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1///////////////////////////////////////////////////////////////////////////////
2// weighted_moment.hpp
3//
4// Copyright 2006, Eric Niebler, Olivier Gygi. Distributed under the Boost
5// Software License, Version 1.0. (See accompanying file
6// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
7
8#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MOMENT_HPP_EAN_15_11_2005
9#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MOMENT_HPP_EAN_15_11_2005
10
11#include <boost/config/no_tr1/cmath.hpp>
12#include <boost/mpl/int.hpp>
13#include <boost/mpl/assert.hpp>
14#include <boost/mpl/placeholders.hpp>
15#include <boost/preprocessor/arithmetic/inc.hpp>
16#include <boost/preprocessor/repetition/repeat_from_to.hpp>
17#include <boost/preprocessor/repetition/enum_trailing_params.hpp>
18#include <boost/preprocessor/repetition/enum_trailing_binary_params.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/moment.hpp> // for pow()
27#include <boost/accumulators/statistics/sum.hpp>
28
29namespace boost { namespace accumulators
30{
31
32namespace impl
33{
34 ///////////////////////////////////////////////////////////////////////////////
35 // weighted_moment_impl
36 template<typename N, typename Sample, typename Weight>
37 struct weighted_moment_impl
38 : accumulator_base // TODO: also depends_on sum of powers
39 {
40 BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
41 typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
42 // for boost::result_of
43 typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
44
45 template<typename Args>
46 weighted_moment_impl(Args const &args)
47 : sum(args[sample | Sample()] * numeric::one<Weight>::value)
48 {
49 }
50
51 template<typename Args>
52 void operator ()(Args const &args)
53 {
54 this->sum += args[weight] * numeric::pow(args[sample], N());
55 }
56
57 template<typename Args>
58 result_type result(Args const &args) const
59 {
60 return numeric::fdiv(this->sum, sum_of_weights(args));
61 }
62
63 private:
64 weighted_sample sum;
65 };
66
67} // namespace impl
68
69///////////////////////////////////////////////////////////////////////////////
70// tag::weighted_moment
71//
72namespace tag
73{
74 template<int N>
75 struct weighted_moment
76 : depends_on<count, sum_of_weights>
77 {
78 /// INTERNAL ONLY
79 ///
80 typedef accumulators::impl::weighted_moment_impl<mpl::int_<N>, mpl::_1, mpl::_2> impl;
81 };
82}
83
84///////////////////////////////////////////////////////////////////////////////
85// extract::weighted_moment
86//
87namespace extract
88{
89 BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_moment, (int))
90}
91
92using extract::weighted_moment;
93
94}} // namespace boost::accumulators
95
96#endif