Uses Welfords's incremental algorithm to improve the numerical
stability of mean and variance computation.
*/
-template <class RealType>
+template <class ValueType>
class mean {
public:
+ using value_type = ValueType;
+ using const_reference = const value_type&;
+
mean() = default;
- mean(const RealType& n, const RealType& mean, const RealType& variance) noexcept
+
+ /// Allow implicit conversion from mean<T>
+ template <class T>
+ mean(const mean<T>& o) noexcept
+ : sum_{o.sum_}, mean_{o.mean_}, sum_of_deltas_squared_{o.sum_of_deltas_squared_} {}
+
+ /// Initialize to external count, mean, and variance
+ mean(const_reference n, const_reference mean, const_reference variance) noexcept
: sum_(n), mean_(mean), sum_of_deltas_squared_(variance * (n - 1)) {}
- void operator()(const RealType& x) noexcept {
- sum_ += static_cast<RealType>(1);
+ /// Insert sample x
+ void operator()(const_reference x) noexcept {
+ sum_ += static_cast<value_type>(1);
const auto delta = x - mean_;
mean_ += delta / sum_;
sum_of_deltas_squared_ += delta * (x - mean_);
}
- void operator()(const weight_type<RealType>& w, const RealType& x) noexcept {
+ /// Insert sample x with weight w
+ void operator()(const weight_type<value_type>& w, const_reference x) noexcept {
sum_ += w.value;
const auto delta = x - mean_;
mean_ += w.value * delta / sum_;
sum_of_deltas_squared_ += w.value * delta * (x - mean_);
}
- template <class T>
- mean& operator+=(const mean<T>& rhs) noexcept {
+ /// Add another mean accumulator
+ mean& operator+=(const mean& rhs) noexcept {
if (sum_ != 0 || rhs.sum_ != 0) {
- const auto tmp = mean_ * sum_ + static_cast<RealType>(rhs.mean_ * rhs.sum_);
+ const auto tmp = mean_ * sum_ + rhs.mean_ * rhs.sum_;
sum_ += rhs.sum_;
mean_ = tmp / sum_;
}
- sum_of_deltas_squared_ += static_cast<RealType>(rhs.sum_of_deltas_squared_);
+ sum_of_deltas_squared_ += rhs.sum_of_deltas_squared_;
return *this;
}
- mean& operator*=(const RealType& s) noexcept {
+ /** Scale by value
+
+ This acts as if all samples were scaled by the value.
+ */
+ mean& operator*=(const_reference s) noexcept {
mean_ *= s;
sum_of_deltas_squared_ *= s * s;
return *this;
}
- template <class T>
- bool operator==(const mean<T>& rhs) const noexcept {
+ bool operator==(const mean& rhs) const noexcept {
return sum_ == rhs.sum_ && mean_ == rhs.mean_ &&
sum_of_deltas_squared_ == rhs.sum_of_deltas_squared_;
}
- template <class T>
- bool operator!=(const mean<T>& rhs) const noexcept {
- return !operator==(rhs);
- }
+ bool operator!=(const mean& rhs) const noexcept { return !operator==(rhs); }
+
+ /// Return how many samples were accumulated
+ const_reference count() const noexcept { return sum_; }
- const RealType& count() const noexcept { return sum_; }
- const RealType& value() const noexcept { return mean_; }
- RealType variance() const noexcept { return sum_of_deltas_squared_ / (sum_ - 1); }
+ /// Return mean value of accumulated samples
+ const_reference value() const noexcept { return mean_; }
+
+ /// Return variance of accumulated samples
+ value_type variance() const noexcept { return sum_of_deltas_squared_ / (sum_ - 1); }
template <class Archive>
void serialize(Archive& ar, unsigned version) {
// read only
std::size_t sum;
ar& make_nvp("sum", sum);
- sum_ = static_cast<RealType>(sum);
+ sum_ = static_cast<value_type>(sum);
} else {
ar& make_nvp("sum", sum_);
}
}
private:
- RealType sum_ = 0, mean_ = 0, sum_of_deltas_squared_ = 0;
+ value_type sum_{};
+ value_type mean_{};
+ value_type sum_of_deltas_squared_{};
};
} // namespace accumulators
template <class T>
struct version;
-// version 1 for boost::histogram::accumulators::mean<RealType>
-template <class RealType>
-struct version<boost::histogram::accumulators::mean<RealType>>
- : std::integral_constant<int, 1> {};
+// version 1 for boost::histogram::accumulators::mean<T>
+template <class T>
+struct version<boost::histogram::accumulators::mean<T>> : std::integral_constant<int, 1> {
+};
} // namespace serialization
} // namespace boost