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comparison DEPENDENCIES/generic/include/boost/accumulators/statistics/median.hpp @ 16:2665513ce2d3
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author | Chris Cannam |
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date | Tue, 05 Aug 2014 11:11:38 +0100 |
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1 /////////////////////////////////////////////////////////////////////////////// | |
2 // median.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_MEDIAN_HPP_EAN_28_10_2005 | |
9 #define BOOST_ACCUMULATORS_STATISTICS_MEDIAN_HPP_EAN_28_10_2005 | |
10 | |
11 #include <boost/mpl/placeholders.hpp> | |
12 #include <boost/range/iterator_range.hpp> | |
13 #include <boost/accumulators/framework/accumulator_base.hpp> | |
14 #include <boost/accumulators/framework/extractor.hpp> | |
15 #include <boost/accumulators/numeric/functional.hpp> | |
16 #include <boost/accumulators/framework/parameters/sample.hpp> | |
17 #include <boost/accumulators/framework/depends_on.hpp> | |
18 #include <boost/accumulators/statistics_fwd.hpp> | |
19 #include <boost/accumulators/statistics/count.hpp> | |
20 #include <boost/accumulators/statistics/p_square_quantile.hpp> | |
21 #include <boost/accumulators/statistics/density.hpp> | |
22 #include <boost/accumulators/statistics/p_square_cumul_dist.hpp> | |
23 | |
24 namespace boost { namespace accumulators | |
25 { | |
26 | |
27 namespace impl | |
28 { | |
29 /////////////////////////////////////////////////////////////////////////////// | |
30 // median_impl | |
31 // | |
32 /** | |
33 @brief Median estimation based on the \f$P^2\f$ quantile estimator | |
34 | |
35 The \f$P^2\f$ algorithm is invoked with a quantile probability of 0.5. | |
36 */ | |
37 template<typename Sample> | |
38 struct median_impl | |
39 : accumulator_base | |
40 { | |
41 // for boost::result_of | |
42 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type result_type; | |
43 | |
44 median_impl(dont_care) {} | |
45 | |
46 template<typename Args> | |
47 result_type result(Args const &args) const | |
48 { | |
49 return p_square_quantile_for_median(args); | |
50 } | |
51 }; | |
52 /////////////////////////////////////////////////////////////////////////////// | |
53 // with_density_median_impl | |
54 // | |
55 /** | |
56 @brief Median estimation based on the density estimator | |
57 | |
58 The algorithm determines the bin in which the \f$0.5*cnt\f$-th sample lies, \f$cnt\f$ being | |
59 the total number of samples. It returns the approximate horizontal position of this sample, | |
60 based on a linear interpolation inside the bin. | |
61 */ | |
62 template<typename Sample> | |
63 struct with_density_median_impl | |
64 : accumulator_base | |
65 { | |
66 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type; | |
67 typedef std::vector<std::pair<float_type, float_type> > histogram_type; | |
68 typedef iterator_range<typename histogram_type::iterator> range_type; | |
69 // for boost::result_of | |
70 typedef float_type result_type; | |
71 | |
72 template<typename Args> | |
73 with_density_median_impl(Args const &args) | |
74 : sum(numeric::fdiv(args[sample | Sample()], (std::size_t)1)) | |
75 , is_dirty(true) | |
76 { | |
77 } | |
78 | |
79 void operator ()(dont_care) | |
80 { | |
81 this->is_dirty = true; | |
82 } | |
83 | |
84 | |
85 template<typename Args> | |
86 result_type result(Args const &args) const | |
87 { | |
88 if (this->is_dirty) | |
89 { | |
90 this->is_dirty = false; | |
91 | |
92 std::size_t cnt = count(args); | |
93 range_type histogram = density(args); | |
94 typename range_type::iterator it = histogram.begin(); | |
95 while (this->sum < 0.5 * cnt) | |
96 { | |
97 this->sum += it->second * cnt; | |
98 ++it; | |
99 } | |
100 --it; | |
101 float_type over = numeric::fdiv(this->sum - 0.5 * cnt, it->second * cnt); | |
102 this->median = it->first * over + (it + 1)->first * (1. - over); | |
103 } | |
104 | |
105 return this->median; | |
106 } | |
107 | |
108 private: | |
109 mutable float_type sum; | |
110 mutable bool is_dirty; | |
111 mutable float_type median; | |
112 }; | |
113 | |
114 /////////////////////////////////////////////////////////////////////////////// | |
115 // with_p_square_cumulative_distribution_median_impl | |
116 // | |
117 /** | |
118 @brief Median estimation based on the \f$P^2\f$ cumulative distribution estimator | |
119 | |
120 The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It | |
121 returns the approximate horizontal position of where the cumulative distribution | |
122 equals 0.5, based on a linear interpolation inside the bin. | |
123 */ | |
124 template<typename Sample> | |
125 struct with_p_square_cumulative_distribution_median_impl | |
126 : accumulator_base | |
127 { | |
128 typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type; | |
129 typedef std::vector<std::pair<float_type, float_type> > histogram_type; | |
130 typedef iterator_range<typename histogram_type::iterator> range_type; | |
131 // for boost::result_of | |
132 typedef float_type result_type; | |
133 | |
134 with_p_square_cumulative_distribution_median_impl(dont_care) | |
135 : is_dirty(true) | |
136 { | |
137 } | |
138 | |
139 void operator ()(dont_care) | |
140 { | |
141 this->is_dirty = true; | |
142 } | |
143 | |
144 template<typename Args> | |
145 result_type result(Args const &args) const | |
146 { | |
147 if (this->is_dirty) | |
148 { | |
149 this->is_dirty = false; | |
150 | |
151 range_type histogram = p_square_cumulative_distribution(args); | |
152 typename range_type::iterator it = histogram.begin(); | |
153 while (it->second < 0.5) | |
154 { | |
155 ++it; | |
156 } | |
157 float_type over = numeric::fdiv(it->second - 0.5, it->second - (it - 1)->second); | |
158 this->median = it->first * over + (it + 1)->first * ( 1. - over ); | |
159 } | |
160 | |
161 return this->median; | |
162 } | |
163 private: | |
164 | |
165 mutable bool is_dirty; | |
166 mutable float_type median; | |
167 }; | |
168 | |
169 } // namespace impl | |
170 | |
171 /////////////////////////////////////////////////////////////////////////////// | |
172 // tag::median | |
173 // tag::with_densisty_median | |
174 // tag::with_p_square_cumulative_distribution_median | |
175 // | |
176 namespace tag | |
177 { | |
178 struct median | |
179 : depends_on<p_square_quantile_for_median> | |
180 { | |
181 /// INTERNAL ONLY | |
182 /// | |
183 typedef accumulators::impl::median_impl<mpl::_1> impl; | |
184 }; | |
185 struct with_density_median | |
186 : depends_on<count, density> | |
187 { | |
188 /// INTERNAL ONLY | |
189 /// | |
190 typedef accumulators::impl::with_density_median_impl<mpl::_1> impl; | |
191 }; | |
192 struct with_p_square_cumulative_distribution_median | |
193 : depends_on<p_square_cumulative_distribution> | |
194 { | |
195 /// INTERNAL ONLY | |
196 /// | |
197 typedef accumulators::impl::with_p_square_cumulative_distribution_median_impl<mpl::_1> impl; | |
198 }; | |
199 } | |
200 | |
201 /////////////////////////////////////////////////////////////////////////////// | |
202 // extract::median | |
203 // extract::with_density_median | |
204 // extract::with_p_square_cumulative_distribution_median | |
205 // | |
206 namespace extract | |
207 { | |
208 extractor<tag::median> const median = {}; | |
209 extractor<tag::with_density_median> const with_density_median = {}; | |
210 extractor<tag::with_p_square_cumulative_distribution_median> const with_p_square_cumulative_distribution_median = {}; | |
211 | |
212 BOOST_ACCUMULATORS_IGNORE_GLOBAL(median) | |
213 BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_density_median) | |
214 BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_p_square_cumulative_distribution_median) | |
215 } | |
216 | |
217 using extract::median; | |
218 using extract::with_density_median; | |
219 using extract::with_p_square_cumulative_distribution_median; | |
220 | |
221 // median(with_p_square_quantile) -> median | |
222 template<> | |
223 struct as_feature<tag::median(with_p_square_quantile)> | |
224 { | |
225 typedef tag::median type; | |
226 }; | |
227 | |
228 // median(with_density) -> with_density_median | |
229 template<> | |
230 struct as_feature<tag::median(with_density)> | |
231 { | |
232 typedef tag::with_density_median type; | |
233 }; | |
234 | |
235 // median(with_p_square_cumulative_distribution) -> with_p_square_cumulative_distribution_median | |
236 template<> | |
237 struct as_feature<tag::median(with_p_square_cumulative_distribution)> | |
238 { | |
239 typedef tag::with_p_square_cumulative_distribution_median type; | |
240 }; | |
241 | |
242 // for the purposes of feature-based dependency resolution, | |
243 // with_density_median and with_p_square_cumulative_distribution_median | |
244 // provide the same feature as median | |
245 template<> | |
246 struct feature_of<tag::with_density_median> | |
247 : feature_of<tag::median> | |
248 { | |
249 }; | |
250 | |
251 template<> | |
252 struct feature_of<tag::with_p_square_cumulative_distribution_median> | |
253 : feature_of<tag::median> | |
254 { | |
255 }; | |
256 | |
257 // So that median can be automatically substituted with | |
258 // weighted_median when the weight parameter is non-void. | |
259 template<> | |
260 struct as_weighted_feature<tag::median> | |
261 { | |
262 typedef tag::weighted_median type; | |
263 }; | |
264 | |
265 template<> | |
266 struct feature_of<tag::weighted_median> | |
267 : feature_of<tag::median> | |
268 { | |
269 }; | |
270 | |
271 // So that with_density_median can be automatically substituted with | |
272 // with_density_weighted_median when the weight parameter is non-void. | |
273 template<> | |
274 struct as_weighted_feature<tag::with_density_median> | |
275 { | |
276 typedef tag::with_density_weighted_median type; | |
277 }; | |
278 | |
279 template<> | |
280 struct feature_of<tag::with_density_weighted_median> | |
281 : feature_of<tag::with_density_median> | |
282 { | |
283 }; | |
284 | |
285 // So that with_p_square_cumulative_distribution_median can be automatically substituted with | |
286 // with_p_square_cumulative_distribution_weighted_median when the weight parameter is non-void. | |
287 template<> | |
288 struct as_weighted_feature<tag::with_p_square_cumulative_distribution_median> | |
289 { | |
290 typedef tag::with_p_square_cumulative_distribution_weighted_median type; | |
291 }; | |
292 | |
293 template<> | |
294 struct feature_of<tag::with_p_square_cumulative_distribution_weighted_median> | |
295 : feature_of<tag::with_p_square_cumulative_distribution_median> | |
296 { | |
297 }; | |
298 | |
299 }} // namespace boost::accumulators | |
300 | |
301 #endif |