diff DEPENDENCIES/generic/include/boost/accumulators/statistics/median.hpp @ 16:2665513ce2d3

Add boost headers
author Chris Cannam
date Tue, 05 Aug 2014 11:11:38 +0100
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/DEPENDENCIES/generic/include/boost/accumulators/statistics/median.hpp	Tue Aug 05 11:11:38 2014 +0100
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+///////////////////////////////////////////////////////////////////////////////
+// median.hpp
+//
+//  Copyright 2006 Eric Niebler, Olivier Gygi. Distributed under the Boost
+//  Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_ACCUMULATORS_STATISTICS_MEDIAN_HPP_EAN_28_10_2005
+#define BOOST_ACCUMULATORS_STATISTICS_MEDIAN_HPP_EAN_28_10_2005
+
+#include <boost/mpl/placeholders.hpp>
+#include <boost/range/iterator_range.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/count.hpp>
+#include <boost/accumulators/statistics/p_square_quantile.hpp>
+#include <boost/accumulators/statistics/density.hpp>
+#include <boost/accumulators/statistics/p_square_cumul_dist.hpp>
+
+namespace boost { namespace accumulators
+{
+
+namespace impl
+{
+    ///////////////////////////////////////////////////////////////////////////////
+    // median_impl
+    //
+    /**
+        @brief Median estimation based on the \f$P^2\f$ quantile estimator
+
+        The \f$P^2\f$ algorithm is invoked with a quantile probability of 0.5.
+    */
+    template<typename Sample>
+    struct median_impl
+      : accumulator_base
+    {
+        // for boost::result_of
+        typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type result_type;
+
+        median_impl(dont_care) {}
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            return p_square_quantile_for_median(args);
+        }
+    };
+    ///////////////////////////////////////////////////////////////////////////////
+    // with_density_median_impl
+    //
+    /**
+        @brief Median estimation based on the density estimator
+
+        The algorithm determines the bin in which the \f$0.5*cnt\f$-th sample lies, \f$cnt\f$ being
+        the total number of samples. It returns the approximate horizontal position of this sample,
+        based on a linear interpolation inside the bin.
+    */
+    template<typename Sample>
+    struct with_density_median_impl
+      : accumulator_base
+    {
+        typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
+        typedef std::vector<std::pair<float_type, float_type> > histogram_type;
+        typedef iterator_range<typename histogram_type::iterator> range_type;
+        // for boost::result_of
+        typedef float_type result_type;
+
+        template<typename Args>
+        with_density_median_impl(Args const &args)
+          : sum(numeric::fdiv(args[sample | Sample()], (std::size_t)1))
+          , is_dirty(true)
+        {
+        }
+
+        void operator ()(dont_care)
+        {
+            this->is_dirty = true;
+        }
+
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            if (this->is_dirty)
+            {
+                this->is_dirty = false;
+
+                std::size_t cnt = count(args);
+                range_type histogram = density(args);
+                typename range_type::iterator it = histogram.begin();
+                while (this->sum < 0.5 * cnt)
+                {
+                    this->sum += it->second * cnt;
+                    ++it;
+                }
+                --it;
+                float_type over = numeric::fdiv(this->sum - 0.5 * cnt, it->second * cnt);
+                this->median = it->first * over + (it + 1)->first * (1. - over);
+            }
+
+            return this->median;
+        }
+
+    private:
+        mutable float_type sum;
+        mutable bool is_dirty;
+        mutable float_type median;
+    };
+
+    ///////////////////////////////////////////////////////////////////////////////
+    // with_p_square_cumulative_distribution_median_impl
+    //
+    /**
+        @brief Median estimation based on the \f$P^2\f$ cumulative distribution estimator
+
+        The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It
+        returns the approximate horizontal position of where the cumulative distribution
+        equals 0.5, based on a linear interpolation inside the bin.
+    */
+    template<typename Sample>
+    struct with_p_square_cumulative_distribution_median_impl
+      : accumulator_base
+    {
+        typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
+        typedef std::vector<std::pair<float_type, float_type> > histogram_type;
+        typedef iterator_range<typename histogram_type::iterator> range_type;
+        // for boost::result_of
+        typedef float_type result_type;
+
+        with_p_square_cumulative_distribution_median_impl(dont_care)
+          : is_dirty(true)
+        {
+        }
+
+        void operator ()(dont_care)
+        {
+            this->is_dirty = true;
+        }
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            if (this->is_dirty)
+            {
+                this->is_dirty = false;
+
+                range_type histogram = p_square_cumulative_distribution(args);
+                typename range_type::iterator it = histogram.begin();
+                while (it->second < 0.5)
+                {
+                    ++it;
+                }
+                float_type over = numeric::fdiv(it->second - 0.5, it->second - (it - 1)->second);
+                this->median = it->first * over + (it + 1)->first * ( 1. - over );
+            }
+
+            return this->median;
+        }
+    private:
+
+        mutable bool is_dirty;
+        mutable float_type median;
+    };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::median
+// tag::with_densisty_median
+// tag::with_p_square_cumulative_distribution_median
+//
+namespace tag
+{
+    struct median
+      : depends_on<p_square_quantile_for_median>
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::median_impl<mpl::_1> impl;
+    };
+    struct with_density_median
+      : depends_on<count, density>
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::with_density_median_impl<mpl::_1> impl;
+    };
+    struct with_p_square_cumulative_distribution_median
+      : depends_on<p_square_cumulative_distribution>
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::with_p_square_cumulative_distribution_median_impl<mpl::_1> impl;
+    };
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::median
+// extract::with_density_median
+// extract::with_p_square_cumulative_distribution_median
+//
+namespace extract
+{
+    extractor<tag::median> const median = {};
+    extractor<tag::with_density_median> const with_density_median = {};
+    extractor<tag::with_p_square_cumulative_distribution_median> const with_p_square_cumulative_distribution_median = {};
+
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(median)
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_density_median)
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_p_square_cumulative_distribution_median)
+}
+
+using extract::median;
+using extract::with_density_median;
+using extract::with_p_square_cumulative_distribution_median;
+
+// median(with_p_square_quantile) -> median
+template<>
+struct as_feature<tag::median(with_p_square_quantile)>
+{
+    typedef tag::median type;
+};
+
+// median(with_density) -> with_density_median
+template<>
+struct as_feature<tag::median(with_density)>
+{
+    typedef tag::with_density_median type;
+};
+
+// median(with_p_square_cumulative_distribution) -> with_p_square_cumulative_distribution_median
+template<>
+struct as_feature<tag::median(with_p_square_cumulative_distribution)>
+{
+    typedef tag::with_p_square_cumulative_distribution_median type;
+};
+
+// for the purposes of feature-based dependency resolution,
+// with_density_median and with_p_square_cumulative_distribution_median
+// provide the same feature as median
+template<>
+struct feature_of<tag::with_density_median>
+  : feature_of<tag::median>
+{
+};
+
+template<>
+struct feature_of<tag::with_p_square_cumulative_distribution_median>
+  : feature_of<tag::median>
+{
+};
+
+// So that median can be automatically substituted with
+// weighted_median when the weight parameter is non-void.
+template<>
+struct as_weighted_feature<tag::median>
+{
+    typedef tag::weighted_median type;
+};
+
+template<>
+struct feature_of<tag::weighted_median>
+  : feature_of<tag::median>
+{
+};
+
+// So that with_density_median can be automatically substituted with
+// with_density_weighted_median when the weight parameter is non-void.
+template<>
+struct as_weighted_feature<tag::with_density_median>
+{
+    typedef tag::with_density_weighted_median type;
+};
+
+template<>
+struct feature_of<tag::with_density_weighted_median>
+  : feature_of<tag::with_density_median>
+{
+};
+
+// So that with_p_square_cumulative_distribution_median can be automatically substituted with
+// with_p_square_cumulative_distribution_weighted_median when the weight parameter is non-void.
+template<>
+struct as_weighted_feature<tag::with_p_square_cumulative_distribution_median>
+{
+    typedef tag::with_p_square_cumulative_distribution_weighted_median type;
+};
+
+template<>
+struct feature_of<tag::with_p_square_cumulative_distribution_weighted_median>
+  : feature_of<tag::with_p_square_cumulative_distribution_median>
+{
+};
+
+}} // namespace boost::accumulators
+
+#endif