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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);
- }
-
- // serialization is done by accumulators it depends on
- template<class Archive>
- void serialize(Archive & ar, const unsigned int file_version) {}
- };
- ///////////////////////////////////////////////////////////////////////////////
- // 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;
- }
- // make this accumulator serializeable
- template<class Archive>
- void serialize(Archive & ar, const unsigned int file_version)
- {
- ar & sum;
- ar & is_dirty;
- ar & 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;
- }
-
- // make this accumulator serializeable
- template<class Archive>
- void serialize(Archive & ar, const unsigned int file_version)
- {
- ar & is_dirty;
- ar & 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
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