302 lines
9.7 KiB
C++
302 lines
9.7 KiB
C++
///////////////////////////////////////////////////////////////////////////////
|
|
// 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);
|
|
}
|
|
};
|
|
///////////////////////////////////////////////////////////////////////////////
|
|
// 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;
|
|
}
|
|
|
|
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;
|
|
}
|
|
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
|