ceph/src/boost/libs/accumulators/include/boost/accumulators/statistics/rolling_moment.hpp

   1 ///////////////////////////////////////////////////////////////////////////////
   2 // rolling_moment.hpp
   3 // Copyright 2005 Eric Niebler.
   4 // Copyright (C) 2014 Pieter Bastiaan Ober (Integricom).
   5 // Distributed under the Boost Software License, Version 1.0.
   6 // (See accompanying file LICENSE_1_0.txt or copy at
   7 // http://www.boost.org/LICENSE_1_0.txt)
   8
   9 #ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005
  10 #define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005
  11
  12 #include <boost/config/no_tr1/cmath.hpp>
  13 #include <boost/mpl/int.hpp>
  14 #include <boost/mpl/assert.hpp>
  15 #include <boost/mpl/placeholders.hpp>
  16 #include <boost/accumulators/framework/accumulator_base.hpp>
  17 #include <boost/accumulators/framework/extractor.hpp>
  18 #include <boost/accumulators/numeric/functional.hpp>
  19 #include <boost/accumulators/framework/parameters/sample.hpp>
  20 #include <boost/accumulators/framework/depends_on.hpp>
  21 #include <boost/accumulators/statistics_fwd.hpp>
  22 #include <boost/accumulators/statistics/moment.hpp>
  23 #include <boost/accumulators/statistics/rolling_count.hpp>
  24
  25 namespace boost { namespace accumulators
  26 {
  27 namespace impl
  28 {
  29     ///////////////////////////////////////////////////////////////////////////////
  30     // rolling_moment_impl
  31     template<typename N, typename Sample>
  32     struct rolling_moment_impl
  33       : accumulator_base
  34     {
  35         BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
  36         // for boost::result_of
  37         typedef typename numeric::functional::fdiv<Sample, std::size_t,void,void>::result_type result_type;
  38
  39         template<typename Args>
  40         rolling_moment_impl(Args const &args)
  41           : sum_(args[sample | Sample()])
  42         {
  43         }
  44
  45         template<typename Args>
  46         void operator ()(Args const &args)
  47         {
  48             if(is_rolling_window_plus1_full(args))
  49             {
  50                 this->sum_ -= numeric::pow(rolling_window_plus1(args).front(), N());
  51             }
  52             this->sum_ += numeric::pow(args[sample], N());
  53         }
  54
  55         template<typename Args>
  56         result_type result(Args const &args) const
  57         {
  58             return numeric::fdiv(this->sum_, rolling_count(args));
  59         }
  60
  61     private:
  62         result_type sum_;
  63     };
  64 } // namespace impl
  65
  66 ///////////////////////////////////////////////////////////////////////////////
  67 // tag::rolling_moment
  68 //
  69 namespace tag
  70 {
  71     template<int N>
  72     struct rolling_moment
  73       : depends_on< rolling_window_plus1, rolling_count>
  74     {
  75         /// INTERNAL ONLY
  76         ///
  77         typedef accumulators::impl::rolling_moment_impl<mpl::int_<N>, mpl::_1> impl;
  78
  79         #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
  80         /// tag::rolling_window::window_size named parameter
  81         static boost::parameter::keyword<tag::rolling_window_size> const window_size;
  82         #endif
  83     };
  84 }
  85
  86 ///////////////////////////////////////////////////////////////////////////////
  87 // extract::rolling_moment
  88 //
  89 namespace extract
  90 {
  91     BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, rolling_moment, (int))
  92 }
  93
  94 using extract::rolling_moment;
  95
  96 // There is no weighted_rolling_moment (yet)...
  97 //
  98 //// So that rolling_moment<N> can be automatically substituted with
  99 //// weighted_rolling_moment<N> when the weight parameter is non-void
 100 //template<int N>
 101 //struct as_weighted_feature<tag::rolling_moment<N> >
 102 //{
 103 //    typedef tag::weighted_rolling_moment<N> type;
 104 //};
 105 //
 106 //template<int N>
 107 //struct feature_of<tag::weighted_rolling_moment<N> >
 108 //  : feature_of<tag::rolling_moment<N> >
 109 //{
 110 //};
 111 }} // namespace boost::accumulators
 112
 113 #endif