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1 ///////////////////////////////////////////////////////////////////////////////
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2 // median.hpp
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3 //
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4 // Copyright 2006 Eric Niebler, Olivier Gygi. Distributed under the Boost
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5 // Software License, Version 1.0. (See accompanying file
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6 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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7
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8 #ifndef BOOST_ACCUMULATORS_STATISTICS_MEDIAN_HPP_EAN_28_10_2005
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9 #define BOOST_ACCUMULATORS_STATISTICS_MEDIAN_HPP_EAN_28_10_2005
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10
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11 #include <boost/mpl/placeholders.hpp>
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12 #include <boost/range/iterator_range.hpp>
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13 #include <boost/accumulators/framework/accumulator_base.hpp>
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14 #include <boost/accumulators/framework/extractor.hpp>
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15 #include <boost/accumulators/numeric/functional.hpp>
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16 #include <boost/accumulators/framework/parameters/sample.hpp>
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17 #include <boost/accumulators/framework/depends_on.hpp>
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18 #include <boost/accumulators/statistics_fwd.hpp>
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19 #include <boost/accumulators/statistics/count.hpp>
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20 #include <boost/accumulators/statistics/p_square_quantile.hpp>
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21 #include <boost/accumulators/statistics/density.hpp>
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22 #include <boost/accumulators/statistics/p_square_cumul_dist.hpp>
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23
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24 namespace boost { namespace accumulators
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25 {
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26
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27 namespace impl
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28 {
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29 ///////////////////////////////////////////////////////////////////////////////
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30 // median_impl
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31 //
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32 /**
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33 @brief Median estimation based on the \f$P^2\f$ quantile estimator
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34
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35 The \f$P^2\f$ algorithm is invoked with a quantile probability of 0.5.
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36 */
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37 template<typename Sample>
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38 struct median_impl
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39 : accumulator_base
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40 {
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41 // for boost::result_of
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42 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type result_type;
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43
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44 median_impl(dont_care) {}
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45
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46 template<typename Args>
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47 result_type result(Args const &args) const
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48 {
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49 return p_square_quantile_for_median(args);
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50 }
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51 };
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52 ///////////////////////////////////////////////////////////////////////////////
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53 // with_density_median_impl
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54 //
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55 /**
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56 @brief Median estimation based on the density estimator
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57
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58 The algorithm determines the bin in which the \f$0.5*cnt\f$-th sample lies, \f$cnt\f$ being
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59 the total number of samples. It returns the approximate horizontal position of this sample,
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60 based on a linear interpolation inside the bin.
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61 */
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62 template<typename Sample>
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63 struct with_density_median_impl
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64 : accumulator_base
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65 {
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66 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
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67 typedef std::vector<std::pair<float_type, float_type> > histogram_type;
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68 typedef iterator_range<typename histogram_type::iterator> range_type;
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69 // for boost::result_of
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70 typedef float_type result_type;
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71
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72 template<typename Args>
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73 with_density_median_impl(Args const &args)
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74 : sum(numeric::fdiv(args[sample | Sample()], (std::size_t)1))
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75 , is_dirty(true)
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76 {
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77 }
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78
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79 void operator ()(dont_care)
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80 {
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81 this->is_dirty = true;
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82 }
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83
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84
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85 template<typename Args>
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86 result_type result(Args const &args) const
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87 {
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88 if (this->is_dirty)
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89 {
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90 this->is_dirty = false;
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91
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92 std::size_t cnt = count(args);
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93 range_type histogram = density(args);
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94 typename range_type::iterator it = histogram.begin();
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95 while (this->sum < 0.5 * cnt)
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96 {
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97 this->sum += it->second * cnt;
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98 ++it;
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99 }
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100 --it;
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101 float_type over = numeric::fdiv(this->sum - 0.5 * cnt, it->second * cnt);
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102 this->median = it->first * over + (it + 1)->first * (1. - over);
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103 }
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104
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105 return this->median;
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106 }
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107
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108 private:
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109 mutable float_type sum;
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110 mutable bool is_dirty;
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111 mutable float_type median;
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112 };
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113
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114 ///////////////////////////////////////////////////////////////////////////////
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115 // with_p_square_cumulative_distribution_median_impl
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116 //
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117 /**
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118 @brief Median estimation based on the \f$P^2\f$ cumulative distribution estimator
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119
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120 The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It
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121 returns the approximate horizontal position of where the cumulative distribution
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122 equals 0.5, based on a linear interpolation inside the bin.
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123 */
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124 template<typename Sample>
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125 struct with_p_square_cumulative_distribution_median_impl
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126 : accumulator_base
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127 {
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128 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
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129 typedef std::vector<std::pair<float_type, float_type> > histogram_type;
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130 typedef iterator_range<typename histogram_type::iterator> range_type;
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131 // for boost::result_of
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132 typedef float_type result_type;
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133
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134 with_p_square_cumulative_distribution_median_impl(dont_care)
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135 : is_dirty(true)
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136 {
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137 }
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138
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139 void operator ()(dont_care)
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140 {
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141 this->is_dirty = true;
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142 }
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143
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144 template<typename Args>
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145 result_type result(Args const &args) const
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146 {
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147 if (this->is_dirty)
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148 {
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149 this->is_dirty = false;
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150
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151 range_type histogram = p_square_cumulative_distribution(args);
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152 typename range_type::iterator it = histogram.begin();
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153 while (it->second < 0.5)
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154 {
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155 ++it;
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156 }
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157 float_type over = numeric::fdiv(it->second - 0.5, it->second - (it - 1)->second);
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158 this->median = it->first * over + (it + 1)->first * ( 1. - over );
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159 }
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160
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161 return this->median;
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162 }
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163 private:
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164
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165 mutable bool is_dirty;
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166 mutable float_type median;
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167 };
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168
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169 } // namespace impl
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170
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171 ///////////////////////////////////////////////////////////////////////////////
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172 // tag::median
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173 // tag::with_densisty_median
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174 // tag::with_p_square_cumulative_distribution_median
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175 //
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176 namespace tag
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177 {
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178 struct median
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179 : depends_on<p_square_quantile_for_median>
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180 {
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181 /// INTERNAL ONLY
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182 ///
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183 typedef accumulators::impl::median_impl<mpl::_1> impl;
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184 };
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185 struct with_density_median
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186 : depends_on<count, density>
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187 {
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188 /// INTERNAL ONLY
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189 ///
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190 typedef accumulators::impl::with_density_median_impl<mpl::_1> impl;
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191 };
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192 struct with_p_square_cumulative_distribution_median
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193 : depends_on<p_square_cumulative_distribution>
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194 {
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195 /// INTERNAL ONLY
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196 ///
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197 typedef accumulators::impl::with_p_square_cumulative_distribution_median_impl<mpl::_1> impl;
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198 };
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199 }
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200
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201 ///////////////////////////////////////////////////////////////////////////////
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202 // extract::median
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203 // extract::with_density_median
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204 // extract::with_p_square_cumulative_distribution_median
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205 //
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206 namespace extract
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207 {
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208 extractor<tag::median> const median = {};
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209 extractor<tag::with_density_median> const with_density_median = {};
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210 extractor<tag::with_p_square_cumulative_distribution_median> const with_p_square_cumulative_distribution_median = {};
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211
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212 BOOST_ACCUMULATORS_IGNORE_GLOBAL(median)
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213 BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_density_median)
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214 BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_p_square_cumulative_distribution_median)
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215 }
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216
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217 using extract::median;
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218 using extract::with_density_median;
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219 using extract::with_p_square_cumulative_distribution_median;
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220
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221 // median(with_p_square_quantile) -> median
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222 template<>
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223 struct as_feature<tag::median(with_p_square_quantile)>
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224 {
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225 typedef tag::median type;
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226 };
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227
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228 // median(with_density) -> with_density_median
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229 template<>
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230 struct as_feature<tag::median(with_density)>
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231 {
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232 typedef tag::with_density_median type;
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233 };
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234
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235 // median(with_p_square_cumulative_distribution) -> with_p_square_cumulative_distribution_median
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236 template<>
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237 struct as_feature<tag::median(with_p_square_cumulative_distribution)>
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238 {
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239 typedef tag::with_p_square_cumulative_distribution_median type;
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240 };
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241
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242 // for the purposes of feature-based dependency resolution,
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243 // with_density_median and with_p_square_cumulative_distribution_median
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244 // provide the same feature as median
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245 template<>
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246 struct feature_of<tag::with_density_median>
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247 : feature_of<tag::median>
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248 {
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249 };
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250
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251 template<>
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252 struct feature_of<tag::with_p_square_cumulative_distribution_median>
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253 : feature_of<tag::median>
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254 {
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255 };
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256
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257 // So that median can be automatically substituted with
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258 // weighted_median when the weight parameter is non-void.
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259 template<>
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260 struct as_weighted_feature<tag::median>
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261 {
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262 typedef tag::weighted_median type;
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263 };
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264
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265 template<>
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266 struct feature_of<tag::weighted_median>
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267 : feature_of<tag::median>
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268 {
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269 };
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270
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271 // So that with_density_median can be automatically substituted with
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272 // with_density_weighted_median when the weight parameter is non-void.
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273 template<>
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274 struct as_weighted_feature<tag::with_density_median>
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275 {
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276 typedef tag::with_density_weighted_median type;
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277 };
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278
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279 template<>
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280 struct feature_of<tag::with_density_weighted_median>
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281 : feature_of<tag::with_density_median>
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282 {
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283 };
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284
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285 // So that with_p_square_cumulative_distribution_median can be automatically substituted with
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286 // with_p_square_cumulative_distribution_weighted_median when the weight parameter is non-void.
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287 template<>
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288 struct as_weighted_feature<tag::with_p_square_cumulative_distribution_median>
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289 {
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290 typedef tag::with_p_square_cumulative_distribution_weighted_median type;
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291 };
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292
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293 template<>
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294 struct feature_of<tag::with_p_square_cumulative_distribution_weighted_median>
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295 : feature_of<tag::with_p_square_cumulative_distribution_median>
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296 {
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297 };
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298
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299 }} // namespace boost::accumulators
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300
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301 #endif
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