boost/accumulators/statistics/weighted_moment.hpp

   1 ///////////////////////////////////////////////////////////////////////////////
   2 // weighted_moment.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_WEIGHTED_MOMENT_HPP_EAN_15_11_2005
   9 #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MOMENT_HPP_EAN_15_11_2005
  10
  11 #include <boost/config/no_tr1/cmath.hpp>
  12 #include <boost/mpl/int.hpp>
  13 #include <boost/mpl/assert.hpp>
  14 #include <boost/mpl/placeholders.hpp>
  15 #include <boost/preprocessor/arithmetic/inc.hpp>
  16 #include <boost/preprocessor/repetition/repeat_from_to.hpp>
  17 #include <boost/preprocessor/repetition/enum_trailing_params.hpp>
  18 #include <boost/preprocessor/repetition/enum_trailing_binary_params.hpp>
  19 #include <boost/accumulators/framework/accumulator_base.hpp>
  20 #include <boost/accumulators/framework/extractor.hpp>
  21 #include <boost/accumulators/numeric/functional.hpp>
  22 #include <boost/accumulators/framework/parameters/sample.hpp>
  23 #include <boost/accumulators/framework/depends_on.hpp>
  24 #include <boost/accumulators/statistics_fwd.hpp>
  25 #include <boost/accumulators/statistics/count.hpp>
  26 #include <boost/accumulators/statistics/moment.hpp> // for pow()
  27 #include <boost/accumulators/statistics/sum.hpp>
  28
  29 namespace boost { namespace accumulators
  30 {
  31
  32 namespace impl
  33 {
  34     ///////////////////////////////////////////////////////////////////////////////
  35     // weighted_moment_impl
  36     template<typename N, typename Sample, typename Weight>
  37     struct weighted_moment_impl
  38       : accumulator_base // TODO: also depends_on sum of powers
  39     {
  40         BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
  41         typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
  42         // for boost::result_of
  43         typedef typename numeric::functional::fdiv<weighted_sample, Weight>::result_type result_type;
  44
  45         template<typename Args>
  46         weighted_moment_impl(Args const &args)
  47           : sum(args[sample | Sample()] * numeric::one<Weight>::value)
  48         {
  49         }
  50
  51         template<typename Args>
  52         void operator ()(Args const &args)
  53         {
  54             this->sum += args[weight] * numeric::pow(args[sample], N());
  55         }
  56
  57         template<typename Args>
  58         result_type result(Args const &args) const
  59         {
  60             return numeric::fdiv(this->sum, sum_of_weights(args));
  61         }
  62
  63     private:
  64         weighted_sample sum;
  65     };
  66
  67 } // namespace impl
  68
  69 ///////////////////////////////////////////////////////////////////////////////
  70 // tag::weighted_moment
  71 //
  72 namespace tag
  73 {
  74     template<int N>
  75     struct weighted_moment
  76       : depends_on<count, sum_of_weights>
  77     {
  78         /// INTERNAL ONLY
  79         ///
  80         typedef accumulators::impl::weighted_moment_impl<mpl::int_<N>, mpl::_1, mpl::_2> impl;
  81     };
  82 }
  83
  84 ///////////////////////////////////////////////////////////////////////////////
  85 // extract::weighted_moment
  86 //
  87 namespace extract
  88 {
  89     BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_moment, (int))
  90 }
  91
  92 using extract::weighted_moment;
  93
  94 }} // namespace boost::accumulators
  95
  96 #endif