Chris@16: ///////////////////////////////////////////////////////////////////////////////
Chris@16: // weighted_mean.hpp
Chris@16: //
Chris@16: //  Copyright 2006 Eric Niebler, Olivier Gygi. Distributed under the Boost
Chris@16: //  Software License, Version 1.0. (See accompanying file
Chris@16: //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16: 
Chris@16: #ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
Chris@16: #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
Chris@16: 
Chris@16: #include <boost/mpl/assert.hpp>
Chris@16: #include <boost/mpl/eval_if.hpp>
Chris@16: #include <boost/mpl/placeholders.hpp>
Chris@16: #include <boost/type_traits/is_same.hpp>
Chris@16: #include <boost/accumulators/framework/accumulator_base.hpp>
Chris@16: #include <boost/accumulators/framework/extractor.hpp>
Chris@16: #include <boost/accumulators/numeric/functional.hpp>
Chris@16: #include <boost/accumulators/framework/parameters/weights.hpp>
Chris@16: #include <boost/accumulators/framework/depends_on.hpp>
Chris@16: #include <boost/accumulators/statistics_fwd.hpp>
Chris@16: #include <boost/accumulators/statistics/sum.hpp>
Chris@16: #include <boost/accumulators/statistics/mean.hpp>
Chris@16: #include <boost/accumulators/statistics/weighted_sum.hpp>
Chris@16: 
Chris@16: namespace boost { namespace accumulators
Chris@16: {
Chris@16: 
Chris@16: namespace impl
Chris@16: {
Chris@16:     ///////////////////////////////////////////////////////////////////////////////
Chris@16:     // weighted_mean_impl
Chris@16:     //      lazy, by default
Chris@16:     template<typename Sample, typename Weight, typename Tag>
Chris@16:     struct weighted_mean_impl
Chris@16:       : accumulator_base
Chris@16:     {
Chris@16:         typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
Chris@16:         // for boost::result_of
Chris@16:         typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
Chris@16: 
Chris@16:         weighted_mean_impl(dont_care) {}
Chris@16: 
Chris@16:         template<typename Args>
Chris@16:         result_type result(Args const &args) const
Chris@16:         {
Chris@16:             typedef
Chris@16:                 typename mpl::if_<
Chris@16:                     is_same<Tag, tag::sample>
Chris@16:                   , tag::weighted_sum
Chris@16:                   , tag::weighted_sum_of_variates<Sample, Tag>
Chris@16:                 >::type
Chris@16:             weighted_sum_tag;
Chris@16: 
Chris@16:             extractor<weighted_sum_tag> const some_weighted_sum = {};
Chris@16: 
Chris@16:             return numeric::fdiv(some_weighted_sum(args), sum_of_weights(args));
Chris@16:         }
Chris@16:     };
Chris@16: 
Chris@16:     ///////////////////////////////////////////////////////////////////////////////
Chris@16:     // immediate_weighted_mean_impl
Chris@16:     //      immediate
Chris@16:     template<typename Sample, typename Weight, typename Tag>
Chris@16:     struct immediate_weighted_mean_impl
Chris@16:       : accumulator_base
Chris@16:     {
Chris@16:         typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
Chris@16:         // for boost::result_of
Chris@16:         typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
Chris@16: 
Chris@16:         template<typename Args>
Chris@16:         immediate_weighted_mean_impl(Args const &args)
Chris@16:           : mean(
Chris@16:                 numeric::fdiv(
Chris@16:                     args[parameter::keyword<Tag>::get() | Sample()]
Chris@16:                       * numeric::one<Weight>::value
Chris@16:                   , numeric::one<Weight>::value
Chris@16:                 )
Chris@16:             )
Chris@16:         {
Chris@16:         }
Chris@16: 
Chris@16:         template<typename Args>
Chris@16:         void operator ()(Args const &args)
Chris@16:         {
Chris@16:             // Matthias:
Chris@16:             //  need to pass the argument pack since the weight might be an external
Chris@16:             //  accumulator set passed as a named parameter
Chris@16:             Weight w_sum = sum_of_weights(args);
Chris@16:             Weight w = args[weight];
Chris@16:             weighted_sample const &s = args[parameter::keyword<Tag>::get()] * w;
Chris@16:             this->mean = numeric::fdiv(this->mean * (w_sum - w) + s, w_sum);
Chris@16:         }
Chris@16: 
Chris@16:         result_type result(dont_care) const
Chris@16:         {
Chris@16:             return this->mean;
Chris@16:         }
Chris@16: 
Chris@16:     private:
Chris@16:         result_type mean;
Chris@16:     };
Chris@16: 
Chris@16: } // namespace impl
Chris@16: 
Chris@16: ///////////////////////////////////////////////////////////////////////////////
Chris@16: // tag::weighted_mean
Chris@16: // tag::immediate_weighted_mean
Chris@16: //
Chris@16: namespace tag
Chris@16: {
Chris@16:     struct weighted_mean
Chris@16:       : depends_on<sum_of_weights, weighted_sum>
Chris@16:     {
Chris@16:         /// INTERNAL ONLY
Chris@16:         ///
Chris@16:         typedef accumulators::impl::weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
Chris@16:     };
Chris@16:     struct immediate_weighted_mean
Chris@16:       : depends_on<sum_of_weights>
Chris@16:     {
Chris@16:         /// INTERNAL ONLY
Chris@16:         ///
Chris@16:         typedef accumulators::impl::immediate_weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
Chris@16:     };
Chris@16:     template<typename VariateType, typename VariateTag>
Chris@16:     struct weighted_mean_of_variates
Chris@16:       : depends_on<sum_of_weights, weighted_sum_of_variates<VariateType, VariateTag> >
Chris@16:     {
Chris@16:         /// INTERNAL ONLY
Chris@16:         ///
Chris@16:         typedef accumulators::impl::weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
Chris@16:     };
Chris@16:     template<typename VariateType, typename VariateTag>
Chris@16:     struct immediate_weighted_mean_of_variates
Chris@16:       : depends_on<sum_of_weights>
Chris@16:     {
Chris@16:         /// INTERNAL ONLY
Chris@16:         ///
Chris@16:         typedef accumulators::impl::immediate_weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
Chris@16:     };
Chris@16: }
Chris@16: 
Chris@16: ///////////////////////////////////////////////////////////////////////////////
Chris@16: // extract::weighted_mean
Chris@16: // extract::weighted_mean_of_variates
Chris@16: //
Chris@16: namespace extract
Chris@16: {
Chris@16:     extractor<tag::mean> const weighted_mean = {};
Chris@16:     BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_mean_of_variates, (typename)(typename))
Chris@16: 
Chris@16:     BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_mean)
Chris@16: }
Chris@16: 
Chris@16: using extract::weighted_mean;
Chris@16: using extract::weighted_mean_of_variates;
Chris@16: 
Chris@16: // weighted_mean(lazy) -> weighted_mean
Chris@16: template<>
Chris@16: struct as_feature<tag::weighted_mean(lazy)>
Chris@16: {
Chris@16:     typedef tag::weighted_mean type;
Chris@16: };
Chris@16: 
Chris@16: // weighted_mean(immediate) -> immediate_weighted_mean
Chris@16: template<>
Chris@16: struct as_feature<tag::weighted_mean(immediate)>
Chris@16: {
Chris@16:     typedef tag::immediate_weighted_mean type;
Chris@16: };
Chris@16: 
Chris@16: // weighted_mean_of_variates<VariateType, VariateTag>(lazy) -> weighted_mean_of_variates<VariateType, VariateTag>
Chris@16: template<typename VariateType, typename VariateTag>
Chris@16: struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(lazy)>
Chris@16: {
Chris@16:     typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
Chris@16: };
Chris@16: 
Chris@16: // weighted_mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_weighted_mean_of_variates<VariateType, VariateTag>
Chris@16: template<typename VariateType, typename VariateTag>
Chris@16: struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(immediate)>
Chris@16: {
Chris@16:     typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
Chris@16: };
Chris@16: 
Chris@16: }} // namespace boost::accumulators
Chris@16: 
Chris@16: #endif