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

   1 ///////////////////////////////////////////////////////////////////////////////
   2 // weighted_mean.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_MEAN_HPP_EAN_03_11_2005
   9 #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
  10
  11 #include <boost/mpl/assert.hpp>
  12 #include <boost/mpl/eval_if.hpp>
  13 #include <boost/mpl/placeholders.hpp>
  14 #include <boost/type_traits/is_same.hpp>
  15 #include <boost/accumulators/framework/accumulator_base.hpp>
  16 #include <boost/accumulators/framework/extractor.hpp>
  17 #include <boost/accumulators/numeric/functional.hpp>
  18 #include <boost/accumulators/framework/parameters/weights.hpp>
  19 #include <boost/accumulators/framework/depends_on.hpp>
  20 #include <boost/accumulators/statistics_fwd.hpp>
  21 #include <boost/accumulators/statistics/sum.hpp>
  22 #include <boost/accumulators/statistics/mean.hpp>
  23 #include <boost/accumulators/statistics/weighted_sum.hpp>
  24
  25 namespace boost { namespace accumulators
  26 {
  27
  28 namespace impl
  29 {
  30     ///////////////////////////////////////////////////////////////////////////////
  31     // weighted_mean_impl
  32     //      lazy, by default
  33     template<typename Sample, typename Weight, typename Tag>
  34     struct weighted_mean_impl
  35       : accumulator_base
  36     {
  37         typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
  38         // for boost::result_of
  39         typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
  40
  41         weighted_mean_impl(dont_care) {}
  42
  43         template<typename Args>
  44         result_type result(Args const &args) const
  45         {
  46             typedef
  47                 typename mpl::if_<
  48                     is_same<Tag, tag::sample>
  49                   , tag::weighted_sum
  50                   , tag::weighted_sum_of_variates<Sample, Tag>
  51                 >::type
  52             weighted_sum_tag;
  53
  54             extractor<weighted_sum_tag> const some_weighted_sum = {};
  55
  56             return numeric::fdiv(some_weighted_sum(args), sum_of_weights(args));
  57         }
  58     };
  59
  60     ///////////////////////////////////////////////////////////////////////////////
  61     // immediate_weighted_mean_impl
  62     //      immediate
  63     template<typename Sample, typename Weight, typename Tag>
  64     struct immediate_weighted_mean_impl
  65       : accumulator_base
  66     {
  67         typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
  68         // for boost::result_of
  69         typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
  70
  71         template<typename Args>
  72         immediate_weighted_mean_impl(Args const &args)
  73           : mean(
  74                 numeric::fdiv(
  75                     args[parameter::keyword<Tag>::get() | Sample()]
  76                       * numeric::one<Weight>::value
  77                   , numeric::one<Weight>::value
  78                 )
  79             )
  80         {
  81         }
  82
  83         template<typename Args>
  84         void operator ()(Args const &args)
  85         {
  86             // Matthias:
  87             //  need to pass the argument pack since the weight might be an external
  88             //  accumulator set passed as a named parameter
  89             Weight w_sum = sum_of_weights(args);
  90             Weight w = args[weight];
  91             weighted_sample const &s = args[parameter::keyword<Tag>::get()] * w;
  92             this->mean = numeric::fdiv(this->mean * (w_sum - w) + s, w_sum);
  93         }
  94
  95         result_type result(dont_care) const
  96         {
  97             return this->mean;
  98         }
  99
 100     private:
 101         result_type mean;
 102     };
 103
 104 } // namespace impl
 105
 106 ///////////////////////////////////////////////////////////////////////////////
 107 // tag::weighted_mean
 108 // tag::immediate_weighted_mean
 109 //
 110 namespace tag
 111 {
 112     struct weighted_mean
 113       : depends_on<sum_of_weights, weighted_sum>
 114     {
 115         /// INTERNAL ONLY
 116         ///
 117         typedef accumulators::impl::weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
 118     };
 119     struct immediate_weighted_mean
 120       : depends_on<sum_of_weights>
 121     {
 122         /// INTERNAL ONLY
 123         ///
 124         typedef accumulators::impl::immediate_weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
 125     };
 126     template<typename VariateType, typename VariateTag>
 127     struct weighted_mean_of_variates
 128       : depends_on<sum_of_weights, weighted_sum_of_variates<VariateType, VariateTag> >
 129     {
 130         /// INTERNAL ONLY
 131         ///
 132         typedef accumulators::impl::weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
 133     };
 134     template<typename VariateType, typename VariateTag>
 135     struct immediate_weighted_mean_of_variates
 136       : depends_on<sum_of_weights>
 137     {
 138         /// INTERNAL ONLY
 139         ///
 140         typedef accumulators::impl::immediate_weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
 141     };
 142 }
 143
 144 ///////////////////////////////////////////////////////////////////////////////
 145 // extract::weighted_mean
 146 // extract::weighted_mean_of_variates
 147 //
 148 namespace extract
 149 {
 150     extractor<tag::mean> const weighted_mean = {};
 151     BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_mean_of_variates, (typename)(typename))
 152
 153     BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_mean)
 154 }
 155
 156 using extract::weighted_mean;
 157 using extract::weighted_mean_of_variates;
 158
 159 // weighted_mean(lazy) -> weighted_mean
 160 template<>
 161 struct as_feature<tag::weighted_mean(lazy)>
 162 {
 163     typedef tag::weighted_mean type;
 164 };
 165
 166 // weighted_mean(immediate) -> immediate_weighted_mean
 167 template<>
 168 struct as_feature<tag::weighted_mean(immediate)>
 169 {
 170     typedef tag::immediate_weighted_mean type;
 171 };
 172
 173 // weighted_mean_of_variates<VariateType, VariateTag>(lazy) -> weighted_mean_of_variates<VariateType, VariateTag>
 174 template<typename VariateType, typename VariateTag>
 175 struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(lazy)>
 176 {
 177     typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
 178 };
 179
 180 // weighted_mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_weighted_mean_of_variates<VariateType, VariateTag>
 181 template<typename VariateType, typename VariateTag>
 182 struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(immediate)>
 183 {
 184     typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
 185 };
 186
 187 }} // namespace boost::accumulators
 188
 189 #endif