302 lines
9.7 KiB
C++
302 lines
9.7 KiB
C++
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///////////////////////////////////////////////////////////////////////////////
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// median.hpp
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//
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// Copyright 2006 Eric Niebler, Olivier Gygi. Distributed under the Boost
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// Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_ACCUMULATORS_STATISTICS_MEDIAN_HPP_EAN_28_10_2005
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#define BOOST_ACCUMULATORS_STATISTICS_MEDIAN_HPP_EAN_28_10_2005
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#include <boost/mpl/placeholders.hpp>
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#include <boost/range/iterator_range.hpp>
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#include <boost/accumulators/framework/accumulator_base.hpp>
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#include <boost/accumulators/framework/extractor.hpp>
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#include <boost/accumulators/numeric/functional.hpp>
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#include <boost/accumulators/framework/parameters/sample.hpp>
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#include <boost/accumulators/framework/depends_on.hpp>
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#include <boost/accumulators/statistics_fwd.hpp>
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#include <boost/accumulators/statistics/count.hpp>
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#include <boost/accumulators/statistics/p_square_quantile.hpp>
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#include <boost/accumulators/statistics/density.hpp>
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#include <boost/accumulators/statistics/p_square_cumul_dist.hpp>
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namespace boost { namespace accumulators
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{
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namespace impl
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{
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///////////////////////////////////////////////////////////////////////////////
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// median_impl
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//
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/**
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@brief Median estimation based on the \f$P^2\f$ quantile estimator
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The \f$P^2\f$ algorithm is invoked with a quantile probability of 0.5.
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*/
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template<typename Sample>
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struct median_impl
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: accumulator_base
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{
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// for boost::result_of
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typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type result_type;
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median_impl(dont_care) {}
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template<typename Args>
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result_type result(Args const &args) const
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{
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return p_square_quantile_for_median(args);
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}
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};
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///////////////////////////////////////////////////////////////////////////////
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// with_density_median_impl
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//
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/**
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@brief Median estimation based on the density estimator
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The algorithm determines the bin in which the \f$0.5*cnt\f$-th sample lies, \f$cnt\f$ being
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the total number of samples. It returns the approximate horizontal position of this sample,
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based on a linear interpolation inside the bin.
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*/
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template<typename Sample>
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struct with_density_median_impl
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: accumulator_base
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{
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typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
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typedef std::vector<std::pair<float_type, float_type> > histogram_type;
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typedef iterator_range<typename histogram_type::iterator> range_type;
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// for boost::result_of
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typedef float_type result_type;
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template<typename Args>
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with_density_median_impl(Args const &args)
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: sum(numeric::fdiv(args[sample | Sample()], (std::size_t)1))
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, is_dirty(true)
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{
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}
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void operator ()(dont_care)
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{
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this->is_dirty = true;
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}
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template<typename Args>
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result_type result(Args const &args) const
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{
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if (this->is_dirty)
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{
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this->is_dirty = false;
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std::size_t cnt = count(args);
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range_type histogram = density(args);
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typename range_type::iterator it = histogram.begin();
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while (this->sum < 0.5 * cnt)
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{
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this->sum += it->second * cnt;
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++it;
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}
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--it;
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float_type over = numeric::fdiv(this->sum - 0.5 * cnt, it->second * cnt);
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this->median = it->first * over + (it + 1)->first * (1. - over);
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}
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return this->median;
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}
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private:
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mutable float_type sum;
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mutable bool is_dirty;
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mutable float_type median;
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};
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///////////////////////////////////////////////////////////////////////////////
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// with_p_square_cumulative_distribution_median_impl
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//
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/**
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@brief Median estimation based on the \f$P^2\f$ cumulative distribution estimator
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The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It
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returns the approximate horizontal position of where the cumulative distribution
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equals 0.5, based on a linear interpolation inside the bin.
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*/
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template<typename Sample>
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struct with_p_square_cumulative_distribution_median_impl
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: accumulator_base
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{
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typedef typename numeric::functional::fdiv<Sample, std::size_t>::result_type float_type;
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typedef std::vector<std::pair<float_type, float_type> > histogram_type;
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typedef iterator_range<typename histogram_type::iterator> range_type;
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// for boost::result_of
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typedef float_type result_type;
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with_p_square_cumulative_distribution_median_impl(dont_care)
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: is_dirty(true)
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{
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}
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void operator ()(dont_care)
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{
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this->is_dirty = true;
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}
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template<typename Args>
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result_type result(Args const &args) const
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{
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if (this->is_dirty)
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{
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this->is_dirty = false;
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range_type histogram = p_square_cumulative_distribution(args);
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typename range_type::iterator it = histogram.begin();
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while (it->second < 0.5)
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{
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++it;
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}
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float_type over = numeric::fdiv(it->second - 0.5, it->second - (it - 1)->second);
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this->median = it->first * over + (it + 1)->first * ( 1. - over );
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}
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return this->median;
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}
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private:
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mutable bool is_dirty;
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mutable float_type median;
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};
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} // namespace impl
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///////////////////////////////////////////////////////////////////////////////
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// tag::median
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// tag::with_densisty_median
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// tag::with_p_square_cumulative_distribution_median
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//
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namespace tag
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{
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struct median
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: depends_on<p_square_quantile_for_median>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::median_impl<mpl::_1> impl;
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};
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struct with_density_median
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: depends_on<count, density>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::with_density_median_impl<mpl::_1> impl;
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};
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struct with_p_square_cumulative_distribution_median
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: depends_on<p_square_cumulative_distribution>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::with_p_square_cumulative_distribution_median_impl<mpl::_1> impl;
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};
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}
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///////////////////////////////////////////////////////////////////////////////
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// extract::median
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// extract::with_density_median
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// extract::with_p_square_cumulative_distribution_median
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//
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namespace extract
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{
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extractor<tag::median> const median = {};
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extractor<tag::with_density_median> const with_density_median = {};
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extractor<tag::with_p_square_cumulative_distribution_median> const with_p_square_cumulative_distribution_median = {};
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(median)
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_density_median)
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(with_p_square_cumulative_distribution_median)
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}
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using extract::median;
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using extract::with_density_median;
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using extract::with_p_square_cumulative_distribution_median;
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// median(with_p_square_quantile) -> median
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template<>
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struct as_feature<tag::median(with_p_square_quantile)>
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{
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typedef tag::median type;
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};
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// median(with_density) -> with_density_median
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template<>
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struct as_feature<tag::median(with_density)>
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{
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typedef tag::with_density_median type;
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};
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// median(with_p_square_cumulative_distribution) -> with_p_square_cumulative_distribution_median
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template<>
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struct as_feature<tag::median(with_p_square_cumulative_distribution)>
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{
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typedef tag::with_p_square_cumulative_distribution_median type;
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};
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// for the purposes of feature-based dependency resolution,
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// with_density_median and with_p_square_cumulative_distribution_median
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// provide the same feature as median
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template<>
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struct feature_of<tag::with_density_median>
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: feature_of<tag::median>
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{
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};
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template<>
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struct feature_of<tag::with_p_square_cumulative_distribution_median>
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: feature_of<tag::median>
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{
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};
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// So that median can be automatically substituted with
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// weighted_median when the weight parameter is non-void.
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template<>
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struct as_weighted_feature<tag::median>
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{
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typedef tag::weighted_median type;
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};
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template<>
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struct feature_of<tag::weighted_median>
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: feature_of<tag::median>
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{
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};
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// So that with_density_median can be automatically substituted with
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// with_density_weighted_median when the weight parameter is non-void.
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template<>
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struct as_weighted_feature<tag::with_density_median>
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{
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typedef tag::with_density_weighted_median type;
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};
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template<>
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struct feature_of<tag::with_density_weighted_median>
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: feature_of<tag::with_density_median>
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{
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};
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// So that with_p_square_cumulative_distribution_median can be automatically substituted with
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// with_p_square_cumulative_distribution_weighted_median when the weight parameter is non-void.
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template<>
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struct as_weighted_feature<tag::with_p_square_cumulative_distribution_median>
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{
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typedef tag::with_p_square_cumulative_distribution_weighted_median type;
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};
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template<>
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struct feature_of<tag::with_p_square_cumulative_distribution_weighted_median>
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: feature_of<tag::with_p_square_cumulative_distribution_median>
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{
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};
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}} // namespace boost::accumulators
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#endif
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