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1
2///////////////////////////////////////////////////////////////////////////////
3// density.hpp
4//
5// Copyright 2006 Daniel Egloff, Olivier Gygi. Distributed under the Boost
6// Software License, Version 1.0. (See accompanying file
7// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
8
9#ifndef BOOST_ACCUMULATORS_STATISTICS_DENSITY_HPP_DE_01_01_2006
10#define BOOST_ACCUMULATORS_STATISTICS_DENSITY_HPP_DE_01_01_2006
11
12#include <vector>
13#include <limits>
14#include <functional>
15#include <boost/range.hpp>
16#include <boost/parameter/keyword.hpp>
17#include <boost/mpl/placeholders.hpp>
18#include <boost/accumulators/accumulators_fwd.hpp>
19#include <boost/accumulators/framework/accumulator_base.hpp>
20#include <boost/accumulators/framework/extractor.hpp>
21#include <boost/accumulators/numeric/functional.hpp>
22#include <boost/accumulators/framework/parameters/sample.hpp>
23#include <boost/accumulators/framework/depends_on.hpp>
24#include <boost/accumulators/statistics_fwd.hpp>
25#include <boost/accumulators/statistics/count.hpp>
26#include <boost/accumulators/statistics/max.hpp>
27#include <boost/accumulators/statistics/min.hpp>
28
29namespace boost { namespace accumulators
30{
31
32///////////////////////////////////////////////////////////////////////////////
33// cache_size and num_bins named parameters
34//
35BOOST_PARAMETER_NESTED_KEYWORD(tag, density_cache_size, cache_size)
36BOOST_PARAMETER_NESTED_KEYWORD(tag, density_num_bins, num_bins)
37
38BOOST_ACCUMULATORS_IGNORE_GLOBAL(density_cache_size)
39BOOST_ACCUMULATORS_IGNORE_GLOBAL(density_num_bins)
40
41namespace impl
42{
43 ///////////////////////////////////////////////////////////////////////////////
44 // density_impl
45 // density histogram
46 /**
47 @brief Histogram density estimator
48
49 The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins
50 are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the
51 maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally,
52 an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined,
53 the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is
54 return, where each pair contains the position of the bin (lower bound) and the samples count (normalized with the
55 total number of samples).
56
57 @param density_cache_size Number of first samples used to determine min and max.
58 @param density_num_bins Number of bins (two additional bins collect under- and overflow samples).
59 */
60 template<typename Sample>
61 struct density_impl
62 : accumulator_base
63 {
64 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
65 typedef std::vector<std::pair<float_type, float_type> > histogram_type;
66 typedef std::vector<float_type> array_type;
67 // for boost::result_of
68 typedef iterator_range<typename histogram_type::iterator> result_type;
69
70 template<typename Args>
71 density_impl(Args const &args)
72 : cache_size(args[density_cache_size])
73 , cache(cache_size)
74 , num_bins(args[density_num_bins])
75 , samples_in_bin(num_bins + 2, 0.)
76 , bin_positions(num_bins + 2)
77 , histogram(
78 num_bins + 2
79 , std::make_pair(
80 numeric::fdiv(args[sample | Sample()],(std::size_t)1)
81 , numeric::fdiv(args[sample | Sample()],(std::size_t)1)
82 )
83 )
84 , is_dirty(true)
85 {
86 }
87
88 template<typename Args>
89 void operator ()(Args const &args)
90 {
91 this->is_dirty = true;
92
93 std::size_t cnt = count(args);
94
95 // Fill up cache with cache_size first samples
96 if (cnt <= this->cache_size)
97 {
98 this->cache[cnt - 1] = args[sample];
99 }
100
101 // Once cache_size samples have been accumulated, create num_bins bins of same size between
102 // the minimum and maximum of the cached samples as well as under and overflow bins.
103 // Store their lower bounds (bin_positions) and fill the bins with the cached samples (samples_in_bin).
104 if (cnt == this->cache_size)
105 {
106 float_type minimum = numeric::fdiv((min)(args), (std::size_t)1);
107 float_type maximum = numeric::fdiv((max)(args), (std::size_t)1);
108 float_type bin_size = numeric::fdiv(maximum - minimum, this->num_bins );
109
110 // determine bin positions (their lower bounds)
111 for (std::size_t i = 0; i < this->num_bins + 2; ++i)
112 {
113 this->bin_positions[i] = minimum + (i - 1.) * bin_size;
114 }
115
116 for (typename array_type::const_iterator iter = this->cache.begin(); iter != this->cache.end(); ++iter)
117 {
118 if (*iter < this->bin_positions[1])
119 {
120 ++(this->samples_in_bin[0]);
121 }
122 else if (*iter >= this->bin_positions[this->num_bins + 1])
123 {
124 ++(this->samples_in_bin[this->num_bins + 1]);
125 }
126 else
127 {
128 typename array_type::iterator it = std::upper_bound(
129 this->bin_positions.begin()
130 , this->bin_positions.end()
131 , *iter
132 );
133
134 std::size_t d = std::distance(this->bin_positions.begin(), it);
135 ++(this->samples_in_bin[d - 1]);
136 }
137 }
138 }
139 // Add each subsequent sample to the correct bin
140 else if (cnt > this->cache_size)
141 {
142 if (args[sample] < this->bin_positions[1])
143 {
144 ++(this->samples_in_bin[0]);
145 }
146 else if (args[sample] >= this->bin_positions[this->num_bins + 1])
147 {
148 ++(this->samples_in_bin[this->num_bins + 1]);
149 }
150 else
151 {
152 typename array_type::iterator it = std::upper_bound(
153 this->bin_positions.begin()
154 , this->bin_positions.end()
155 , args[sample]
156 );
157
158 std::size_t d = std::distance(this->bin_positions.begin(), it);
159 ++(this->samples_in_bin[d - 1]);
160 }
161 }
162 }
163
164 /**
165 @pre The number of samples must meet or exceed the cache size
166 */
167 template<typename Args>
168 result_type result(Args const &args) const
169 {
170 if (this->is_dirty)
171 {
172 this->is_dirty = false;
173
174 // creates a vector of std::pair where each pair i holds
175 // the values bin_positions[i] (x-axis of histogram) and
176 // samples_in_bin[i] / cnt (y-axis of histogram).
177
178 for (std::size_t i = 0; i < this->num_bins + 2; ++i)
179 {
180 this->histogram[i] = std::make_pair(this->bin_positions[i], numeric::fdiv(this->samples_in_bin[i], count(args)));
181 }
182 }
183 // returns a range of pairs
184 return make_iterator_range(this->histogram);
185 }
186
187 private:
188 std::size_t cache_size; // number of cached samples
189 array_type cache; // cache to store the first cache_size samples
190 std::size_t num_bins; // number of bins
191 array_type samples_in_bin; // number of samples in each bin
192 array_type bin_positions; // lower bounds of bins
193 mutable histogram_type histogram; // histogram
194 mutable bool is_dirty;
195 };
196
197} // namespace impl
198
199///////////////////////////////////////////////////////////////////////////////
200// tag::density
201//
202namespace tag
203{
204 struct density
205 : depends_on<count, min, max>
206 , density_cache_size
207 , density_num_bins
208 {
209 /// INTERNAL ONLY
210 ///
211 typedef accumulators::impl::density_impl<mpl::_1> impl;
212
213 #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
214 /// tag::density::cache_size named parameter
215 /// tag::density::num_bins named parameter
216 static boost::parameter::keyword<density_cache_size> const cache_size;
217 static boost::parameter::keyword<density_num_bins> const num_bins;
218 #endif
219 };
220}
221
222///////////////////////////////////////////////////////////////////////////////
223// extract::density
224//
225namespace extract
226{
227 extractor<tag::density> const density = {};
228
229 BOOST_ACCUMULATORS_IGNORE_GLOBAL(density)
230}
231
232using extract::density;
233
234// So that density can be automatically substituted
235// with weighted_density when the weight parameter is non-void.
236template<>
237struct as_weighted_feature<tag::density>
238{
239 typedef tag::weighted_density type;
240};
241
242template<>
243struct feature_of<tag::weighted_density>
244 : feature_of<tag::density>
245{
246};
247
248}} // namespace boost::accumulators
249
250#endif