function_n.hpp>
#endif // BOOST_DETAIL_FUNCTION2_DWA200655_HPP
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION3_DWA2006514_HPP
# define BOOST_DETAIL_FUNCTION3_DWA2006514_HPP
# define args (3)
# include <boost/accumulators/numeric/detail/function_n.hpp>
#endif // BOOST_DETAIL_FUNCTION3_DWA2006514_HPP
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION4_DWA2006514_HPP
# define BOOST_DETAIL_FUNCTION4_DWA2006514_HPP
# define args (4)
# include <boost/accumulators/numeric/detail/function_n.hpp>
#endif // BOOST_DETAIL_FUNCTION4_DWA2006514_HPP
// Copyright David Abrahams 2006. 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)
//
// #include guards intentionally disabled.
// #ifndef BOOST_DETAIL_FUNCTION_N_DWA2006514_HPP
// # define BOOST_DETAIL_FUNCTION_N_DWA2006514_HPP
#include <boost/mpl/void.hpp>
#include <boost/mpl/apply.hpp>
#include <boost/preprocessor/control/if.hpp>
#include <boost/preprocessor/cat.hpp>
#include <boost/preprocessor/punctuation/comma_if.hpp>
#include <boost/preprocessor/repetition/enum_params.hpp>
#include <boost/preprocessor/repetition/enum_trailing_params.hpp>
#include <boost/preprocessor/repetition/repeat.hpp>
#include <boost/preprocessor/seq/fold_left.hpp>
#include <boost/preprocessor/seq/seq.hpp>
#include <boost/preprocessor/seq/for_each.hpp>
#include <boost/preprocessor/seq/for_each_i.hpp>
#include <boost/preprocessor/seq/for_each_product.hpp>
#include <boost/preprocessor/seq/size.hpp>
#include <boost/type_traits/add_const.hpp>
#include <boost/type_traits/remove_reference.hpp>
namespace boost { namespace detail {
# define BOOST_DETAIL_default_arg(z, n, _) \
typedef mpl::void_ BOOST_PP_CAT(arg, n);
# define BOOST_DETAIL_function_arg(z, n, _) \
typedef typename remove_reference< \
typename add_const< BOOST_PP_CAT(A, n) >::type \
>::type BOOST_PP_CAT(arg, n);
#define BOOST_DETAIL_cat_arg_counts(s, state, n) \
BOOST_PP_IF( \
n \
, BOOST_PP_CAT(state, BOOST_PP_CAT(_, n)) \
, state \
) \
/**/
#define function_name \
BOOST_PP_SEQ_FOLD_LEFT( \
BOOST_DETAIL_cat_arg_counts \
, BOOST_PP_CAT(function, BOOST_PP_SEQ_HEAD(args)) \
, BOOST_PP_SEQ_TAIL(args)(0) \
) \
/**/
template<typename F>
struct function_name
{
BOOST_PP_REPEAT(
BOOST_MPL_LIMIT_METAFUNCTION_ARITY
, BOOST_DETAIL_default_arg
, ~
)
template<typename Signature>
struct result {};
#define BOOST_DETAIL_function_result(r, _, n) \
template<typename This BOOST_PP_ENUM_TRAILING_PARAMS(n, typename A)> \
struct result<This(BOOST_PP_ENUM_PARAMS(n, A))> \
{ \
BOOST_PP_REPEAT(n, BOOST_DETAIL_function_arg, ~) \
typedef \
typename BOOST_PP_CAT(mpl::apply, BOOST_MPL_LIMIT_METAFUNCTION_ARITY)<\
F \
BOOST_PP_ENUM_TRAILING_PARAMS( \
BOOST_MPL_LIMIT_METAFUNCTION_ARITY \
, arg \
) \
>::type \
impl; \
typedef typename impl::result_type type; \
}; \
/**/
BOOST_PP_SEQ_FOR_EACH(BOOST_DETAIL_function_result, _, args)
# define arg_type(r, _, i, is_const) \
BOOST_PP_COMMA_IF(i) BOOST_PP_CAT(A, i) BOOST_PP_CAT(const_if, is_const) &
# define result_(r, n, constness) \
typename result< \
function_name( \
BOOST_PP_SEQ_FOR_EACH_I_R(r, arg_type, ~, constness) \
) \
> \
/**/
# define param(r, _, i, is_const) BOOST_PP_COMMA_IF(i) \
BOOST_PP_CAT(A, i) BOOST_PP_CAT(const_if, is_const) & BOOST_PP_CAT(x, i)
# define param_list(r, n, constness) \
BOOST_PP_SEQ_FOR_EACH_I_R(r, param, ~, constness)
# define call_operator(r, constness) \
template<BOOST_PP_ENUM_PARAMS(BOOST_PP_SEQ_SIZE(constness), typename A)> \
result_(r, BOOST_PP_SEQ_SIZE(constness), constness)::type \
operator ()( param_list(r, BOOST_PP_SEQ_SIZE(constness), constness) ) const \
{ \
typedef result_(r, BOOST_PP_SEQ_SIZE(constness), constness)::impl impl; \
return impl()(BOOST_PP_ENUM_PARAMS(BOOST_PP_SEQ_SIZE(constness), x)); \
} \
/**/
# define const_if0
# define const_if1 const
# define bits(z, n, _) ((0)(1))
# define gen_operator(r, _, n) \
BOOST_PP_SEQ_FOR_EACH_PRODUCT_R( \
r \
, call_operator \
, BOOST_PP_REPEAT(n, bits, ~) \
) \
/**/
BOOST_PP_SEQ_FOR_EACH(
gen_operator
, ~
, args
)
# undef bits
# undef const_if1
# undef const_if0
# undef call_operator
# undef param_list
# undef param
# undef result_
# undef default_
# undef arg_type
# undef gen_operator
# undef function_name
# undef args
};
}} // namespace boost::detail
//#endif // BOOST_DETAIL_FUNCTION_N_DWA2006514_HPP
// Copyright David Abrahams 2006. 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_DETAIL_POD_SINGLETON_DWA200655_HPP
# define BOOST_DETAIL_POD_SINGLETON_DWA200655_HPP
namespace boost { namespace detail {
template<typename T>
struct pod_singleton
{
static T instance;
};
template<typename T>
T pod_singleton<T>::instance;
}} // namespace boost::detail
#endif // BOOST_DETAIL_POD_SINGLETON_DWA200655_HPP
///////////////////////////////////////////////////////////////////////////////
/// \file complex.hpp
///
// Copyright 2005 Eric Niebler. 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_NUMERIC_FUNCTIONAL_COMPLEX_HPP_EAN_01_17_2006
#define BOOST_NUMERIC_FUNCTIONAL_COMPLEX_HPP_EAN_01_17_2006
#ifdef BOOST_NUMERIC_FUNCTIONAL_HPP_INCLUDED
# error Include this file before boost/accumulators/numeric/functional.hpp
#endif
#include <complex>
#include <boost/mpl/or.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/utility/enable_if.hpp>
#include <boost/typeof/std/complex.hpp>
#include <boost/accumulators/numeric/functional_fwd.hpp>
namespace boost { namespace numeric { namespace operators
{
// So that the stats compile when Sample type is std::complex
template<typename T, typename U>
typename
disable_if<
mpl::or_<is_same<T, U>, is_same<std::complex<T>, U> >
, std::complex<T>
>::type
operator *(std::complex<T> ri, U const &u)
{
// BUGBUG promote result to typeof(T()*u) ?
return ri *= static_cast<T>(u);
}
template<typename T, typename U>
typename
disable_if<
mpl::or_<is_same<T, U>, is_same<std::complex<T>, U> >
, std::complex<T>
>::type
operator /(std::complex<T> ri, U const &u)
{
// BUGBUG promote result to typeof(T()*u) ?
return ri /= static_cast<T>(u);
}
}}} // namespace boost::numeric::operators
namespace boost { namespace numeric
{
namespace detail
{
template<typename T>
struct one_complex
{
static std::complex<T> const value;
};
template<typename T>
std::complex<T> const one_complex<T>::value
= std::complex<T>(numeric::one<T>::value, numeric::one<T>::value);
}
/// INTERNAL ONLY
///
template<typename T>
struct one<std::complex<T> >
: detail::one_complex<T>
{
typedef one type;
typedef std::complex<T> value_type;
operator value_type const & () const
{
return detail::one_complex<T>::value;
}
};
}} // namespace boost::numeric
#endif
///////////////////////////////////////////////////////////////////////////////
/// \file functional_fwd.hpp
///
// Copyright 2005 Eric Niebler. 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_NUMERIC_FUNCTIONAL_FWD_HPP_EAN_08_12_2005
#define BOOST_NUMERIC_FUNCTIONAL_FWD_HPP_EAN_08_12_2005
#include <boost/mpl/if.hpp>
#include <boost/mpl/placeholders.hpp>
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/type_traits/is_const.hpp>
namespace boost { namespace numeric
{
// For using directives -- this namespace may be re-opened elsewhere
namespace operators
{}
namespace op
{
using mpl::_;
using mpl::_1;
using mpl::_2;
}
namespace functional
{
using namespace operators;
template<typename T>
struct tag
{
typedef void type;
};
template<typename T>
struct tag<T const>
: tag<T>
{};
template<typename T>
struct tag<T volatile>
: tag<T>
{};
template<typename T>
struct tag<T const volatile>
: tag<T>
{};
template<typename T>
struct static_;
template<typename A0, typename A1>
struct are_integral;
}
/// INTERNAL ONLY
///
#define BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(Name, Op) \
namespace functional \
{ \
template<typename Arg, typename EnableIf = void> \
struct Name ## _base; \
template<typename Arg, typename ArgTag = typename tag<Arg>::type> \
struct Name; \
} \
namespace op \
{ \
struct Name; \
} \
namespace \
{ \
extern op::Name const &Name; \
}
/// INTERNAL ONLY
///
#define BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(Name) \
namespace functional \
{ \
template<typename Left, typename Right, typename EnableIf = void> \
struct result_of_ ## Name; \
template<typename Left, typename Right, typename EnableIf = void> \
struct Name ## _base; \
template< \
typename Left \
, typename Right \
, typename LeftTag = typename tag<Left>::type \
, typename RightTag = typename tag<Right>::type \
> \
struct Name; \
} \
namespace op \
{ \
struct Name; \
} \
namespace \
{ \
extern op::Name const &Name; \
}
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(plus)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(minus)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(multiplies)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(divides)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(modulus)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(greater)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(greater_equal)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(less)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(less_equal)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(equal_to)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(not_equal_to)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(assign)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(plus_assign)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(minus_assign)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(multiplies_assign)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(divides_assign)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(modulus_assign)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(unary_plus, +)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(unary_minus, -)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(complement, ~)
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(logical_not, !)
#undef BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP
#undef BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP
namespace functional
{
template<typename To, typename From, typename EnableIf = void>
struct promote_base;
template<typename Left, typename Right, typename EnableIf = void>
struct min_assign_base;
template<typename Left, typename Right, typename EnableIf = void>
struct max_assign_base;
template<typename Left, typename Right, typename EnableIf = void>
struct average_base;
template<typename Arg, typename EnableIf = void>
struct as_min_base;
template<typename Arg, typename EnableIf = void>
struct as_max_base;
template<typename Arg, typename EnableIf = void>
struct as_zero_base;
template<typename Arg, typename EnableIf = void>
struct as_one_base;
template<typename To, typename From, typename ToTag = typename tag<To>::type, typename FromTag = typename tag<From>::type>
struct promote;
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
struct min_assign;
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
struct max_assign;
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
struct average;
template<typename Arg, typename Tag = typename tag<Arg>::type>
struct as_min;
template<typename Arg, typename Tag = typename tag<Arg>::type>
struct as_max;
template<typename Arg, typename Tag = typename tag<Arg>::type>
struct as_zero;
template<typename Arg, typename Tag = typename tag<Arg>::type>
struct as_one;
}
namespace op
{
template<typename To>
struct promote;
struct min_assign;
struct max_assign;
struct average;
struct as_min;
struct as_max;
struct as_zero;
struct as_one;
}
namespace
{
extern op::min_assign const &min_assign;
extern op::max_assign const &max_assign;
extern op::average const &average;
extern op::as_min const &as_min;
extern op::as_max const &as_max;
extern op::as_zero const &as_zero;
extern op::as_one const &as_one;
}
template<typename To, typename From>
typename lazy_disable_if<is_const<From>, mpl::if_<is_same<To, From>, To &, To> >::type
promote(From &from);
template<typename To, typename From>
typename mpl::if_<is_same<To const, From const>, To const &, To const>::type
promote(From const &from);
template<typename T>
struct default_;
template<typename T>
struct one;
template<typename T>
struct zero;
template<typename T>
struct one_or_default;
template<typename T>
struct zero_or_default;
}} // namespace boost::numeric
#endif
///////////////////////////////////////////////////////////////////////////////
/// \file statistics.hpp
/// Includes all of the Statistical Accumulators Library
//
// Copyright 2005 Eric Niebler. 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_HPP_EAN_01_17_2006
#define BOOST_ACCUMULATORS_STATISTICS_HPP_EAN_01_17_2006
#include <boost/accumulators/statistics/count.hpp>
#include <boost/accumulators/statistics/covariance.hpp>
#include <boost/accumulators/statistics/density.hpp>
#include <boost/accumulators/statistics/error_of.hpp>
#include <boost/accumulators/statistics/error_of_mean.hpp>
#include <boost/accumulators/statistics/extended_p_square.hpp>
#include <boost/accumulators/statistics/extended_p_square_quantile.hpp>
#include <boost/accumulators/statistics/kurtosis.hpp>
#include <boost/accumulators/statistics/max.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/median.hpp>
#include <boost/accumulators/statistics/min.hpp>
#include <boost/accumulators/statistics/moment.hpp>
#include <boost/accumulators/statistics/peaks_over_threshold.hpp>
#include <boost/accumulators/statistics/pot_tail_mean.hpp>
#include <boost/accumulators/statistics/pot_quantile.hpp>
#include <boost/accumulators/statistics/p_square_cumul_dist.hpp>
#include <boost/accumulators/statistics/p_square_quantile.hpp>
#include <boost/accumulators/statistics/skewness.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/sum.hpp>
#include <boost/accumulators/statistics/sum_kahan.hpp>
#include <boost/accumulators/statistics/tail.hpp>
#include <boost/accumulators/statistics/tail_quantile.hpp>
#include <boost/accumulators/statistics/tail_mean.hpp>
#include <boost/accumulators/statistics/tail_variate.hpp>
#include <boost/accumulators/statistics/tail_variate_means.hpp>
#include <boost/accumulators/statistics/variance.hpp>
#include <boost/accumulators/statistics/weighted_covariance.hpp>
#include <boost/accumulators/statistics/weighted_density.hpp>
#include <boost/accumulators/statistics/weighted_kurtosis.hpp>
#include <boost/accumulators/statistics/weighted_extended_p_square.hpp>
#include <boost/accumulators/statistics/weighted_mean.hpp>
#include <boost/accumulators/statistics/weighted_median.hpp>
#include <boost/accumulators/statistics/weighted_moment.hpp>
#include <boost/accumulators/statistics/weighted_peaks_over_threshold.hpp>
#include <boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp>
#include <boost/accumulators/statistics/weighted_p_square_quantile.hpp>
#include <boost/accumulators/statistics/weighted_skewness.hpp>
#include <boost/accumulators/statistics/weighted_sum.hpp>
#include <boost/accumulators/statistics/weighted_sum_kahan.hpp>
#include <boost/accumulators/statistics/weighted_tail_quantile.hpp>
#include <boost/accumulators/statistics/weighted_tail_mean.hpp>
#include <boost/accumulators/statistics/weighted_tail_variate_means.hpp>
#include <boost/accumulators/statistics/weighted_variance.hpp>
#include <boost/accumulators/statistics/with_error.hpp>
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
#include <boost/accumulators/statistics/variates/covariate.hpp>
#endif
///////////////////////////////////////////////////////////////////////////////
// count.hpp
//
// Copyright 2005 Eric Niebler. 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_COUNT_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_COUNT_HPP_EAN_28_10_2005
#include <boost/mpl/always.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// count_impl
struct count_impl
: accumulator_base
{
// for boost::result_of
typedef std::size_t result_type;
count_impl(dont_care)
: cnt(0)
{
}
void operator ()(dont_care)
{
++this->cnt;
}
result_type result(dont_care) const
{
return this->cnt;
}
private:
std::size_t cnt;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::count
//
namespace tag
{
struct count
: depends_on<>
{
/// INTERNAL ONLY
///
typedef mpl::always<accumulators::impl::count_impl> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::count
//
namespace extract
{
extractor<tag::count> const count = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(count)
}
using extract::count;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// covariance.hpp
//
// Copyright 2006 Daniel Egloff, 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_COVARIANCE_HPP_DE_01_01_2006
#define BOOST_ACCUMULATORS_STATISTICS_COVARIANCE_HPP_DE_01_01_2006
#include <vector>
#include <limits>
#include <numeric>
#include <functional>
#include <complex>
#include <boost/mpl/assert.hpp>
#include <boost/mpl/bool.hpp>
#include <boost/range.hpp>
#include <boost/parameter/keyword.hpp>
#include <boost/mpl/placeholders.hpp>
#include <boost/numeric/ublas/io.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/type_traits/is_scalar.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/sample.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/count.hpp>
#include <boost/accumulators/statistics/mean.hpp>
namespace boost { namespace numeric
{
namespace functional
{
struct std_vector_tag;
///////////////////////////////////////////////////////////////////////////////
// functional::outer_product
template<typename Left, typename Right, typename EnableIf = void>
struct outer_product_base
: functional::multiplies<Left, Right>
{};
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
struct outer_product
: outer_product_base<Left, Right, void>
{};
template<typename Left, typename Right>
struct outer_product<Left, Right, std_vector_tag, std_vector_tag>
: std::binary_function<
Left
, Right
, ublas::matrix<
typename functional::multiplies<
typename Left::value_type
, typename Right::value_type
>::result_type
>
>
{
typedef
ublas::matrix<
typename functional::multiplies<
typename Left::value_type
, typename Right::value_type
>::result_type
>
result_type;
result_type
operator ()(Left & left, Right & right) const
{
std::size_t left_size = left.size();
std::size_t right_size = right.size();
result_type result(left_size, right_size);
for (std::size_t i = 0; i < left_size; ++i)
for (std::size_t j = 0; j < right_size; ++j)
result(i,j) = numeric::multiplies(left[i], right[j]);
return result;
}
};
}
namespace op
{
struct outer_product
: boost::detail::function2<functional::outer_product<_1, _2, functional::tag<_1>, functional::tag<_2> > >
{};
}
namespace
{
op::outer_product const &outer_product = boost::detail::pod_singleton<op::outer_product>::instance;
}
}}
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// covariance_impl
//
/**
@brief Covariance Estimator
An iterative Monte Carlo estimator for the covariance \f$\mathrm{Cov}(X,X')\f$, where \f$X\f$ is a sample
and \f$X'\f$ is a variate, is given by:
\f[
\hat{c}_n = \frac{n-1}{n} \hat{c}_{n-1} + \frac{1}{n-1}(X_n - \hat{\mu}_n)(X_n' - \hat{\mu}_n'),\quad n\ge2,\quad\hat{c}_1 = 0,
\f]
\f$\hat{\mu}_n\f$ and \f$\hat{\mu}_n'\f$ being the means of the samples and variates.
*/
template<typename Sample, typename VariateType, typename VariateTag>
struct covariance_impl
: accumulator_base
{
typedef typename numeric::functional::average<Sample, std::size_t>::result_type sample_type;
typedef typename numeric::functional::average<VariateType, std::size_t>::result_type variate_type;
// for boost::result_of
typedef typename numeric::functional::outer_product<sample_type, variate_type>::result_type result_type;
template<typename Args>
covariance_impl(Args const &args)
: cov_(
numeric::outer_product(
numeric::average(args[sample | Sample()], (std::size_t)1)
, numeric::average(args[parameter::keyword<VariateTag>::get() | VariateType()], (std::size_t)1)
)
)
{
}
template<typename Args>
void operator ()(Args const &args)
{
std::size_t cnt = count(args);
if (cnt > 1)
{
extractor<tag::mean_of_variates<VariateType, VariateTag> > const some_mean_of_variates = {};
this->cov_ = this->cov_*(cnt-1.)/cnt
+ numeric::outer_product(
some_mean_of_variates(args) - args[parameter::keyword<VariateTag>::get()]
, mean(args) - args[sample]
) / (cnt-1.);
}
}
result_type result(dont_care) const
{
return this->cov_;
}
private:
result_type cov_;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::covariance
//
namespace tag
{
template<typename VariateType, typename VariateTag>
struct covariance
: depends_on<count, mean, mean_of_variates<VariateType, VariateTag> >
{
typedef accumulators::impl::covariance_impl<mpl::_1, VariateType, VariateTag> impl;
};
struct abstract_covariance
: depends_on<>
{
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::covariance
//
namespace extract
{
extractor<tag::abstract_covariance> const covariance = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(covariance)
}
using extract::covariance;
template<typename VariateType, typename VariateTag>
struct feature_of<tag::covariance<VariateType, VariateTag> >
: feature_of<tag::abstract_covariance>
{
};
// So that covariance can be automatically substituted with
// weighted_covariance when the weight parameter is non-void.
template<typename VariateType, typename VariateTag>
struct as_weighted_feature<tag::covariance<VariateType, VariateTag> >
{
typedef tag::weighted_covariance<VariateType, VariateTag> type;
};
template<typename VariateType, typename VariateTag>
struct feature_of<tag::weighted_covariance<VariateType, VariateTag> >
: feature_of<tag::covariance<VariateType, VariateTag> >
{};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// density.hpp
//
// Copyright 2006 Daniel Egloff, 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_DENSITY_HPP_DE_01_01_2006
#define BOOST_ACCUMULATORS_STATISTICS_DENSITY_HPP_DE_01_01_2006
#include <vector>
#include <limits>
#include <functional>
#include <boost/range.hpp>
#include <boost/parameter/keyword.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/count.hpp>
#include <boost/accumulators/statistics/max.hpp>
#include <boost/accumulators/statistics/min.hpp>
namespace boost { namespace accumulators
{
///////////////////////////////////////////////////////////////////////////////
// cache_size and num_bins named parameters
//
BOOST_PARAMETER_NESTED_KEYWORD(tag, density_cache_size, cache_size)
BOOST_PARAMETER_NESTED_KEYWORD(tag, density_num_bins, num_bins)
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// density_impl
// density histogram
/**
@brief Histogram density estimator
The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins
are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the
maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally,
an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined,
the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is
return, where each pair contains the position of the bin (lower bound) and the samples count (normalized with the
total number of samples).
@param density_cache_size Number of first samples used to determine min and max.
@param density_num_bins Number of bins (two additional bins collect under- and overflow samples).
*/
template<typename Sample>
struct density_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 std::vector<float_type> array_type;
// for boost::result_of
typedef iterator_range<typename histogram_type::iterator> result_type;
template<typename Args>
density_impl(Args const &args)
: cache_size(args[density_cache_size])
, cache(cache_size)
, num_bins(args[density_num_bins])
, samples_in_bin(num_bins + 2, 0.)
, bin_positions(num_bins + 2)
, histogram(
num_bins + 2
, std::make_pair(
numeric::average(args[sample | Sample()],(std::size_t)1)
, numeric::average(args[sample | Sample()],(std::size_t)1)
)
)
, is_dirty(true)
{
}
template<typename Args>
void operator ()(Args const &args)
{
this->is_dirty = true;
std::size_t cnt = count(args);
// Fill up cache with cache_size first samples
if (cnt <= this->cache_size)
{
this->cache[cnt - 1] = args[sample];
}
// Once cache_size samples have been accumulated, create num_bins bins of same size between
// the minimum and maximum of the cached samples as well as an under- and and an overflow bin.
// Store their lower bounds (bin_positions) and fill the bins with the cached samples (samples_in_bin).
if (cnt == this->cache_size)
{
float_type minimum = numeric::average((min)(args), (std::size_t)1);
float_type maximum = numeric::average((max)(args), (std::size_t)1);
float_type bin_size = numeric::average(maximum - minimum, this->num_bins );
// determine bin positions (their lower bounds)
for (std::size_t i = 0; i < this->num_bins + 2; ++i)
{
this->bin_positions[i] = minimum + (i - 1.) * bin_size;
}
for (typename array_type::const_iterator iter = this->cache.begin(); iter != this->cache.end(); ++iter)
{
if (*iter < this->bin_positions[1])
{
++(this->samples_in_bin[0]);
}
else if (*iter >= this->bin_positions[this->num_bins + 1])
{
++(this->samples_in_bin[this->num_bins + 1]);
}
else
{
typename array_type::iterator it = std::upper_bound(
this->bin_positions.begin()
, this->bin_positions.end()
, *iter
);
std::size_t d = std::distance(this->bin_positions.begin(), it);
++(this->samples_in_bin[d - 1]);
}
}
}
// Add each subsequent sample to the correct bin
else if (cnt > this->cache_size)
{
if (args[sample] < this->bin_positions[1])
{
++(this->samples_in_bin[0]);
}
else if (args[sample] >= this->bin_positions[this->num_bins + 1])
{
++(this->samples_in_bin[this->num_bins + 1]);
}
else
{
typename array_type::iterator it = std::upper_bound(
this->bin_positions.begin()
, this->bin_positions.end()
, args[sample]
);
std::size_t d = std::distance(this->bin_positions.begin(), it);
++(this->samples_in_bin[d - 1]);
}
}
}
/**
@pre The number of samples must meet or exceed the cache size
*/
template<typename Args>
result_type result(Args const &args) const
{
if (this->is_dirty)
{
this->is_dirty = false;
// creates a vector of std::pair where each pair i holds
// the values bin_positions[i] (x-axis of histogram) and
// samples_in_bin[i] / cnt (y-axis of histogram).
for (std::size_t i = 0; i < this->num_bins + 2; ++i)
{
this->histogram[i] = std::make_pair(this->bin_positions[i], numeric::average(this->samples_in_bin[i], count(args)));
}
}
// returns a range of pairs
return make_iterator_range(this->histogram);
}
private:
std::size_t cache_size; // number of cached samples
array_type cache; // cache to store the first cache_size samples
std::size_t num_bins; // number of bins
array_type samples_in_bin; // number of samples in each bin
array_type bin_positions; // lower bounds of bins
mutable histogram_type histogram; // histogram
mutable bool is_dirty;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::density
//
namespace tag
{
struct density
: depends_on<count, min, max>
, density_cache_size
, density_num_bins
{
/// INTERNAL ONLY
///
typedef accumulators::impl::density_impl<mpl::_1> impl;
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
/// tag::density::cache_size named parameter
/// tag::density::num_bins named parameter
static boost::parameter::keyword<density_cache_size> const cache_size;
static boost::parameter::keyword<density_num_bins> const num_bins;
#endif
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::density
//
namespace extract
{
extractor<tag::density> const density = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(density)
}
using extract::density;
// So that density can be automatically substituted
// with weighted_density when the weight parameter is non-void.
template<>
struct as_weighted_feature<tag::density>
{
typedef tag::weighted_density type;
};
template<>
struct feature_of<tag::weighted_density>
: feature_of<tag::density>
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// error_of.hpp
//
// Copyright 2005 Eric Niebler. 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_ERROR_OF_HPP_EAN_29_11_2005
#define BOOST_ACCUMULATORS_STATISTICS_ERROR_OF_HPP_EAN_29_11_2005
#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
/// INTERNAL ONLY
///
template<typename Feature>
struct this_feature_has_no_error_calculation
: mpl::false_
{
};
///////////////////////////////////////////////////////////////////////////////
// error_of_impl
/// INTERNAL ONLY
///
template<typename Sample, typename Feature>
struct error_of_impl
: accumulator_base
{
// TODO: specialize this on the specific features that have errors we're
// interested in.
BOOST_MPL_ASSERT((this_feature_has_no_error_calculation<Feature>));
// for boost::result_of
typedef int result_type;
error_of_impl(dont_care)
{
}
result_type result(dont_care) const
{
return 0;
}
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::error_of
//
namespace tag
{
template<typename Feature>
struct error_of
: depends_on<Feature>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::error_of_impl<mpl::_1, Feature> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::error_of
//
namespace extract
{
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, error_of, (typename))
}
using extract::error_of;
// make tag::error_of<tag::feature(modifier)> work
template<typename Feature>
struct as_feature<tag::error_of<Feature> >
{
typedef tag::error_of<typename as_feature<Feature>::type> type;
};
// make error_of<tag::mean> work with non-void weights (should become
// error_of<tag::weighted_mean>
template<typename Feature>
struct as_weighted_feature<tag::error_of<Feature> >
{
typedef tag::error_of<typename as_weighted_feature<Feature>::type> type;
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// error_of.hpp
//
// Copyright 2005 Eric Niebler. 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_ERROR_OF_MEAN_HPP_EAN_27_03_2006
#define BOOST_ACCUMULATORS_STATISTICS_ERROR_OF_MEAN_HPP_EAN_27_03_2006
#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/error_of.hpp>
#include <boost/accumulators/statistics/variance.hpp>
#include <boost/accumulators/statistics/count.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// error_of_mean_impl
template<typename Sample, typename Variance>
struct error_of_mean_impl
: accumulator_base
{
// for boost::result_of
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
error_of_mean_impl(dont_care) {}
template<typename Args>
result_type result(Args const &args) const
{
using namespace std;
extractor<Variance> const variance = {};
return sqrt(numeric::average(variance(args), count(args) - 1));
}
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::error_of
//
namespace tag
{
template<>
struct error_of<mean>
: depends_on<lazy_variance, count>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::error_of_mean_impl<mpl::_1, lazy_variance> impl;
};
template<>
struct error_of<immediate_mean>
: depends_on<variance, count>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::error_of_mean_impl<mpl::_1, variance> impl;
};
}
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// kurtosis.hpp
//
// Copyright 2006 Olivier Gygi, Daniel Egloff. 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_KURTOSIS_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_KURTOSIS_HPP_EAN_28_10_2005
#include <limits>
#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/moment.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// kurtosis_impl
/**
@brief Kurtosis estimation
The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central
moment (the variance) of the samples, minus 3. The term \f$ -3 \f$ is added in order to ensure that the normal distribution
has zero kurtosis. The kurtosis can also be expressed by the simple moments:
\f[
\hat{g}_2 =
\frac
{\widehat{m}_n^{(4)}-4\widehat{m}_n^{(3)}\hat{\mu}_n+6\widehat{m}_n^{(2)}\hat{\mu}_n^2-3\hat{\mu}_n^4}
{\left(\widehat{m}_n^{(2)} - \hat{\mu}_n^{2}\right)^2} - 3,
\f]
where \f$ \widehat{m}_n^{(i)} \f$ are the \f$ i \f$-th moment and \f$ \hat{\mu}_n \f$ the mean (first moment) of the
\f$ n \f$ samples.
*/
template<typename Sample>
struct kurtosis_impl
: accumulator_base
{
// for boost::result_of
typedef typename numeric::functional::average<Sample, Sample>::result_type result_type;
kurtosis_impl(dont_care) {}
template<typename Args>
result_type result(Args const &args) const
{
return numeric::average(
accumulators::moment<4>(args)
- 4. * accumulators::moment<3>(args) * mean(args)
+ 6. * accumulators::moment<2>(args) * mean(args) * mean(args)
- 3. * mean(args) * mean(args) * mean(args) * mean(args)
, ( accumulators::moment<2>(args) - mean(args) * mean(args) )
* ( accumulators::moment<2>(args) - mean(args) * mean(args) )
) - 3.;
}
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::kurtosis
//
namespace tag
{
struct kurtosis
: depends_on<mean, moment<2>, moment<3>, moment<4> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::kurtosis_impl<mpl::_1> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::kurtosis
//
namespace extract
{
extractor<tag::kurtosis> const kurtosis = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(kurtosis)
}
using extract::kurtosis;
// So that kurtosis can be automatically substituted with
// weighted_kurtosis when the weight parameter is non-void
template<>
struct as_weighted_feature<tag::kurtosis>
{
typedef tag::weighted_kurtosis type;
};
template<>
struct feature_of<tag::weighted_kurtosis>
: feature_of<tag::kurtosis>
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// max.hpp
//
// Copyright 2005 Eric Niebler. 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_MAX_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_MAX_HPP_EAN_28_10_2005
#include <limits>
#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// max_impl
template<typename Sample>
struct max_impl
: accumulator_base
{
// for boost::result_of
typedef Sample result_type;
template<typename Args>
max_impl(Args const &args)
: max_(numeric::as_min(args[sample | Sample()]))
{
}
template<typename Args>
void operator ()(Args const &args)
{
numeric::max_assign(this->max_, args[sample]);
}
result_type result(dont_care) const
{
return this->max_;
}
private:
Sample max_;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::max
//
namespace tag
{
struct max
: depends_on<>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::max_impl<mpl::_1> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::max
//
namespace extract
{
extractor<tag::max> const max = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(max)
}
using extract::max;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// mean.hpp
//
// Copyright 2005 Eric Niebler. 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_MEAN_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_MEAN_HPP_EAN_28_10_2005
#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/count.hpp>
#include <boost/accumulators/statistics/sum.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// mean_impl
// lazy, by default
template<typename Sample, typename SumFeature>
struct mean_impl
: accumulator_base
{
// for boost::result_of
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
mean_impl(dont_care) {}
template<typename Args>
result_type result(Args const &args) const
{
extractor<SumFeature> sum;
return numeric::average(sum(args), count(args));
}
};
template<typename Sample, typename Tag>
struct immediate_mean_impl
: accumulator_base
{
// for boost::result_of
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
template<typename Args>
immediate_mean_impl(Args const &args)
: mean(numeric::average(args[sample | Sample()], numeric::one<std::size_t>::value))
{
}
template<typename Args>
void operator ()(Args const &args)
{
std::size_t cnt = count(args);
this->mean = numeric::average(
(this->mean * (cnt - 1)) + args[parameter::keyword<Tag>::get()]
, cnt
);
}
result_type result(dont_care) const
{
return this->mean;
}
private:
result_type mean;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::mean
// tag::immediate_mean
// tag::mean_of_weights
// tag::immediate_mean_of_weights
// tag::mean_of_variates
// tag::immediate_mean_of_variates
//
namespace tag
{
struct mean
: depends_on<count, sum>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::mean_impl<mpl::_1, sum> impl;
};
struct immediate_mean
: depends_on<count>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::immediate_mean_impl<mpl::_1, tag::sample> impl;
};
struct mean_of_weights
: depends_on<count, sum_of_weights>
{
typedef mpl::true_ is_weight_accumulator;
/// INTERNAL ONLY
///
typedef accumulators::impl::mean_impl<mpl::_2, sum_of_weights> impl;
};
struct immediate_mean_of_weights
: depends_on<count>
{
typedef mpl::true_ is_weight_accumulator;
/// INTERNAL ONLY
///
typedef accumulators::impl::immediate_mean_impl<mpl::_2, tag::weight> impl;
};
template<typename VariateType, typename VariateTag>
struct mean_of_variates
: depends_on<count, sum_of_variates<VariateType, VariateTag> >
{
/// INTERNAL ONLY
///
typedef mpl::always<accumulators::impl::mean_impl<VariateType, sum_of_variates<VariateType, VariateTag> > > impl;
};
template<typename VariateType, typename VariateTag>
struct immediate_mean_of_variates
: depends_on<count>
{
/// INTERNAL ONLY
///
typedef mpl::always<accumulators::impl::immediate_mean_impl<VariateType, VariateTag> > impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::mean
// extract::mean_of_weights
// extract::mean_of_variates
//
namespace extract
{
extractor<tag::mean> const mean = {};
extractor<tag::mean_of_weights> const mean_of_weights = {};
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, mean_of_variates, (typename)(typename))
BOOST_ACCUMULATORS_IGNORE_GLOBAL(mean)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(mean_of_weights)
}
using extract::mean;
using extract::mean_of_weights;
using extract::mean_of_variates;
// mean(lazy) -> mean
template<>
struct as_feature<tag::mean(lazy)>
{
typedef tag::mean type;
};
// mean(immediate) -> immediate_mean
template<>
struct as_feature<tag::mean(immediate)>
{
typedef tag::immediate_mean type;
};
// mean_of_weights(lazy) -> mean_of_weights
template<>
struct as_feature<tag::mean_of_weights(lazy)>
{
typedef tag::mean_of_weights type;
};
// mean_of_weights(immediate) -> immediate_mean_of_weights
template<>
struct as_feature<tag::mean_of_weights(immediate)>
{
typedef tag::immediate_mean_of_weights type;
};
// mean_of_variates<VariateType, VariateTag>(lazy) -> mean_of_variates<VariateType, VariateTag>
template<typename VariateType, typename VariateTag>
struct as_feature<tag::mean_of_variates<VariateType, VariateTag>(lazy)>
{
typedef tag::mean_of_variates<VariateType, VariateTag> type;
};
// mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_mean_of_variates<VariateType, VariateTag>
template<typename VariateType, typename VariateTag>
struct as_feature<tag::mean_of_variates<VariateType, VariateTag>(immediate)>
{
typedef tag::immediate_mean_of_variates<VariateType, VariateTag> type;
};
// for the purposes of feature-based dependency resolution,
// immediate_mean provides the same feature as mean
template<>
struct feature_of<tag::immediate_mean>
: feature_of<tag::mean>
{
};
// for the purposes of feature-based dependency resolution,
// immediate_mean provides the same feature as mean
template<>
struct feature_of<tag::immediate_mean_of_weights>
: feature_of<tag::mean_of_weights>
{
};
// for the purposes of feature-based dependency resolution,
// immediate_mean provides the same feature as mean
template<typename VariateType, typename VariateTag>
struct feature_of<tag::immediate_mean_of_variates<VariateType, VariateTag> >
: feature_of<tag::mean_of_variates<VariateType, VariateTag> >
{
};
// So that mean can be automatically substituted with
// weighted_mean when the weight parameter is non-void.
template<>
struct as_weighted_feature<tag::mean>
{
typedef tag::weighted_mean type;
};
template<>
struct feature_of<tag::weighted_mean>
: feature_of<tag::mean>
{};
// So that immediate_mean can be automatically substituted with
// immediate_weighted_mean when the weight parameter is non-void.
template<>
struct as_weighted_feature<tag::immediate_mean>
{
typedef tag::immediate_weighted_mean type;
};
template<>
struct feature_of<tag::immediate_weighted_mean>
: feature_of<tag::immediate_mean>
{};
// So that mean_of_weights<> can be automatically substituted with
// weighted_mean_of_variates<> when the weight parameter is non-void.
template<typename VariateType, typename VariateTag>
struct as_weighted_feature<tag::mean_of_variates<VariateType, VariateTag> >
{
typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
};
template<typename VariateType, typename VariateTag>
struct feature_of<tag::weighted_mean_of_variates<VariateType, VariateTag> >
: feature_of<tag::mean_of_variates<VariateType, VariateTag> >
{
};
// So that immediate_mean_of_weights<> can be automatically substituted with
// immediate_weighted_mean_of_variates<> when the weight parameter is non-void.
template<typename VariateType, typename VariateTag>
struct as_weighted_feature<tag::immediate_mean_of_variates<VariateType, VariateTag> >
{
typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
};
template<typename VariateType, typename VariateTag>
struct feature_of<tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> >
: feature_of<tag::immediate_mean_of_variates<VariateType, VariateTag> >
{
};
////////////////////////////////////////////////////////////////////////////
//// droppable_accumulator<mean_impl>
//// need to specialize droppable lazy mean to cache the result at the
//// point the accumulator is dropped.
///// INTERNAL ONLY
/////
//template<typename Sample, typename SumFeature>
//struct droppable_accumulator<impl::mean_impl<Sample, SumFeature> >
// : droppable_accumulator_base<
// with_cached_result<impl::mean_impl<Sample, SumFeature> >
// >
//{
// template<typename Args>
// droppable_accumulator(Args const &args)
// : droppable_accumulator::base(args)
// {
// }
//};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// min.hpp
//
// Copyright 2005 Eric Niebler. 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_MIN_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_MIN_HPP_EAN_28_10_2005
#include <limits>
#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// min_impl
template<typename Sample>
struct min_impl
: accumulator_base
{
// for boost::result_of
typedef Sample result_type;
template<typename Args>
min_impl(Args const &args)
: min_(numeric::as_max(args[sample | Sample()]))
{
}
template<typename Args>
void operator ()(Args const &args)
{
numeric::min_assign(this->min_, args[sample]);
}
result_type result(dont_care) const
{
return this->min_;
}
private:
Sample min_;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::min
//
namespace tag
{
struct min
: depends_on<>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::min_impl<mpl::_1> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::min
//
namespace extract
{
extractor<tag::min> const min = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(min)
}
using extract::min;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// moment.hpp
//
// Copyright 2005 Eric Niebler. 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_MOMENT_HPP_EAN_15_11_2005
#define BOOST_ACCUMULATORS_STATISTICS_MOMENT_HPP_EAN_15_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/count.hpp>
namespace boost { namespace numeric
{
/// INTERNAL ONLY
///
template<typename T>
T const &pow(T const &x, mpl::int_<1>)
{
return x;
}
/// INTERNAL ONLY
///
template<typename T, int N>
T pow(T const &x, mpl::int_<N>)
{
using namespace operators;
T y = numeric::pow(x, mpl::int_<N/2>());
T z = y * y;
return (N % 2) ? (z * x) : z;
}
}}
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// moment_impl
template<typename N, typename Sample>
struct moment_impl
: accumulator_base // TODO: also depends_on sum of powers
{
BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
// for boost::result_of
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
template<typename Args>
moment_impl(Args const &args)
: sum(args[sample | Sample()])
{
}
template<typename Args>
void operator ()(Args const &args)
{
this->sum += numeric::pow(args[sample], N());
}
template<typename Args>
result_type result(Args const &args) const
{
return numeric::average(this->sum, count(args));
}
private:
Sample sum;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::moment
//
namespace tag
{
template<int N>
struct moment
: depends_on<count>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::moment_impl<mpl::int_<N>, mpl::_1> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::moment
//
namespace extract
{
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, moment, (int))
}
using extract::moment;
// So that moment<N> can be automatically substituted with
// weighted_moment<N> when the weight parameter is non-void
template<int N>
struct as_weighted_feature<tag::moment<N> >
{
typedef tag::weighted_moment<N> type;
};
template<int N>
struct feature_of<tag::weighted_moment<N> >
: feature_of<tag::moment<N> >
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// p_square_cumulative_distribution.hpp
//
// Copyright 2012 Eric Niebler. 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_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_03_19_2012
#define BOOST_ACCUMULATORS_STATISTICS_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_03_19_2012
#if defined(_MSC_VER) || defined(__BORLANDC__) || defined(__DMC__)
# pragma message ("Warning: This header is deprecated. Please use: boost/accumulators/statistics/p_square_cumul_dist.hpp")
#elif defined(__GNUC__) || defined(__HP_aCC) || defined(__SUNPRO_CC) || defined(__IBMCPP__)
# warning "This header is deprecated. Please use: boost/accumulators/statistics/p_square_cumul_dist.hpp"
#endif
#include <boost/accumulators/statistics/p_square_cumul_dist.hpp>
#endif
///////////////////////////////////////////////////////////////////////////////
// p_square_quantile.hpp
//
// Copyright 2005 Daniel Egloff. 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_P_SQUARE_QUANTILE_HPP_DE_01_01_2006
#define BOOST_ACCUMULATORS_STATISTICS_P_SQUARE_QUANTILE_HPP_DE_01_01_2006
#include <cmath>
#include <functional>
#include <boost/array.hpp>
#include <boost/mpl/placeholders.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/parameter/keyword.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/parameters/quantile_probability.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// p_square_quantile_impl
// single quantile estimation
/**
@brief Single quantile estimation with the \f$P^2\f$ algorithm
The \f$P^2\f$ algorithm estimates a quantile dynamically without storing samples. Instead of
storing the whole sample cumulative distribution, only five points (markers) are stored. The heights
of these markers are the minimum and the maximum of the samples and the current estimates of the
\f$(p/2)\f$-, \f$p\f$- and \f$(1+p)/2\f$-quantiles. Their positions are equal to the number
of samples that are smaller or equal to the markers. Each time a new samples is recorded, the
positions of the markers are updated and if necessary their heights are adjusted using a piecewise-
parabolic formula.
For further details, see
R. Jain and I. Chlamtac, The P^2 algorithmus fordynamic calculation of quantiles and
histograms without storing observations, Communications of the ACM,
Volume 28 (October), Number 10, 1985, p. 1076-1085.
@param quantile_probability
*/
template<typename Sample, typename Impl>
struct p_square_quantile_impl
: accumulator_base
{
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
typedef array<float_type, 5> array_type;
// for boost::result_of
typedef float_type result_type;
template<typename Args>
p_square_quantile_impl(Args const &args)
: p(is_same<Impl, for_median>::value ? 0.5 : args[quantile_probability | 0.5])
, heights()
, actual_positions()
, desired_positions()
, positions_increments()
{
for(std::size_t i = 0; i < 5; ++i)
{
this->actual_positions[i] = i + 1;
}
this->desired_positions[0] = 1.;
this->desired_positions[1] = 1. + 2. * this->p;
this->desired_positions[2] = 1. + 4. * this->p;
this->desired_positions[3] = 3. + 2. * this->p;
this->desired_positions[4] = 5.;
this->positions_increments[0] = 0.;
this->positions_increments[1] = this->p / 2.;
this->positions_increments[2] = this->p;
this->positions_increments[3] = (1. + this->p) / 2.;
this->positions_increments[4] = 1.;
}
template<typename Args>
void operator ()(Args const &args)
{
std::size_t cnt = count(args);
// accumulate 5 first samples
if(cnt <= 5)
{
this->heights[cnt - 1] = args[sample];
// complete the initialization of heights by sorting
if(cnt == 5)
{
std::sort(this->heights.begin(), this->heights.end());
}
}
else
{
std::size_t sample_cell = 1; // k
// find cell k such that heights[k-1] <= args[sample] < heights[k] and ajust extreme values
if (args[sample] < this->heights[0])
{
this->heights[0] = args[sample];
sample_cell = 1;
}
else if (this->heights[4] <= args[sample])
{
this->heights[4] = args[sample];
sample_cell = 4;
}
else
{
typedef typename array_type::iterator iterator;
iterator it = std::upper_bound(
this->heights.begin()
, this->heights.end()
, args[sample]
);
sample_cell = std::distance(this->heights.begin(), it);
}
// update positions of markers above sample_cell
for(std::size_t i = sample_cell; i < 5; ++i)
{
++this->actual_positions[i];
}
// update desired positions of all markers
for(std::size_t i = 0; i < 5; ++i)
{
this->desired_positions[i] += this->positions_increments[i];
}
// adjust heights and actual positions of markers 1 to 3 if necessary
for(std::size_t i = 1; i <= 3; ++i)
{
// offset to desired positions
float_type d = this->desired_positions[i] - this->actual_positions[i];
// offset to next position
float_type dp = this->actual_positions[i + 1] - this->actual_positions[i];
// offset to previous position
float_type dm = this->actual_positions[i - 1] - this->actual_positions[i];
// height ds
float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
if((d >= 1. && dp > 1.) || (d <= -1. && dm < -1.))
{
short sign_d = static_cast<short>(d / std::abs(d));
// try adjusting heights[i] using p-squared formula
float_type h = this->heights[i] + sign_d / (dp - dm) * ((sign_d - dm) * hp
+ (dp - sign_d) * hm);
if(this->heights[i - 1] < h && h < this->heights[i + 1])
{
this->heights[i] = h;
}
else
{
// use linear formula
if(d > 0)
{
this->heights[i] += hp;
}
if(d < 0)
{
this->heights[i] -= hm;
}
}
this->actual_positions[i] += sign_d;
}
}
}
}
result_type result(dont_care) const
{
return this->heights[2];
}
private:
float_type p; // the quantile probability p
array_type heights; // q_i
array_type actual_positions; // n_i
array_type desired_positions; // n'_i
array_type positions_increments; // dn'_i
};
} // namespace detail
///////////////////////////////////////////////////////////////////////////////
// tag::p_square_quantile
//
namespace tag
{
struct p_square_quantile
: depends_on<count>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::p_square_quantile_impl<mpl::_1, regular> impl;
};
struct p_square_quantile_for_median
: depends_on<count>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::p_square_quantile_impl<mpl::_1, for_median> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::p_square_quantile
// extract::p_square_quantile_for_median
//
namespace extract
{
extractor<tag::p_square_quantile> const p_square_quantile = {};
extractor<tag::p_square_quantile_for_median> const p_square_quantile_for_median = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(p_square_quantile)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(p_square_quantile_for_median)
}
using extract::p_square_quantile;
using extract::p_square_quantile_for_median;
// So that p_square_quantile can be automatically substituted with
// weighted_p_square_quantile when the weight parameter is non-void
template<>
struct as_weighted_feature<tag::p_square_quantile>
{
typedef tag::weighted_p_square_quantile type;
};
template<>
struct feature_of<tag::weighted_p_square_quantile>
: feature_of<tag::p_square_quantile>
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// quantile_probability.hpp
//
// Copyright 2005 Eric Niebler. 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_PARAMETERS_QUANTILE_PROBABILITY_HPP_EAN_03_11_2005
#define BOOST_ACCUMULATORS_STATISTICS_PARAMETERS_QUANTILE_PROBABILITY_HPP_EAN_03_11_2005
#include <boost/parameter/keyword.hpp>
namespace boost { namespace accumulators
{
BOOST_PARAMETER_KEYWORD(tag, quantile_probability)
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// pot_quantile.hpp
//
// Copyright 2006 Daniel Egloff, 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_POT_QUANTILE_HPP_DE_01_01_2006
#define BOOST_ACCUMULATORS_STATISTICS_POT_QUANTILE_HPP_DE_01_01_2006
#include <vector>
#include <limits>
#include <numeric>
#include <functional>
#include <boost/parameter/keyword.hpp>
#include <boost/tuple/tuple.hpp>
#include <boost/mpl/if.hpp>
#include <boost/type_traits/is_same.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/statistics_fwd.hpp>
#include <boost/accumulators/statistics/tail.hpp>
#include <boost/accumulators/statistics/peaks_over_threshold.hpp>
#include <boost/accumulators/statistics/weighted_peaks_over_threshold.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// pot_quantile_impl
//
/**
@brief Quantile Estimation based on Peaks over Threshold Method (for both left and right tails)
Computes an estimate
\f[
\hat{q}_{\alpha} = \bar{u} + \frac{\bar{\beta}}{\xi}\left[(1-\alpha)^{-\xi}-1\right]
\f]
for a right or left extreme quantile, \f$\bar[u]\f$, \f$\bar{\beta}\f$ and \f$\xi\f$ being the parameters of the
generalized Pareto distribution that approximates the right tail of the distribution (or the mirrored left tail,
in case the left tail is used). In the latter case, the result is mirrored back, yielding the correct result.
*/
template<typename Sample, typename Impl, typename LeftRight>
struct pot_quantile_impl
: accumulator_base
{
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
// for boost::result_of
typedef float_type result_type;
pot_quantile_impl(dont_care)
: sign_((is_same<LeftRight, left>::value) ? -1 : 1)
{
}
template<typename Args>
result_type result(Args const &args) const
{
typedef
typename mpl::if_<
is_same<Impl, weighted>
, tag::weighted_peaks_over_threshold<LeftRight>
, tag::peaks_over_threshold<LeftRight>
>::type
peaks_over_threshold_tag;
extractor<peaks_over_threshold_tag> const some_peaks_over_threshold = {};
float_type u_bar = some_peaks_over_threshold(args).template get<0>();
float_type beta_bar = some_peaks_over_threshold(args).template get<1>();
float_type xi_hat = some_peaks_over_threshold(args).template get<2>();
return this->sign_ * (u_bar + beta_bar/xi_hat * ( std::pow(
is_same<LeftRight, left>::value ? args[quantile_probability] : 1. - args[quantile_probability]
, -xi_hat
) - 1.));
}
private:
short sign_; // if the fit parameters from the mirrored left tail extreme values are used, mirror back the result
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::pot_quantile<>
// tag::pot_quantile_prob<>
// tag::weighted_pot_quantile<>
// tag::weighted_pot_quantile_prob<>
//
namespace tag
{
template<typename LeftRight>
struct pot_quantile
: depends_on<peaks_over_threshold<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_quantile_impl<mpl::_1, unweighted, LeftRight> impl;
};
template<typename LeftRight>
struct pot_quantile_prob
: depends_on<peaks_over_threshold_prob<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_quantile_impl<mpl::_1, unweighted, LeftRight> impl;
};
template<typename LeftRight>
struct weighted_pot_quantile
: depends_on<weighted_peaks_over_threshold<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_quantile_impl<mpl::_1, weighted, LeftRight> impl;
};
template<typename LeftRight>
struct weighted_pot_quantile_prob
: depends_on<weighted_peaks_over_threshold_prob<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_quantile_impl<mpl::_1, weighted, LeftRight> impl;
};
}
// pot_quantile<LeftRight>(with_threshold_value) -> pot_quantile<LeftRight>
template<typename LeftRight>
struct as_feature<tag::pot_quantile<LeftRight>(with_threshold_value)>
{
typedef tag::pot_quantile<LeftRight> type;
};
// pot_quantile<LeftRight>(with_threshold_probability) -> pot_quantile_prob<LeftRight>
template<typename LeftRight>
struct as_feature<tag::pot_quantile<LeftRight>(with_threshold_probability)>
{
typedef tag::pot_quantile_prob<LeftRight> type;
};
// weighted_pot_quantile<LeftRight>(with_threshold_value) -> weighted_pot_quantile<LeftRight>
template<typename LeftRight>
struct as_feature<tag::weighted_pot_quantile<LeftRight>(with_threshold_value)>
{
typedef tag::weighted_pot_quantile<LeftRight> type;
};
// weighted_pot_quantile<LeftRight>(with_threshold_probability) -> weighted_pot_quantile_prob<LeftRight>
template<typename LeftRight>
struct as_feature<tag::weighted_pot_quantile<LeftRight>(with_threshold_probability)>
{
typedef tag::weighted_pot_quantile_prob<LeftRight> type;
};
// for the purposes of feature-based dependency resolution,
// pot_quantile<LeftRight> and pot_quantile_prob<LeftRight> provide
// the same feature as quantile
template<typename LeftRight>
struct feature_of<tag::pot_quantile<LeftRight> >
: feature_of<tag::quantile>
{
};
template<typename LeftRight>
struct feature_of<tag::pot_quantile_prob<LeftRight> >
: feature_of<tag::quantile>
{
};
// So that pot_quantile can be automatically substituted
// with weighted_pot_quantile when the weight parameter is non-void.
template<typename LeftRight>
struct as_weighted_feature<tag::pot_quantile<LeftRight> >
{
typedef tag::weighted_pot_quantile<LeftRight> type;
};
template<typename LeftRight>
struct feature_of<tag::weighted_pot_quantile<LeftRight> >
: feature_of<tag::pot_quantile<LeftRight> >
{
};
// So that pot_quantile_prob can be automatically substituted
// with weighted_pot_quantile_prob when the weight parameter is non-void.
template<typename LeftRight>
struct as_weighted_feature<tag::pot_quantile_prob<LeftRight> >
{
typedef tag::weighted_pot_quantile_prob<LeftRight> type;
};
template<typename LeftRight>
struct feature_of<tag::weighted_pot_quantile_prob<LeftRight> >
: feature_of<tag::pot_quantile_prob<LeftRight> >
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// pot_tail_mean.hpp
//
// Copyright 2006 Daniel Egloff, 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_POT_TAIL_MEAN_HPP_DE_01_01_2006
#define BOOST_ACCUMULATORS_STATISTICS_POT_TAIL_MEAN_HPP_DE_01_01_2006
#include <vector>
#include <limits>
#include <numeric>
#include <functional>
#include <boost/range.hpp>
#include <boost/parameter/keyword.hpp>
#include <boost/tuple/tuple.hpp>
#include <boost/mpl/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/sample.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/peaks_over_threshold.hpp>
#include <boost/accumulators/statistics/weighted_peaks_over_threshold.hpp>
#include <boost/accumulators/statistics/pot_quantile.hpp>
#include <boost/accumulators/statistics/tail_mean.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// pot_tail_mean_impl
//
/**
@brief Estimation of the (coherent) tail mean based on the peaks over threshold method (for both left and right tails)
Computes an estimate for the (coherent) tail mean
\f[
\widehat{CTM}_{\alpha} = \hat{q}_{\alpha} - \frac{\bar{\beta}}{\xi-1}(1-\alpha)^{-\xi},
\f]
where \f$\bar[u]\f$, \f$\bar{\beta}\f$ and \f$\xi\f$ are the parameters of the
generalized Pareto distribution that approximates the right tail of the distribution (or the
mirrored left tail, in case the left tail is used). In the latter case, the result is mirrored
back, yielding the correct result.
*/
template<typename Sample, typename Impl, typename LeftRight>
struct pot_tail_mean_impl
: accumulator_base
{
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
// for boost::result_of
typedef float_type result_type;
pot_tail_mean_impl(dont_care)
: sign_((is_same<LeftRight, left>::value) ? -1 : 1)
{
}
template<typename Args>
result_type result(Args const &args) const
{
typedef
typename mpl::if_<
is_same<Impl, weighted>
, tag::weighted_peaks_over_threshold<LeftRight>
, tag::peaks_over_threshold<LeftRight>
>::type
peaks_over_threshold_tag;
typedef
typename mpl::if_<
is_same<Impl, weighted>
, tag::weighted_pot_quantile<LeftRight>
, tag::pot_quantile<LeftRight>
>::type
pot_quantile_tag;
extractor<peaks_over_threshold_tag> const some_peaks_over_threshold = {};
extractor<pot_quantile_tag> const some_pot_quantile = {};
float_type beta_bar = some_peaks_over_threshold(args).template get<1>();
float_type xi_hat = some_peaks_over_threshold(args).template get<2>();
return some_pot_quantile(args) - this->sign_ * beta_bar/( xi_hat - 1. ) * std::pow(
is_same<LeftRight, left>::value ? args[quantile_probability] : 1. - args[quantile_probability]
, -xi_hat);
}
private:
short sign_; // if the fit parameters from the mirrored left tail extreme values are used, mirror back the result
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::pot_tail_mean
// tag::pot_tail_mean_prob
//
namespace tag
{
template<typename LeftRight>
struct pot_tail_mean
: depends_on<peaks_over_threshold<LeftRight>, pot_quantile<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, unweighted, LeftRight> impl;
};
template<typename LeftRight>
struct pot_tail_mean_prob
: depends_on<peaks_over_threshold_prob<LeftRight>, pot_quantile_prob<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, unweighted, LeftRight> impl;
};
template<typename LeftRight>
struct weighted_pot_tail_mean
: depends_on<weighted_peaks_over_threshold<LeftRight>, weighted_pot_quantile<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, weighted, LeftRight> impl;
};
template<typename LeftRight>
struct weighted_pot_tail_mean_prob
: depends_on<weighted_peaks_over_threshold_prob<LeftRight>, weighted_pot_quantile_prob<LeftRight> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, weighted, LeftRight> impl;
};
}
// pot_tail_mean<LeftRight>(with_threshold_value) -> pot_tail_mean<LeftRight>
template<typename LeftRight>
struct as_feature<tag::pot_tail_mean<LeftRight>(with_threshold_value)>
{
typedef tag::pot_tail_mean<LeftRight> type;
};
// pot_tail_mean<LeftRight>(with_threshold_probability) -> pot_tail_mean_prob<LeftRight>
template<typename LeftRight>
struct as_feature<tag::pot_tail_mean<LeftRight>(with_threshold_probability)>
{
typedef tag::pot_tail_mean_prob<LeftRight> type;
};
// weighted_pot_tail_mean<LeftRight>(with_threshold_value) -> weighted_pot_tail_mean<LeftRight>
template<typename LeftRight>
struct as_feature<tag::weighted_pot_tail_mean<LeftRight>(with_threshold_value)>
{
typedef tag::weighted_pot_tail_mean<LeftRight> type;
};
// weighted_pot_tail_mean<LeftRight>(with_threshold_probability) -> weighted_pot_tail_mean_prob<LeftRight>
template<typename LeftRight>
struct as_feature<tag::weighted_pot_tail_mean<LeftRight>(with_threshold_probability)>
{
typedef tag::weighted_pot_tail_mean_prob<LeftRight> type;
};
// for the purposes of feature-based dependency resolution,
// pot_tail_mean<LeftRight> and pot_tail_mean_prob<LeftRight> provide
// the same feature as tail_mean
template<typename LeftRight>
struct feature_of<tag::pot_tail_mean<LeftRight> >
: feature_of<tag::tail_mean>
{
};
template<typename LeftRight>
struct feature_of<tag::pot_tail_mean_prob<LeftRight> >
: feature_of<tag::tail_mean>
{
};
// So that pot_tail_mean can be automatically substituted
// with weighted_pot_tail_mean when the weight parameter is non-void.
template<typename LeftRight>
struct as_weighted_feature<tag::pot_tail_mean<LeftRight> >
{
typedef tag::weighted_pot_tail_mean<LeftRight> type;
};
template<typename LeftRight>
struct feature_of<tag::weighted_pot_tail_mean<LeftRight> >
: feature_of<tag::pot_tail_mean<LeftRight> >
{
};
// So that pot_tail_mean_prob can be automatically substituted
// with weighted_pot_tail_mean_prob when the weight parameter is non-void.
template<typename LeftRight>
struct as_weighted_feature<tag::pot_tail_mean_prob<LeftRight> >
{
typedef tag::weighted_pot_tail_mean_prob<LeftRight> type;
};
template<typename LeftRight>
struct feature_of<tag::weighted_pot_tail_mean_prob<LeftRight> >
: feature_of<tag::pot_tail_mean_prob<LeftRight> >
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// rolling_count.hpp
//
// Copyright 2008 Eric Niebler. 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_COUNT_HPP_EAN_26_12_2008
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_COUNT_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_window.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// rolling_count_impl
// returns the count of elements in the rolling window
template<typename Sample>
struct rolling_count_impl
: accumulator_base
{
typedef std::size_t result_type;
rolling_count_impl(dont_care)
{}
template<typename Args>
result_type result(Args const &args) const
{
return static_cast<std::size_t>(rolling_window_plus1(args).size()) - is_rolling_window_plus1_full(args);
}
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::rolling_count
//
namespace tag
{
struct rolling_count
: depends_on< rolling_window_plus1 >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::rolling_count_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
};
} // namespace tag
///////////////////////////////////////////////////////////////////////////////
// extract::rolling_count
//
namespace extract
{
extractor<tag::rolling_count> const rolling_count = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_count)
}
using extract::rolling_count;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// rolling_mean.hpp
//
// Copyright 2008 Eric Niebler. 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
{
///////////////////////////////////////////////////////////////////////////////
// rolling_mean_impl
// returns the unshifted results from the shifted rolling window
template<typename Sample>
struct rolling_mean_impl
: accumulator_base
{
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
rolling_mean_impl(dont_care)
{}
template<typename Args>
result_type result(Args const &args) const
{
return numeric::average(rolling_sum(args), rolling_count(args));
}
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::rolling_mean
//
namespace tag
{
struct rolling_mean
: depends_on< rolling_sum, rolling_count >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::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
};
} // namespace tag
///////////////////////////////////////////////////////////////////////////////
// extract::rolling_mean
//
namespace extract
{
extractor<tag::rolling_mean> const rolling_mean = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_mean)
}
using extract::rolling_mean;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// rolling_sum.hpp
//
// Copyright 2008 Eric Niebler. 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_SUM_HPP_EAN_26_12_2008
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_SUM_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_window.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// rolling_sum_impl
// returns the sum of the samples in the rolling window
template<typename Sample>
struct rolling_sum_impl
: accumulator_base
{
typedef Sample result_type;
template<typename Args>
rolling_sum_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_ -= rolling_window_plus1(args).front();
}
this->sum_ += args[sample];
}
template<typename Args>
result_type result(Args const &args) const
{
return this->sum_;
}
private:
Sample sum_;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::rolling_sum
//
namespace tag
{
struct rolling_sum
: depends_on< rolling_window_plus1 >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::rolling_sum_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
};
} // namespace tag
///////////////////////////////////////////////////////////////////////////////
// extract::rolling_sum
//
namespace extract
{
extractor<tag::rolling_sum> const rolling_sum = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_sum)
}
using extract::rolling_sum;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// rolling_window.hpp
//
// Copyright 2008 Eric Niebler. 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_WINDOW_HPP_EAN_26_12_2008
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008
#include <cstddef>
#include <boost/version.hpp>
#include <boost/assert.hpp>
#include <boost/circular_buffer.hpp>
#include <boost/range/iterator_range.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/framework/parameters/accumulator.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
namespace boost { namespace accumulators
{
///////////////////////////////////////////////////////////////////////////////
// tag::rolling_window::size named parameter
BOOST_PARAMETER_NESTED_KEYWORD(tag, rolling_window_size, window_size)
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// rolling_window_plus1_impl
// stores the latest N+1 samples, where N is specified at construction time
// with the rolling_window_size named parameter
template<typename Sample>
struct rolling_window_plus1_impl
: accumulator_base
{
typedef typename circular_buffer<Sample>::const_iterator const_iterator;
typedef iterator_range<const_iterator> result_type;
template<typename Args>
rolling_window_plus1_impl(Args const & args)
: buffer_(args[rolling_window_size] + 1)
{}
#if BOOST_VERSION < 103600
// Before Boost 1.36, copying a circular buffer didn't copy
// it's capacity, and we need that behavior.
rolling_window_plus1_impl(rolling_window_plus1_impl const &that)
: buffer_(that.buffer_)
{
this->buffer_.set_capacity(that.buffer_.capacity());
}
rolling_window_plus1_impl &operator =(rolling_window_plus1_impl const &that)
{
this->buffer_ = that.buffer_;
this->buffer_.set_capacity(that.buffer_.capacity());
}
#endif
template<typename Args>
void operator ()(Args const &args)
{
this->buffer_.push_back(args[sample]);
}
bool full() const
{
return this->buffer_.full();
}
// The result of a shifted rolling window is the range including
// everything except the most recently added element.
result_type result(dont_care) const
{
return result_type(this->buffer_.begin(), this->buffer_.end());
}
private:
circular_buffer<Sample> buffer_;
};
template<typename Args>
bool is_rolling_window_plus1_full(Args const &args)
{
return find_accumulator<tag::rolling_window_plus1>(args[accumulator]).full();
}
///////////////////////////////////////////////////////////////////////////////
// rolling_window_impl
// stores the latest N samples, where N is specified at construction type
// with the rolling_window_size named parameter
template<typename Sample>
struct rolling_window_impl
: accumulator_base
{
typedef typename circular_buffer<Sample>::const_iterator const_iterator;
typedef iterator_range<const_iterator> result_type;
rolling_window_impl(dont_care)
{}
template<typename Args>
result_type result(Args const &args) const
{
return rolling_window_plus1(args).advance_begin(is_rolling_window_plus1_full(args));
}
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::rolling_window_plus1
// tag::rolling_window
//
namespace tag
{
struct rolling_window_plus1
: depends_on<>
, tag::rolling_window_size
{
/// INTERNAL ONLY
///
typedef accumulators::impl::rolling_window_plus1_impl< mpl::_1 > impl;
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
/// tag::rolling_window::size named parameter
static boost::parameter::keyword<tag::rolling_window_size> const window_size;
#endif
};
struct rolling_window
: depends_on< rolling_window_plus1 >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::rolling_window_impl< mpl::_1 > impl;
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
/// tag::rolling_window::size named parameter
static boost::parameter::keyword<tag::rolling_window_size> const window_size;
#endif
};
} // namespace tag
///////////////////////////////////////////////////////////////////////////////
// extract::rolling_window_plus1
// extract::rolling_window
//
namespace extract
{
extractor<tag::rolling_window_plus1> const rolling_window_plus1 = {};
extractor<tag::rolling_window> const rolling_window = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window_plus1)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window)
}
using extract::rolling_window_plus1;
using extract::rolling_window;
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// skewness.hpp
//
// Copyright 2006 Olivier Gygi, Daniel Egloff. 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_SKEWNESS_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_SKEWNESS_HPP_EAN_28_10_2005
#include <limits>
#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/moment.hpp>
#include <boost/accumulators/statistics/mean.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// skewness_impl
/**
@brief Skewness estimation
The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the \f$ 3/2 \f$-th power
of the 2nd central moment (the variance) of the sampless 3. The skewness can also be expressed by the simple moments:
\f[
\hat{g}_1 =
\frac
{\widehat{m}_n^{(3)}-3\widehat{m}_n^{(2)}\hat{\mu}_n+2\hat{\mu}_n^3}
{\left(\widehat{m}_n^{(2)} - \hat{\mu}_n^{2}\right)^{3/2}}
\f]
where \f$ \widehat{m}_n^{(i)} \f$ are the \f$ i \f$-th moment and \f$ \hat{\mu}_n \f$ the mean (first moment) of the
\f$ n \f$ samples.
*/
template<typename Sample>
struct skewness_impl
: accumulator_base
{
// for boost::result_of
typedef typename numeric::functional::average<Sample, Sample>::result_type result_type;
skewness_impl(dont_care)
{
}
template<typename Args>
result_type result(Args const &args) const
{
return numeric::average(
accumulators::moment<3>(args)
- 3. * accumulators::moment<2>(args) * mean(args)
+ 2. * mean(args) * mean(args) * mean(args)
, ( accumulators::moment<2>(args) - mean(args) * mean(args) )
* std::sqrt( accumulators::moment<2>(args) - mean(args) * mean(args) )
);
}
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::skewness
//
namespace tag
{
struct skewness
: depends_on<mean, moment<2>, moment<3> >
{
/// INTERNAL ONLY
///
typedef accumulators::impl::skewness_impl<mpl::_1> impl;
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::skewness
//
namespace extract
{
extractor<tag::skewness> const skewness = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(skewness)
}
using extract::skewness;
// So that skewness can be automatically substituted with
// weighted_skewness when the weight parameter is non-void
template<>
struct as_weighted_feature<tag::skewness>
{
typedef tag::weighted_skewness type;
};
template<>
struct feature_of<tag::weighted_skewness>
: feature_of<tag::skewness>
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
/// \file stats.hpp
/// Contains the stats<> template.
///
// Copyright 2005 Eric Niebler. 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_STATS_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_STATS_HPP_EAN_28_10_2005
#include <boost/preprocessor/repetition/enum_params.hpp>
#include <boost/mpl/vector.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
namespace boost { namespace accumulators
{
///////////////////////////////////////////////////////////////////////////////
/// An MPL sequence of statistics.
template<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, typename Stat)>
struct stats
: mpl::vector<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, Stat)>
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// sum.hpp
//
// Copyright 2005 Eric Niebler. 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_SUM_HPP_EAN_28_10_2005
#define BOOST_ACCUMULATORS_STATISTICS_SUM_HPP_EAN_28_10_2005
#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/parameters/weight.hpp>
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/count.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
///////////////////////////////////////////////////////////////////////////////
// sum_impl
template<typename Sample, typename Tag>
struct sum_impl
: accumulator_base
{
// for boost::result_of
typedef Sample result_type;
template<typename Args>
sum_impl(Args const &args)
: sum(args[parameter::keyword<Tag>::get() | Sample()])
{
}
template<typename Args>
void operator ()(Args const &args)
{
// what about overflow?
this->sum += args[parameter::keyword<Tag>::get()];
}
result_type result(dont_care) const
{
return this->sum;
}
private:
Sample sum;
};
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::sum
// tag::sum_of_weights
// tag::sum_of_variates
//
namespace tag
{
struct sum
: depends_on<>
{
/// INTERNAL ONLY
///
typedef accumulators::impl::sum_impl<mpl::_1, tag::sample> impl;
};
struct sum_of_weights
: depends_on<>
{
typedef mpl::true_ is_weight_accumulator;
/// INTERNAL ONLY
///
typedef accumulators::impl::sum_impl<mpl::_2, tag::weight> impl;
};
template<typename VariateType, typename VariateTag>
struct sum_of_variates
: depends_on<>
{
/// INTERNAL ONLY
///
typedef mpl::always<accumulators::impl::sum_impl<VariateType, VariateTag> > impl;
};
struct abstract_sum_of_variates
: depends_on<>
{
};
}
///////////////////////////////////////////////////////////////////////////////
// extract::sum
// extract::sum_of_weights
// extract::sum_of_variates
//
namespace extract
{
extractor<tag::sum> const sum = {};
extractor<tag::sum_of_weights> const sum_of_weights = {};
extractor<tag::abstract_sum_of_variates> const sum_of_variates = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_weights)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_variates)
}
using extract::sum;
using extract::sum_of_weights;
using extract::sum_of_variates;
// So that mean can be automatically substituted with
// weighted_mean when the weight parameter is non-void.
template<>
struct as_weighted_feature<tag::sum>
{
typedef tag::weighted_sum type;
};
template<>
struct feature_of<tag::weighted_sum>
: feature_of<tag::sum>
{};
template<typename VariateType, typename VariateTag>
struct feature_of<tag::sum_of_variates<VariateType, VariateTag> >
: feature_of<tag::abstract_sum_of_variates>
{
};
}} // namespace boost::accumulators
#endif
///////////////////////////////////////////////////////////////////////////////
// sum_kahan.hpp
//
// Copyright 2010 Gaetano Mendola, 2011 Simon West. 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_SUM_KAHAN_HPP_EAN_26_07_2010
#define BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/sum.hpp>
#include <boost/accumulators/statistics/weighted_sum_kahan.hpp>
#include <boost/numeric/conversion/cast.hpp>
namespace boost { namespace accumulators
{
namespace impl
{
#if _MSC_VER > 1400
# pragma float_control(push)
# pragma float_control(precise, on)
#endif
template<typename Sample, typename Tag>
struct sum_kahan_impl
: accumulator_base
{
typedef Sample result_type;
////////////////////////////////////////////////////////////////////////////
// sum_kahan_impl
/**
@brief Kahan summation algorithm
The Kahan summation algorithm reduces the numerical error obtained with standard
sequential sum.
*/
template<typename Args>
sum_kahan_impl(Args const & args)
: sum(args[parameter::keyword<Tag>::get() | Sample()]),
compensation(boost::numeric_cast<Sample>(0.0))
{
}
template<typename Args>
void
#if BOOST_ACCUMULATORS_GCC_VERSION > 40305
__attribute__((__optimize__("no-associative-math")))
#endif
operator ()(Args const & args)
{
const Sample myTmp1 = args[parameter::keyword<Tag>::get()] - this->compensation;
const Sample myTmp2 = this->sum + myTmp1;
this->compensation = (myTmp2 - this->sum) - myTmp1;
this->sum = myTmp2;
}
result_type result(dont_care) const
{
return this->sum;
}
private:
Sample sum;
Sample compensation;
};
#if _MSC_VER > 1400
# pragma float_control(pop)
#endif
} // namespace impl
///////////////////////////////////////////////////////////////////////////////
// tag::sum_kahan
// tag::sum_of_weights_kahan
// tag::sum_of_variates_kahan
//
namespace tag
{
struct sum_kahan
: depends_on<>
{
/// INTERNAL ONLY
///
typedef impl::sum_kahan_impl< mpl::_1, tag::sample > impl;
};
struct sum_of_weights_kahan
: depends_on<>
{
typedef mpl::true_ is_weight_accumulator;
/// INTERNAL ONLY
///
typedef accumulators::impl::sum_kahan_impl<mpl::_2, tag::weight> impl;
};
template<typename VariateType, typename VariateTag>
struct sum_of_variates_kahan
: depends_on<>
{
/// INTERNAL ONLY
///
typedef mpl::always<accumulators::impl::sum_kahan_impl<VariateType, VariateTag> > impl;
};
} // namespace tag
///////////////////////////////////////////////////////////////////////////////
// extract::sum_kahan
// extract::sum_of_weights_kahan
// extract::sum_of_variates_kahan
//
namespace extract
{
extractor<tag::sum_kahan> const sum_kahan = {};
extractor<tag::sum_of_weights_kahan> const sum_of_weights_kahan = {};
extractor<tag::abstract_sum_of_variates> const sum_of_variates_kahan = {};
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_kahan)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_weights_kahan)
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_variates_kahan)
} // namespace extract
using extract::sum_kahan;
using extract::sum_of_weights_kahan;
using extract::sum_of_variates_kahan;
// sum(kahan) -> sum_kahan
template<>
struct as_feature<tag::sum(kahan)>
{
typedef tag::sum_kahan type;
};
// sum_of_weights(kahan) -> sum_of_weights_kahan
template<>
struct as_feature<tag::sum_of_weights(kahan)>
{
typedef tag::sum_of_weights_kahan type;
};
// So that sum_kahan can be automatically substituted with
// weighted_sum_kahan when the weight parameter is non-void.
template<>
struct as_weighted_feature<tag::sum_kahan>
{
typedef tag::weighted_sum_kahan type;
};
template<>
struct feature_of<tag::weighted_sum_kahan>
: feature_of<tag::sum>
{};
// for the purposes of feature-based dependency resolution,
// sum_kahan provides the same feature as sum
template<>
struct feature_of<tag::sum_kahan>
: feature_of<tag::sum>
{
};
// for the purposes of feature-based dependency resolution,
// sum_of_weights_kahan provides the same feature as sum_of_weights
template<>
struct feature_of<tag::sum_of_weights_kahan>
: feature_of<tag::sum_of_weights>
{
};
template<typename VariateType, typename VariateTag>
struct feature_of<tag::sum_of_variates_kahan<VariateType, VariateTag> >
: feature_of<tag::abstract_sum_of_variates>
{
};
}} // namespace boost::accumulators
#endif
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