Mercurial > hg > vamp-build-and-test
diff DEPENDENCIES/generic/include/boost/accumulators/statistics/median.hpp @ 16:2665513ce2d3
Add boost headers
author | Chris Cannam |
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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 @@ -0,0 +1,301 @@ +/////////////////////////////////////////////////////////////////////////////// +// 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