annotate DEPENDENCIES/generic/include/boost/accumulators/statistics/density.hpp @ 133:4acb5d8d80b6 tip

Don't fail environmental check if README.md exists (but .txt and no-suffix don't)
author Chris Cannam
date Tue, 30 Jul 2019 12:25:44 +0100
parents 2665513ce2d3
children
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Chris@16 1
Chris@16 2 ///////////////////////////////////////////////////////////////////////////////
Chris@16 3 // density.hpp
Chris@16 4 //
Chris@16 5 // Copyright 2006 Daniel Egloff, Olivier Gygi. Distributed under the Boost
Chris@16 6 // Software License, Version 1.0. (See accompanying file
Chris@16 7 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16 8
Chris@16 9 #ifndef BOOST_ACCUMULATORS_STATISTICS_DENSITY_HPP_DE_01_01_2006
Chris@16 10 #define BOOST_ACCUMULATORS_STATISTICS_DENSITY_HPP_DE_01_01_2006
Chris@16 11
Chris@16 12 #include <vector>
Chris@16 13 #include <limits>
Chris@16 14 #include <functional>
Chris@16 15 #include <boost/range.hpp>
Chris@16 16 #include <boost/parameter/keyword.hpp>
Chris@16 17 #include <boost/mpl/placeholders.hpp>
Chris@16 18 #include <boost/accumulators/accumulators_fwd.hpp>
Chris@16 19 #include <boost/accumulators/framework/accumulator_base.hpp>
Chris@16 20 #include <boost/accumulators/framework/extractor.hpp>
Chris@16 21 #include <boost/accumulators/numeric/functional.hpp>
Chris@16 22 #include <boost/accumulators/framework/parameters/sample.hpp>
Chris@16 23 #include <boost/accumulators/framework/depends_on.hpp>
Chris@16 24 #include <boost/accumulators/statistics_fwd.hpp>
Chris@16 25 #include <boost/accumulators/statistics/count.hpp>
Chris@16 26 #include <boost/accumulators/statistics/max.hpp>
Chris@16 27 #include <boost/accumulators/statistics/min.hpp>
Chris@16 28
Chris@16 29 namespace boost { namespace accumulators
Chris@16 30 {
Chris@16 31
Chris@16 32 ///////////////////////////////////////////////////////////////////////////////
Chris@16 33 // cache_size and num_bins named parameters
Chris@16 34 //
Chris@16 35 BOOST_PARAMETER_NESTED_KEYWORD(tag, density_cache_size, cache_size)
Chris@16 36 BOOST_PARAMETER_NESTED_KEYWORD(tag, density_num_bins, num_bins)
Chris@16 37
Chris@16 38 BOOST_ACCUMULATORS_IGNORE_GLOBAL(density_cache_size)
Chris@16 39 BOOST_ACCUMULATORS_IGNORE_GLOBAL(density_num_bins)
Chris@16 40
Chris@16 41 namespace impl
Chris@16 42 {
Chris@16 43 ///////////////////////////////////////////////////////////////////////////////
Chris@16 44 // density_impl
Chris@16 45 // density histogram
Chris@16 46 /**
Chris@16 47 @brief Histogram density estimator
Chris@16 48
Chris@16 49 The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins
Chris@16 50 are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the
Chris@16 51 maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally,
Chris@16 52 an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined,
Chris@16 53 the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is
Chris@16 54 return, where each pair contains the position of the bin (lower bound) and the samples count (normalized with the
Chris@16 55 total number of samples).
Chris@16 56
Chris@16 57 @param density_cache_size Number of first samples used to determine min and max.
Chris@16 58 @param density_num_bins Number of bins (two additional bins collect under- and overflow samples).
Chris@16 59 */
Chris@16 60 template<typename Sample>
Chris@16 61 struct density_impl
Chris@16 62 : accumulator_base
Chris@16 63 {
Chris@16 64 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
Chris@16 65 typedef std::vector<std::pair<float_type, float_type> > histogram_type;
Chris@16 66 typedef std::vector<float_type> array_type;
Chris@16 67 // for boost::result_of
Chris@16 68 typedef iterator_range<typename histogram_type::iterator> result_type;
Chris@16 69
Chris@16 70 template<typename Args>
Chris@16 71 density_impl(Args const &args)
Chris@16 72 : cache_size(args[density_cache_size])
Chris@16 73 , cache(cache_size)
Chris@16 74 , num_bins(args[density_num_bins])
Chris@16 75 , samples_in_bin(num_bins + 2, 0.)
Chris@16 76 , bin_positions(num_bins + 2)
Chris@16 77 , histogram(
Chris@16 78 num_bins + 2
Chris@16 79 , std::make_pair(
Chris@16 80 numeric::fdiv(args[sample | Sample()],(std::size_t)1)
Chris@16 81 , numeric::fdiv(args[sample | Sample()],(std::size_t)1)
Chris@16 82 )
Chris@16 83 )
Chris@16 84 , is_dirty(true)
Chris@16 85 {
Chris@16 86 }
Chris@16 87
Chris@16 88 template<typename Args>
Chris@16 89 void operator ()(Args const &args)
Chris@16 90 {
Chris@16 91 this->is_dirty = true;
Chris@16 92
Chris@16 93 std::size_t cnt = count(args);
Chris@16 94
Chris@16 95 // Fill up cache with cache_size first samples
Chris@16 96 if (cnt <= this->cache_size)
Chris@16 97 {
Chris@16 98 this->cache[cnt - 1] = args[sample];
Chris@16 99 }
Chris@16 100
Chris@16 101 // Once cache_size samples have been accumulated, create num_bins bins of same size between
Chris@16 102 // the minimum and maximum of the cached samples as well as under and overflow bins.
Chris@16 103 // Store their lower bounds (bin_positions) and fill the bins with the cached samples (samples_in_bin).
Chris@16 104 if (cnt == this->cache_size)
Chris@16 105 {
Chris@16 106 float_type minimum = numeric::fdiv((min)(args), (std::size_t)1);
Chris@16 107 float_type maximum = numeric::fdiv((max)(args), (std::size_t)1);
Chris@16 108 float_type bin_size = numeric::fdiv(maximum - minimum, this->num_bins );
Chris@16 109
Chris@16 110 // determine bin positions (their lower bounds)
Chris@16 111 for (std::size_t i = 0; i < this->num_bins + 2; ++i)
Chris@16 112 {
Chris@16 113 this->bin_positions[i] = minimum + (i - 1.) * bin_size;
Chris@16 114 }
Chris@16 115
Chris@16 116 for (typename array_type::const_iterator iter = this->cache.begin(); iter != this->cache.end(); ++iter)
Chris@16 117 {
Chris@16 118 if (*iter < this->bin_positions[1])
Chris@16 119 {
Chris@16 120 ++(this->samples_in_bin[0]);
Chris@16 121 }
Chris@16 122 else if (*iter >= this->bin_positions[this->num_bins + 1])
Chris@16 123 {
Chris@16 124 ++(this->samples_in_bin[this->num_bins + 1]);
Chris@16 125 }
Chris@16 126 else
Chris@16 127 {
Chris@16 128 typename array_type::iterator it = std::upper_bound(
Chris@16 129 this->bin_positions.begin()
Chris@16 130 , this->bin_positions.end()
Chris@16 131 , *iter
Chris@16 132 );
Chris@16 133
Chris@16 134 std::size_t d = std::distance(this->bin_positions.begin(), it);
Chris@16 135 ++(this->samples_in_bin[d - 1]);
Chris@16 136 }
Chris@16 137 }
Chris@16 138 }
Chris@16 139 // Add each subsequent sample to the correct bin
Chris@16 140 else if (cnt > this->cache_size)
Chris@16 141 {
Chris@16 142 if (args[sample] < this->bin_positions[1])
Chris@16 143 {
Chris@16 144 ++(this->samples_in_bin[0]);
Chris@16 145 }
Chris@16 146 else if (args[sample] >= this->bin_positions[this->num_bins + 1])
Chris@16 147 {
Chris@16 148 ++(this->samples_in_bin[this->num_bins + 1]);
Chris@16 149 }
Chris@16 150 else
Chris@16 151 {
Chris@16 152 typename array_type::iterator it = std::upper_bound(
Chris@16 153 this->bin_positions.begin()
Chris@16 154 , this->bin_positions.end()
Chris@16 155 , args[sample]
Chris@16 156 );
Chris@16 157
Chris@16 158 std::size_t d = std::distance(this->bin_positions.begin(), it);
Chris@16 159 ++(this->samples_in_bin[d - 1]);
Chris@16 160 }
Chris@16 161 }
Chris@16 162 }
Chris@16 163
Chris@16 164 /**
Chris@16 165 @pre The number of samples must meet or exceed the cache size
Chris@16 166 */
Chris@16 167 template<typename Args>
Chris@16 168 result_type result(Args const &args) const
Chris@16 169 {
Chris@16 170 if (this->is_dirty)
Chris@16 171 {
Chris@16 172 this->is_dirty = false;
Chris@16 173
Chris@16 174 // creates a vector of std::pair where each pair i holds
Chris@16 175 // the values bin_positions[i] (x-axis of histogram) and
Chris@16 176 // samples_in_bin[i] / cnt (y-axis of histogram).
Chris@16 177
Chris@16 178 for (std::size_t i = 0; i < this->num_bins + 2; ++i)
Chris@16 179 {
Chris@16 180 this->histogram[i] = std::make_pair(this->bin_positions[i], numeric::fdiv(this->samples_in_bin[i], count(args)));
Chris@16 181 }
Chris@16 182 }
Chris@16 183 // returns a range of pairs
Chris@16 184 return make_iterator_range(this->histogram);
Chris@16 185 }
Chris@16 186
Chris@16 187 private:
Chris@16 188 std::size_t cache_size; // number of cached samples
Chris@16 189 array_type cache; // cache to store the first cache_size samples
Chris@16 190 std::size_t num_bins; // number of bins
Chris@16 191 array_type samples_in_bin; // number of samples in each bin
Chris@16 192 array_type bin_positions; // lower bounds of bins
Chris@16 193 mutable histogram_type histogram; // histogram
Chris@16 194 mutable bool is_dirty;
Chris@16 195 };
Chris@16 196
Chris@16 197 } // namespace impl
Chris@16 198
Chris@16 199 ///////////////////////////////////////////////////////////////////////////////
Chris@16 200 // tag::density
Chris@16 201 //
Chris@16 202 namespace tag
Chris@16 203 {
Chris@16 204 struct density
Chris@16 205 : depends_on<count, min, max>
Chris@16 206 , density_cache_size
Chris@16 207 , density_num_bins
Chris@16 208 {
Chris@16 209 /// INTERNAL ONLY
Chris@16 210 ///
Chris@16 211 typedef accumulators::impl::density_impl<mpl::_1> impl;
Chris@16 212
Chris@16 213 #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
Chris@16 214 /// tag::density::cache_size named parameter
Chris@16 215 /// tag::density::num_bins named parameter
Chris@16 216 static boost::parameter::keyword<density_cache_size> const cache_size;
Chris@16 217 static boost::parameter::keyword<density_num_bins> const num_bins;
Chris@16 218 #endif
Chris@16 219 };
Chris@16 220 }
Chris@16 221
Chris@16 222 ///////////////////////////////////////////////////////////////////////////////
Chris@16 223 // extract::density
Chris@16 224 //
Chris@16 225 namespace extract
Chris@16 226 {
Chris@16 227 extractor<tag::density> const density = {};
Chris@16 228
Chris@16 229 BOOST_ACCUMULATORS_IGNORE_GLOBAL(density)
Chris@16 230 }
Chris@16 231
Chris@16 232 using extract::density;
Chris@16 233
Chris@16 234 // So that density can be automatically substituted
Chris@16 235 // with weighted_density when the weight parameter is non-void.
Chris@16 236 template<>
Chris@16 237 struct as_weighted_feature<tag::density>
Chris@16 238 {
Chris@16 239 typedef tag::weighted_density type;
Chris@16 240 };
Chris@16 241
Chris@16 242 template<>
Chris@16 243 struct feature_of<tag::weighted_density>
Chris@16 244 : feature_of<tag::density>
Chris@16 245 {
Chris@16 246 };
Chris@16 247
Chris@16 248 }} // namespace boost::accumulators
Chris@16 249
Chris@16 250 #endif