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1 ///////////////////////////////////////////////////////////////////////////////
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2 // weighted_mean.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_WEIGHTED_MEAN_HPP_EAN_03_11_2005
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9 #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
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10
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11 #include <boost/mpl/assert.hpp>
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12 #include <boost/mpl/eval_if.hpp>
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13 #include <boost/mpl/placeholders.hpp>
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14 #include <boost/type_traits/is_same.hpp>
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15 #include <boost/accumulators/framework/accumulator_base.hpp>
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16 #include <boost/accumulators/framework/extractor.hpp>
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17 #include <boost/accumulators/numeric/functional.hpp>
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18 #include <boost/accumulators/framework/parameters/weights.hpp>
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19 #include <boost/accumulators/framework/depends_on.hpp>
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20 #include <boost/accumulators/statistics_fwd.hpp>
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21 #include <boost/accumulators/statistics/sum.hpp>
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22 #include <boost/accumulators/statistics/mean.hpp>
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23 #include <boost/accumulators/statistics/weighted_sum.hpp>
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24
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25 namespace boost { namespace accumulators
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26 {
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27
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28 namespace impl
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29 {
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30 ///////////////////////////////////////////////////////////////////////////////
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31 // weighted_mean_impl
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32 // lazy, by default
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33 template<typename Sample, typename Weight, typename Tag>
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34 struct weighted_mean_impl
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35 : accumulator_base
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36 {
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37 typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
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38 // for boost::result_of
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39 typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
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40
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41 weighted_mean_impl(dont_care) {}
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42
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43 template<typename Args>
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44 result_type result(Args const &args) const
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45 {
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46 typedef
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47 typename mpl::if_<
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48 is_same<Tag, tag::sample>
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49 , tag::weighted_sum
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50 , tag::weighted_sum_of_variates<Sample, Tag>
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51 >::type
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52 weighted_sum_tag;
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53
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54 extractor<weighted_sum_tag> const some_weighted_sum = {};
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55
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56 return numeric::fdiv(some_weighted_sum(args), sum_of_weights(args));
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57 }
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58 };
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59
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60 ///////////////////////////////////////////////////////////////////////////////
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61 // immediate_weighted_mean_impl
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62 // immediate
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63 template<typename Sample, typename Weight, typename Tag>
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64 struct immediate_weighted_mean_impl
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65 : accumulator_base
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66 {
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67 typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
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68 // for boost::result_of
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69 typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
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70
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71 template<typename Args>
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72 immediate_weighted_mean_impl(Args const &args)
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73 : mean(
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74 numeric::fdiv(
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75 args[parameter::keyword<Tag>::get() | Sample()]
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76 * numeric::one<Weight>::value
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77 , numeric::one<Weight>::value
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78 )
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79 )
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80 {
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81 }
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82
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83 template<typename Args>
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84 void operator ()(Args const &args)
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85 {
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86 // Matthias:
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87 // need to pass the argument pack since the weight might be an external
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88 // accumulator set passed as a named parameter
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89 Weight w_sum = sum_of_weights(args);
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90 Weight w = args[weight];
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91 weighted_sample const &s = args[parameter::keyword<Tag>::get()] * w;
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92 this->mean = numeric::fdiv(this->mean * (w_sum - w) + s, w_sum);
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93 }
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94
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95 result_type result(dont_care) const
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96 {
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97 return this->mean;
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98 }
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99
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100 private:
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101 result_type mean;
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102 };
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103
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104 } // namespace impl
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105
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106 ///////////////////////////////////////////////////////////////////////////////
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107 // tag::weighted_mean
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108 // tag::immediate_weighted_mean
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109 //
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110 namespace tag
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111 {
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112 struct weighted_mean
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113 : depends_on<sum_of_weights, weighted_sum>
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114 {
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115 /// INTERNAL ONLY
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116 ///
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117 typedef accumulators::impl::weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
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118 };
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119 struct immediate_weighted_mean
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120 : depends_on<sum_of_weights>
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121 {
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122 /// INTERNAL ONLY
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123 ///
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124 typedef accumulators::impl::immediate_weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
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125 };
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126 template<typename VariateType, typename VariateTag>
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127 struct weighted_mean_of_variates
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128 : depends_on<sum_of_weights, weighted_sum_of_variates<VariateType, VariateTag> >
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129 {
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130 /// INTERNAL ONLY
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131 ///
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132 typedef accumulators::impl::weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
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133 };
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134 template<typename VariateType, typename VariateTag>
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135 struct immediate_weighted_mean_of_variates
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136 : depends_on<sum_of_weights>
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137 {
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138 /// INTERNAL ONLY
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139 ///
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140 typedef accumulators::impl::immediate_weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
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141 };
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142 }
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143
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144 ///////////////////////////////////////////////////////////////////////////////
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145 // extract::weighted_mean
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146 // extract::weighted_mean_of_variates
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147 //
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148 namespace extract
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149 {
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150 extractor<tag::mean> const weighted_mean = {};
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151 BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_mean_of_variates, (typename)(typename))
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152
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153 BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_mean)
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154 }
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155
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156 using extract::weighted_mean;
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157 using extract::weighted_mean_of_variates;
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158
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159 // weighted_mean(lazy) -> weighted_mean
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160 template<>
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161 struct as_feature<tag::weighted_mean(lazy)>
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162 {
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163 typedef tag::weighted_mean type;
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164 };
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165
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166 // weighted_mean(immediate) -> immediate_weighted_mean
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167 template<>
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168 struct as_feature<tag::weighted_mean(immediate)>
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169 {
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170 typedef tag::immediate_weighted_mean type;
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171 };
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172
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173 // weighted_mean_of_variates<VariateType, VariateTag>(lazy) -> weighted_mean_of_variates<VariateType, VariateTag>
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174 template<typename VariateType, typename VariateTag>
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175 struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(lazy)>
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176 {
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177 typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
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178 };
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179
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180 // weighted_mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_weighted_mean_of_variates<VariateType, VariateTag>
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181 template<typename VariateType, typename VariateTag>
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182 struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(immediate)>
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183 {
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184 typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
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185 };
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186
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187 }} // namespace boost::accumulators
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188
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189 #endif
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