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- ///////////////////////////////////////////////////////////////////////////////
- // density.hpp
- //
- // Copyright 2006 Daniel Egloff, 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_DENSITY_HPP_DE_01_01_2006
- #define BOOST_ACCUMULATORS_STATISTICS_DENSITY_HPP_DE_01_01_2006
- #include <vector>
- #include <limits>
- #include <functional>
- #include <boost/range.hpp>
- #include <boost/parameter/keyword.hpp>
- #include <boost/mpl/placeholders.hpp>
- #include <boost/accumulators/accumulators_fwd.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/max.hpp>
- #include <boost/accumulators/statistics/min.hpp>
- #include <boost/serialization/vector.hpp>
- #include <boost/serialization/utility.hpp>
- namespace boost { namespace accumulators
- {
- ///////////////////////////////////////////////////////////////////////////////
- // cache_size and num_bins named parameters
- //
- BOOST_PARAMETER_NESTED_KEYWORD(tag, density_cache_size, cache_size)
- BOOST_PARAMETER_NESTED_KEYWORD(tag, density_num_bins, num_bins)
- BOOST_ACCUMULATORS_IGNORE_GLOBAL(density_cache_size)
- BOOST_ACCUMULATORS_IGNORE_GLOBAL(density_num_bins)
- namespace impl
- {
- ///////////////////////////////////////////////////////////////////////////////
- // density_impl
- // density histogram
- /**
- @brief Histogram density estimator
- The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins
- are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the
- maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally,
- an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined,
- the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is
- return, where each pair contains the position of the bin (lower bound) and the samples count (normalized with the
- total number of samples).
- @param density_cache_size Number of first samples used to determine min and max.
- @param density_num_bins Number of bins (two additional bins collect under- and overflow samples).
- */
- template<typename Sample>
- struct density_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 std::vector<float_type> array_type;
- // for boost::result_of
- typedef iterator_range<typename histogram_type::iterator> result_type;
- template<typename Args>
- density_impl(Args const &args)
- : cache_size(args[density_cache_size])
- , cache(cache_size)
- , num_bins(args[density_num_bins])
- , samples_in_bin(num_bins + 2, 0.)
- , bin_positions(num_bins + 2)
- , histogram(
- num_bins + 2
- , std::make_pair(
- numeric::fdiv(args[sample | Sample()],(std::size_t)1)
- , numeric::fdiv(args[sample | Sample()],(std::size_t)1)
- )
- )
- , is_dirty(true)
- {
- }
- template<typename Args>
- void operator ()(Args const &args)
- {
- this->is_dirty = true;
- std::size_t cnt = count(args);
- // Fill up cache with cache_size first samples
- if (cnt <= this->cache_size)
- {
- this->cache[cnt - 1] = args[sample];
- }
- // Once cache_size samples have been accumulated, create num_bins bins of same size between
- // the minimum and maximum of the cached samples as well as under and overflow bins.
- // Store their lower bounds (bin_positions) and fill the bins with the cached samples (samples_in_bin).
- if (cnt == this->cache_size)
- {
- float_type minimum = numeric::fdiv((min)(args), (std::size_t)1);
- float_type maximum = numeric::fdiv((max)(args), (std::size_t)1);
- float_type bin_size = numeric::fdiv(maximum - minimum, this->num_bins );
- // determine bin positions (their lower bounds)
- for (std::size_t i = 0; i < this->num_bins + 2; ++i)
- {
- this->bin_positions[i] = minimum + (i - 1.) * bin_size;
- }
- for (typename array_type::const_iterator iter = this->cache.begin(); iter != this->cache.end(); ++iter)
- {
- if (*iter < this->bin_positions[1])
- {
- ++(this->samples_in_bin[0]);
- }
- else if (*iter >= this->bin_positions[this->num_bins + 1])
- {
- ++(this->samples_in_bin[this->num_bins + 1]);
- }
- else
- {
- typename array_type::iterator it = std::upper_bound(
- this->bin_positions.begin()
- , this->bin_positions.end()
- , *iter
- );
- std::size_t d = std::distance(this->bin_positions.begin(), it);
- ++(this->samples_in_bin[d - 1]);
- }
- }
- }
- // Add each subsequent sample to the correct bin
- else if (cnt > this->cache_size)
- {
- if (args[sample] < this->bin_positions[1])
- {
- ++(this->samples_in_bin[0]);
- }
- else if (args[sample] >= this->bin_positions[this->num_bins + 1])
- {
- ++(this->samples_in_bin[this->num_bins + 1]);
- }
- else
- {
- typename array_type::iterator it = std::upper_bound(
- this->bin_positions.begin()
- , this->bin_positions.end()
- , args[sample]
- );
- std::size_t d = std::distance(this->bin_positions.begin(), it);
- ++(this->samples_in_bin[d - 1]);
- }
- }
- }
- /**
- @pre The number of samples must meet or exceed the cache size
- */
- template<typename Args>
- result_type result(Args const &args) const
- {
- if (this->is_dirty)
- {
- this->is_dirty = false;
- // creates a vector of std::pair where each pair i holds
- // the values bin_positions[i] (x-axis of histogram) and
- // samples_in_bin[i] / cnt (y-axis of histogram).
- for (std::size_t i = 0; i < this->num_bins + 2; ++i)
- {
- this->histogram[i] = std::make_pair(this->bin_positions[i], numeric::fdiv(this->samples_in_bin[i], count(args)));
- }
- }
- // returns a range of pairs
- return make_iterator_range(this->histogram);
- }
- // make this accumulator serializeable
- // TODO split to save/load and check on parameters provided in ctor
- template<class Archive>
- void serialize(Archive & ar, const unsigned int file_version)
- {
- ar & cache_size;
- ar & cache;
- ar & num_bins;
- ar & samples_in_bin;
- ar & bin_positions;
- ar & histogram;
- ar & is_dirty;
- }
- private:
- std::size_t cache_size; // number of cached samples
- array_type cache; // cache to store the first cache_size samples
- std::size_t num_bins; // number of bins
- array_type samples_in_bin; // number of samples in each bin
- array_type bin_positions; // lower bounds of bins
- mutable histogram_type histogram; // histogram
- mutable bool is_dirty;
- };
- } // namespace impl
- ///////////////////////////////////////////////////////////////////////////////
- // tag::density
- //
- namespace tag
- {
- struct density
- : depends_on<count, min, max>
- , density_cache_size
- , density_num_bins
- {
- /// INTERNAL ONLY
- ///
- typedef accumulators::impl::density_impl<mpl::_1> impl;
- #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
- /// tag::density::cache_size named parameter
- /// tag::density::num_bins named parameter
- static boost::parameter::keyword<density_cache_size> const cache_size;
- static boost::parameter::keyword<density_num_bins> const num_bins;
- #endif
- };
- }
- ///////////////////////////////////////////////////////////////////////////////
- // extract::density
- //
- namespace extract
- {
- extractor<tag::density> const density = {};
- BOOST_ACCUMULATORS_IGNORE_GLOBAL(density)
- }
- using extract::density;
- // So that density can be automatically substituted
- // with weighted_density when the weight parameter is non-void.
- template<>
- struct as_weighted_feature<tag::density>
- {
- typedef tag::weighted_density type;
- };
- template<>
- struct feature_of<tag::weighted_density>
- : feature_of<tag::density>
- {
- };
- }} // namespace boost::accumulators
- #endif
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