mirror of
https://github.com/ddnet/ddnet.git
synced 2024-11-10 01:58:19 +00:00
added MySQL support for Mac OS X 10.5 min 32bit and 64bit as team with GreYFoX
This commit is contained in:
parent
797597e378
commit
ef097cd77c
24
bam.lua
24
bam.lua
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@ -132,8 +132,8 @@ function build(settings)
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else
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settings.cc.flags:Add("-Wall")
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if platform == "macosx" then
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settings.cc.flags:Add("-mmacosx-version-min=10.4", "-isysroot /Developer/SDKs/MacOSX10.4u.sdk")
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settings.link.flags:Add("-mmacosx-version-min=10.4", "-isysroot /Developer/SDKs/MacOSX10.4u.sdk")
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settings.cc.flags:Add("-mmacosx-version-min=10.5", "-isysroot /Developer/SDKs/MacOSX10.6.sdk")
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settings.link.flags:Add("-mmacosx-version-min=10.5", "-isysroot /Developer/SDKs/MacOSX10.6.sdk")
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elseif config.stackprotector.value == 1 then
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settings.cc.flags:Add("-fstack-protector", "-fstack-protector-all")
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settings.link.flags:Add("-fstack-protector", "-fstack-protector-all")
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@ -144,24 +144,18 @@ function build(settings)
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settings.cc.includes:Add("src")
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if family == "unix" then
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if platform == "macosx" then
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if platform == "macosx" then
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settings.link.frameworks:Add("Carbon")
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settings.link.frameworks:Add("AppKit")
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settings.cc.includes:Add("other/mysql/mac/include")
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settings.cc.includes:Add("other/mysql/mac/include/cppconn") -- this next part has to be wrong but i don't know how else to do it any way it will end up taking ppc 32 bit
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if arch == "ppc" then
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if arch == "amd64" then
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settings.link.libpath:Add("other/mysql/mac/libppc64")
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else
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settings.link.libpath:Add("other/mysql/mac/libppc32")
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end
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settings.cc.includes:Add("other/mysql/mac/include/cppconn")
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settings.cc.includes:Add("other/mysql/mac/include/boost")
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if arch == "amd64" then
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settings.link.libpath:Add("other/mysql/mac/lib64")
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else
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if arch == "amd64" then
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settings.link.libpath:Add("other/mysql/mac/lib64")
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else
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settings.link.libpath:Add("other/mysql/mac/lib32")
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end
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settings.link.libpath:Add("other/mysql/mac/lib32")
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end
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settings.link.libs:Add("mysqlclient")
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settings.link.libs:Add("mysqlcppconn-static")
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else
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settings.link.libs:Add("pthread")
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BIN
other/mysql/mac/include/.DS_Store
vendored
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BIN
other/mysql/mac/include/.DS_Store
vendored
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other/mysql/mac/include/boost/.DS_Store
vendored
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other/mysql/mac/include/boost/.DS_Store
vendored
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27
other/mysql/mac/include/boost/accumulators/accumulators.hpp
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27
other/mysql/mac/include/boost/accumulators/accumulators.hpp
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@ -0,0 +1,27 @@
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///////////////////////////////////////////////////////////////////////////////
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/// \file accumulators.hpp
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/// Includes all of the Accumulators Framework
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//
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// Copyright 2005 Eric Niebler. 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_ACCUMULATORS_HPP_EAN_28_10_2005
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#define BOOST_ACCUMULATORS_ACCUMULATORS_HPP_EAN_28_10_2005
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#include <boost/accumulators/framework/accumulator_set.hpp>
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#include <boost/accumulators/framework/accumulator_concept.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/framework/external.hpp>
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#include <boost/accumulators/framework/features.hpp>
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#include <boost/accumulators/framework/parameters/accumulator.hpp>
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#include <boost/accumulators/framework/parameters/sample.hpp>
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#include <boost/accumulators/framework/parameters/weight.hpp>
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#include <boost/accumulators/framework/parameters/weights.hpp>
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#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
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#include <boost/accumulators/framework/accumulators/droppable_accumulator.hpp>
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#include <boost/accumulators/framework/accumulators/reference_accumulator.hpp>
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#include <boost/accumulators/framework/accumulators/value_accumulator.hpp>
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#endif
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216
other/mysql/mac/include/boost/accumulators/accumulators_fwd.hpp
Normal file
216
other/mysql/mac/include/boost/accumulators/accumulators_fwd.hpp
Normal file
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@ -0,0 +1,216 @@
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///////////////////////////////////////////////////////////////////////////////
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// accumulators_fwd.hpp
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//
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// Copyright 2005 Eric Niebler. 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_ACCUMULATORS_FWD_HPP_EAN_28_10_2005
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#define BOOST_ACCUMULATORS_ACCUMULATORS_FWD_HPP_EAN_28_10_2005
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#include <boost/config.hpp>
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#include <boost/mpl/apply_fwd.hpp> // for mpl::na
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#include <boost/mpl/limits/vector.hpp>
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#include <boost/preprocessor/arithmetic/inc.hpp>
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#include <boost/preprocessor/repetition/enum_params_with_a_default.hpp>
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#include <boost/preprocessor/repetition/enum_trailing_params.hpp>
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#include <boost/preprocessor/repetition/enum_trailing_binary_params.hpp>
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#include <boost/preprocessor/repetition/repeat_from_to.hpp>
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#include <boost/accumulators/numeric/functional_fwd.hpp>
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#ifndef BOOST_ACCUMULATORS_MAX_FEATURES
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/// The maximum number of accumulators that may be put in an accumulator_set.
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/// Defaults to BOOST_MPL_LIMIT_VECTOR_SIZE (which defaults to 20).
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# define BOOST_ACCUMULATORS_MAX_FEATURES BOOST_MPL_LIMIT_VECTOR_SIZE
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#endif
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#if BOOST_ACCUMULATORS_MAX_FEATURES > BOOST_MPL_LIMIT_VECTOR_SIZE
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# error BOOST_ACCUMULATORS_MAX_FEATURES cannot be larger than BOOST_MPL_LIMIT_VECTOR_SIZE
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#endif
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#ifndef BOOST_ACCUMULATORS_MAX_ARGS
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/// The maximum number of arguments that may be specified to an accumulator_set's
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/// accumulation function. Defaults to 15.
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# define BOOST_ACCUMULATORS_MAX_ARGS 15
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#endif
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#if BOOST_WORKAROUND(__GNUC__, == 3) \
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|| BOOST_WORKAROUND(__EDG_VERSION__, BOOST_TESTED_AT(306))
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# define BOOST_ACCUMULATORS_BROKEN_CONST_OVERLOADS
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#endif
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#ifdef BOOST_ACCUMULATORS_BROKEN_CONST_OVERLOADS
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# include <boost/utility/enable_if.hpp>
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# include <boost/type_traits/is_const.hpp>
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# define BOOST_ACCUMULATORS_PROTO_DISABLE_IF_IS_CONST(T)\
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, typename boost::disable_if<boost::is_const<T> >::type * = 0
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#else
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# define BOOST_ACCUMULATORS_PROTO_DISABLE_IF_IS_CONST(T)
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#endif
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namespace boost { namespace accumulators
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{
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///////////////////////////////////////////////////////////////////////////////
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// Named parameters tags
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//
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namespace tag
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{
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struct sample;
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struct weight;
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struct accumulator;
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struct weights;
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}
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///////////////////////////////////////////////////////////////////////////////
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// User-level features
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//
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namespace tag
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{
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template<typename ValueType, typename Tag>
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struct value;
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template<typename Tag>
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struct value_tag;
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template<typename Referent, typename Tag>
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struct reference;
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template<typename Tag>
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struct reference_tag;
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template<typename Type, typename Tag = void, typename AccumulatorSet = void>
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struct external;
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template<typename Feature>
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struct droppable;
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}
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template<typename Accumulator>
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struct droppable_accumulator_base;
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template<typename Accumulator>
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struct droppable_accumulator;
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template<typename Accumulator>
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struct with_cached_result;
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template<typename Sample, typename Features, typename Weight = void>
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struct accumulator_set;
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template<typename Feature>
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struct extractor;
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template<typename Feature>
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struct feature_of;
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template<typename Feature>
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struct as_feature;
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template<typename Feature>
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struct as_weighted_feature;
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template<BOOST_PP_ENUM_PARAMS_WITH_A_DEFAULT(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature, mpl::na)>
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struct depends_on;
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template<BOOST_PP_ENUM_PARAMS_WITH_A_DEFAULT(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature, mpl::na)>
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struct features;
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template<typename Feature, typename AccumulatorSet>
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typename mpl::apply<AccumulatorSet, Feature>::type const &
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find_accumulator(AccumulatorSet const &acc);
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template<typename Feature, typename AccumulatorSet>
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typename mpl::apply<AccumulatorSet, Feature>::type::result_type
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extract_result(AccumulatorSet const &acc);
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template<typename Feature, typename AccumulatorSet, typename A1>
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typename mpl::apply<AccumulatorSet, Feature>::type::result_type
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extract_result(AccumulatorSet const &acc, A1 const &a1);
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// ... other overloads generated by Boost.Preprocessor:
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/// INTERNAL ONLY
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///
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#define BOOST_ACCUMULATORS_EXTRACT_RESULT_FWD(z, n, _) \
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template< \
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typename Feature \
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, typename AccumulatorSet \
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BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, typename A) \
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> \
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typename mpl::apply<AccumulatorSet, Feature>::type::result_type \
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extract_result( \
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AccumulatorSet const &acc \
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BOOST_PP_ENUM_TRAILING_BINARY_PARAMS_Z(z, n, A, const &a) \
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);
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/// INTERNAL ONLY
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///
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BOOST_PP_REPEAT_FROM_TO(
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2
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, BOOST_PP_INC(BOOST_ACCUMULATORS_MAX_ARGS)
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, BOOST_ACCUMULATORS_EXTRACT_RESULT_FWD
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, _
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)
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#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
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template<typename Feature, typename AccumulatorSet, typename A1, typename A2 ...>
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typename mpl::apply<AccumulatorSet, Feature>::type::result_type
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extract_result(AccumulatorSet const &acc, A1 const &a1, A2 const &a2 ...);
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#endif
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namespace impl
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{
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using namespace numeric::operators;
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template<typename Accumulator, typename Tag>
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struct external_impl;
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}
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namespace detail
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{
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template<typename Accumulator>
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struct feature_tag;
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template<typename Feature, typename Sample, typename Weight>
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struct to_accumulator;
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struct accumulator_set_base;
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template<typename T>
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struct is_accumulator_set;
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inline void ignore_variable(void const *) {}
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#define BOOST_ACCUMULATORS_IGNORE_GLOBAL(X)\
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namespace detail { inline void BOOST_PP_CAT(ignore_, X)() { boost::accumulators::detail::ignore_variable(&X); } }
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}
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}} // namespace boost::accumulators
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// For defining boost::parameter keywords that can be inherited from to
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// get a nested, class-scoped keyword with the requested alias
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#define BOOST_PARAMETER_NESTED_KEYWORD(tag_namespace, name, alias) \
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namespace tag_namespace \
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{ \
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template<int Dummy = 0> \
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struct name ## _ \
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{ \
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static char const* keyword_name() \
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{ \
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return #name; \
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} \
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static ::boost::parameter::keyword<name ## _<Dummy> > &alias; \
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}; \
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template<int Dummy> \
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::boost::parameter::keyword<name ## _<Dummy> > &name ## _<Dummy>::alias = \
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::boost::parameter::keyword<name ## _<Dummy> >::get(); \
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typedef name ## _ <> name; \
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} \
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namespace \
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{ \
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::boost::parameter::keyword<tag_namespace::name> &name = \
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::boost::parameter::keyword<tag_namespace::name>::get(); \
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}
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#endif
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@ -0,0 +1,65 @@
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///////////////////////////////////////////////////////////////////////////////
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// accumulator_base.hpp
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//
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// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATORS_BASE_HPP_EAN_28_10_2005
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#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_BASE_HPP_EAN_28_10_2005
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#include <boost/mpl/placeholders.hpp>
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#include <boost/mpl/joint_view.hpp>
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#include <boost/mpl/single_view.hpp>
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#include <boost/mpl/fold.hpp>
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#include <boost/mpl/contains.hpp>
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#include <boost/mpl/empty_sequence.hpp>
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#include <boost/accumulators/framework/accumulator_concept.hpp>
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namespace boost { namespace accumulators
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{
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namespace detail
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{
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typedef void void_;
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}
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///////////////////////////////////////////////////////////////////////////////
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// dont_care
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//
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struct dont_care
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{
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template<typename Args>
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dont_care(Args const &)
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{
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}
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};
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///////////////////////////////////////////////////////////////////////////////
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// accumulator_base
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//
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struct accumulator_base
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{
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// hidden if defined in derived classes
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detail::void_ operator ()(dont_care)
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{
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}
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typedef mpl::false_ is_droppable;
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detail::void_ add_ref(dont_care)
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{
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}
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detail::void_ drop(dont_care)
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{
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}
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detail::void_ on_drop(dont_care)
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{
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}
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};
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}} // namespace boost::accumulators
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#endif
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@ -0,0 +1,29 @@
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///////////////////////////////////////////////////////////////////////////////
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// accumulator_concept.hpp
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//
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// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATOR_CONCEPT_HPP_EAN_28_10_2005
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#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATOR_CONCEPT_HPP_EAN_28_10_2005
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#include <boost/concept_check.hpp>
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namespace boost { namespace accumulators
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{
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||||
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template<typename Stat>
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struct accumulator_concept
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{
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void constraints()
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||||
{
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// TODO: define the stat concept
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}
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Stat stat;
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};
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||||
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}} // namespace boost::accumulators
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#endif
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@ -0,0 +1,401 @@
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///////////////////////////////////////////////////////////////////////////////
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// accumulator_set.hpp
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//
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||||
// Copyright 2005 Eric Niebler. Distributed under the Boost
|
||||
// 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_FRAMEWORK_ACCUMULATOR_SET_HPP_EAN_28_10_2005
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#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATOR_SET_HPP_EAN_28_10_2005
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#include <boost/version.hpp>
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#include <boost/mpl/apply.hpp>
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#include <boost/mpl/assert.hpp>
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#include <boost/mpl/protect.hpp>
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||||
#include <boost/mpl/identity.hpp>
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||||
#include <boost/mpl/is_sequence.hpp>
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#include <boost/type_traits/is_same.hpp>
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||||
#include <boost/type_traits/is_base_and_derived.hpp>
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#include <boost/parameter/parameters.hpp>
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||||
#include <boost/preprocessor/repetition/repeat_from_to.hpp>
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#include <boost/preprocessor/repetition/enum_binary_params.hpp>
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#include <boost/accumulators/accumulators_fwd.hpp>
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#include <boost/accumulators/framework/depends_on.hpp>
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#include <boost/accumulators/framework/accumulator_concept.hpp>
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#include <boost/accumulators/framework/parameters/accumulator.hpp>
|
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#include <boost/accumulators/framework/parameters/sample.hpp>
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#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
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#include <boost/accumulators/framework/accumulators/droppable_accumulator.hpp>
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#include <boost/fusion/include/any.hpp>
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#include <boost/fusion/include/find_if.hpp>
|
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#include <boost/fusion/include/for_each.hpp>
|
||||
#include <boost/fusion/include/filter_view.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
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||||
{
|
||||
|
||||
namespace detail
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// accumulator_visitor
|
||||
// wrap a boost::parameter argument pack in a Fusion extractor object
|
||||
template<typename Args>
|
||||
struct accumulator_visitor
|
||||
{
|
||||
explicit accumulator_visitor(Args const &a)
|
||||
: args(a)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Accumulator>
|
||||
void operator ()(Accumulator &accumulator) const
|
||||
{
|
||||
accumulator(this->args);
|
||||
}
|
||||
|
||||
private:
|
||||
accumulator_visitor &operator =(accumulator_visitor const &);
|
||||
Args const &args;
|
||||
};
|
||||
|
||||
template<typename Args>
|
||||
inline accumulator_visitor<Args> const make_accumulator_visitor(Args const &args)
|
||||
{
|
||||
return accumulator_visitor<Args>(args);
|
||||
}
|
||||
|
||||
typedef
|
||||
parameter::parameters<
|
||||
parameter::required<tag::accumulator>
|
||||
, parameter::optional<tag::sample>
|
||||
// ... and others which are not specified here...
|
||||
>
|
||||
accumulator_params;
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// accumulator_set_base
|
||||
struct accumulator_set_base
|
||||
{
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// is_accumulator_set
|
||||
template<typename T>
|
||||
struct is_accumulator_set
|
||||
: is_base_and_derived<accumulator_set_base, T>
|
||||
{
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
|
||||
#ifdef _MSC_VER
|
||||
#pragma warning(push)
|
||||
#pragma warning(disable: 4355) // warning C4355: 'this' : used in base member initializer list
|
||||
#endif
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \brief A set of accumulators.
|
||||
///
|
||||
/// accumulator_set resolves the dependencies between features and ensures that
|
||||
/// the accumulators in the set are updated in the proper order.
|
||||
///
|
||||
/// acccumulator_set provides a general mechanism to visit the accumulators
|
||||
/// in the set in order, with or without a filter. You can also fetch a reference
|
||||
/// to an accumulator that corresponds to a feature.
|
||||
///
|
||||
template<typename Sample, typename Features, typename Weight>
|
||||
struct accumulator_set
|
||||
: detail::accumulator_set_base
|
||||
{
|
||||
typedef Sample sample_type; ///< The type of the samples that will be accumulated
|
||||
typedef Features features_type; ///< An MPL sequence of the features that should be accumulated.
|
||||
typedef Weight weight_type; ///< The type of the weight parameter. Must be a scalar. Defaults to void.
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef
|
||||
typename detail::make_accumulator_tuple<
|
||||
Features
|
||||
, Sample
|
||||
, Weight
|
||||
>::type
|
||||
accumulators_mpl_vector;
|
||||
|
||||
// generate a fusion::list of accumulators
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef
|
||||
typename detail::meta::make_acc_list<
|
||||
accumulators_mpl_vector
|
||||
>::type
|
||||
accumulators_type;
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
//BOOST_MPL_ASSERT((mpl::is_sequence<accumulators_type>));
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// default-construct all contained accumulators
|
||||
accumulator_set()
|
||||
: accumulators(
|
||||
detail::make_acc_list(
|
||||
accumulators_mpl_vector()
|
||||
, detail::accumulator_params()(*this)
|
||||
)
|
||||
)
|
||||
{
|
||||
// Add-ref the Features that the user has specified
|
||||
this->template visit_if<detail::contains_feature_of_<Features> >(
|
||||
detail::make_add_ref_visitor(detail::accumulator_params()(*this))
|
||||
);
|
||||
}
|
||||
|
||||
/// \overload
|
||||
///
|
||||
/// \param a1 Optional named parameter to be passed to all the accumulators
|
||||
template<typename A1>
|
||||
explicit accumulator_set(A1 const &a1)
|
||||
: accumulators(
|
||||
detail::make_acc_list(
|
||||
accumulators_mpl_vector()
|
||||
, detail::accumulator_params()(*this, a1)
|
||||
)
|
||||
)
|
||||
{
|
||||
// Add-ref the Features that the user has specified
|
||||
this->template visit_if<detail::contains_feature_of_<Features> >(
|
||||
detail::make_add_ref_visitor(detail::accumulator_params()(*this))
|
||||
);
|
||||
}
|
||||
|
||||
// ... other overloads generated by Boost.Preprocessor:
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_ACCUMULATOR_SET_CTOR(z, n, _) \
|
||||
template<BOOST_PP_ENUM_PARAMS_Z(z, n, typename A)> \
|
||||
accumulator_set(BOOST_PP_ENUM_BINARY_PARAMS_Z(z, n, A, const &a)) \
|
||||
: accumulators( \
|
||||
detail::make_acc_list( \
|
||||
accumulators_mpl_vector() \
|
||||
, detail::accumulator_params()( \
|
||||
*this BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, a) \
|
||||
) \
|
||||
) \
|
||||
) \
|
||||
{ \
|
||||
/* Add-ref the Features that the user has specified */ \
|
||||
this->template visit_if<detail::contains_feature_of_<Features> >( \
|
||||
detail::make_add_ref_visitor(detail::accumulator_params()(*this)) \
|
||||
); \
|
||||
}
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
BOOST_PP_REPEAT_FROM_TO(
|
||||
2
|
||||
, BOOST_PP_INC(BOOST_ACCUMULATORS_MAX_ARGS)
|
||||
, BOOST_ACCUMULATORS_ACCUMULATOR_SET_CTOR
|
||||
, _
|
||||
)
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// \overload
|
||||
///
|
||||
template<typename A1, typename A2, ...>
|
||||
accumulator_set(A1 const &a1, A2 const &a2, ...);
|
||||
#endif
|
||||
|
||||
// ... other overloads generated by Boost.Preprocessor below ...
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// Visitation
|
||||
/// \param func UnaryFunction which is invoked with each accumulator in turn.
|
||||
template<typename UnaryFunction>
|
||||
void visit(UnaryFunction const &func)
|
||||
{
|
||||
fusion::for_each(this->accumulators, func);
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// Conditional visitation
|
||||
/// \param func UnaryFunction which is invoked with each accumulator in turn,
|
||||
/// provided the accumulator satisfies the MPL predicate FilterPred.
|
||||
template<typename FilterPred, typename UnaryFunction>
|
||||
void visit_if(UnaryFunction const &func)
|
||||
{
|
||||
fusion::filter_view<accumulators_type, FilterPred> filtered_accs(this->accumulators);
|
||||
fusion::for_each(filtered_accs, func);
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// The return type of the operator() overloads is void.
|
||||
typedef void result_type;
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// Accumulation
|
||||
/// \param a1 Optional named parameter to be passed to all the accumulators
|
||||
void operator ()()
|
||||
{
|
||||
this->visit(
|
||||
detail::make_accumulator_visitor(
|
||||
detail::accumulator_params()(*this)
|
||||
)
|
||||
);
|
||||
}
|
||||
|
||||
template<typename A1>
|
||||
void operator ()(A1 const &a1)
|
||||
{
|
||||
this->visit(
|
||||
detail::make_accumulator_visitor(
|
||||
detail::accumulator_params()(*this, a1)
|
||||
)
|
||||
);
|
||||
}
|
||||
|
||||
// ... other overloads generated by Boost.Preprocessor:
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_ACCUMULATOR_SET_FUN_OP(z, n, _) \
|
||||
template<BOOST_PP_ENUM_PARAMS_Z(z, n, typename A)> \
|
||||
void operator ()(BOOST_PP_ENUM_BINARY_PARAMS_Z(z, n, A, const &a)) \
|
||||
{ \
|
||||
this->visit( \
|
||||
detail::make_accumulator_visitor( \
|
||||
detail::accumulator_params()( \
|
||||
*this BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, a) \
|
||||
) \
|
||||
) \
|
||||
); \
|
||||
}
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
BOOST_PP_REPEAT_FROM_TO(
|
||||
2
|
||||
, BOOST_PP_INC(BOOST_ACCUMULATORS_MAX_ARGS)
|
||||
, BOOST_ACCUMULATORS_ACCUMULATOR_SET_FUN_OP
|
||||
, _
|
||||
)
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// \overload
|
||||
///
|
||||
template<typename A1, typename A2, ...>
|
||||
void operator ()(A1 const &a1, A2 const &a2, ...);
|
||||
#endif
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// Extraction
|
||||
template<typename Feature>
|
||||
struct apply
|
||||
: fusion::result_of::value_of<
|
||||
typename fusion::result_of::find_if<
|
||||
accumulators_type
|
||||
, detail::matches_feature<Feature>
|
||||
>::type
|
||||
>
|
||||
{
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// Extraction
|
||||
template<typename Feature>
|
||||
typename apply<Feature>::type &extract()
|
||||
{
|
||||
return *fusion::find_if<detail::matches_feature<Feature> >(this->accumulators);
|
||||
}
|
||||
|
||||
/// \overload
|
||||
template<typename Feature>
|
||||
typename apply<Feature>::type const &extract() const
|
||||
{
|
||||
return *fusion::find_if<detail::matches_feature<Feature> >(this->accumulators);
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// Drop
|
||||
template<typename Feature>
|
||||
void drop()
|
||||
{
|
||||
// You can only drop the features that you have specified explicitly
|
||||
typedef typename apply<Feature>::type the_accumulator;
|
||||
BOOST_MPL_ASSERT((detail::contains_feature_of<Features, the_accumulator>));
|
||||
|
||||
typedef
|
||||
typename feature_of<typename as_feature<Feature>::type>::type
|
||||
the_feature;
|
||||
|
||||
(*fusion::find_if<detail::matches_feature<Feature> >(this->accumulators))
|
||||
.drop(detail::accumulator_params()(*this));
|
||||
|
||||
// Also drop accumulators that this feature depends on
|
||||
typedef typename the_feature::dependencies dependencies;
|
||||
this->template visit_if<detail::contains_feature_of_<dependencies> >(
|
||||
detail::make_drop_visitor(detail::accumulator_params()(*this))
|
||||
);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
accumulators_type accumulators;
|
||||
};
|
||||
|
||||
#ifdef _MSC_VER
|
||||
#pragma warning(pop)
|
||||
#endif
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// find_accumulator
|
||||
// find an accumulator in an accumulator_set corresponding to a feature
|
||||
template<typename Feature, typename AccumulatorSet>
|
||||
typename mpl::apply<AccumulatorSet, Feature>::type &
|
||||
find_accumulator(AccumulatorSet &acc BOOST_ACCUMULATORS_PROTO_DISABLE_IF_IS_CONST(AccumulatorSet))
|
||||
{
|
||||
return acc.template extract<Feature>();
|
||||
}
|
||||
|
||||
/// \overload
|
||||
template<typename Feature, typename AccumulatorSet>
|
||||
typename mpl::apply<AccumulatorSet, Feature>::type const &
|
||||
find_accumulator(AccumulatorSet const &acc)
|
||||
{
|
||||
return acc.template extract<Feature>();
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract_result
|
||||
// extract a result from an accumulator set
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_EXTRACT_RESULT_FUN(z, n, _) \
|
||||
template< \
|
||||
typename Feature \
|
||||
, typename AccumulatorSet \
|
||||
BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, typename A) \
|
||||
> \
|
||||
typename mpl::apply<AccumulatorSet, Feature>::type::result_type \
|
||||
extract_result( \
|
||||
AccumulatorSet const &acc \
|
||||
BOOST_PP_ENUM_TRAILING_BINARY_PARAMS_Z(z, n, A, const &a) \
|
||||
) \
|
||||
{ \
|
||||
return find_accumulator<Feature>(acc).result( \
|
||||
detail::accumulator_params()( \
|
||||
acc \
|
||||
BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, a) \
|
||||
) \
|
||||
); \
|
||||
}
|
||||
|
||||
BOOST_PP_REPEAT(
|
||||
BOOST_PP_INC(BOOST_ACCUMULATORS_MAX_ARGS)
|
||||
, BOOST_ACCUMULATORS_EXTRACT_RESULT_FUN
|
||||
, _
|
||||
)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,317 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// droppable_accumulator.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATORS_DROPPABLE_ACCUMULATOR_HPP_EAN_13_12_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_DROPPABLE_ACCUMULATOR_HPP_EAN_13_12_2005
|
||||
|
||||
#include <new>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/mpl/apply.hpp>
|
||||
#include <boost/aligned_storage.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp> // for feature_of
|
||||
#include <boost/accumulators/framework/parameters/accumulator.hpp> // for accumulator
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
template<typename Accumulator>
|
||||
struct droppable_accumulator;
|
||||
|
||||
namespace detail
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// add_ref_visitor
|
||||
// a fusion function object for add_ref'ing accumulators
|
||||
template<typename Args>
|
||||
struct add_ref_visitor
|
||||
{
|
||||
explicit add_ref_visitor(Args const &args)
|
||||
: args_(args)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Accumulator>
|
||||
void operator ()(Accumulator &acc) const
|
||||
{
|
||||
typedef typename Accumulator::feature_tag::dependencies dependencies;
|
||||
|
||||
acc.add_ref(this->args_);
|
||||
|
||||
// Also add_ref accumulators that this feature depends on
|
||||
this->args_[accumulator].template
|
||||
visit_if<detail::contains_feature_of_<dependencies> >(
|
||||
*this
|
||||
);
|
||||
}
|
||||
|
||||
private:
|
||||
add_ref_visitor &operator =(add_ref_visitor const &);
|
||||
Args const &args_;
|
||||
};
|
||||
|
||||
template<typename Args>
|
||||
add_ref_visitor<Args> make_add_ref_visitor(Args const &args)
|
||||
{
|
||||
return add_ref_visitor<Args>(args);
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// drop_visitor
|
||||
// a fusion function object for dropping accumulators
|
||||
template<typename Args>
|
||||
struct drop_visitor
|
||||
{
|
||||
explicit drop_visitor(Args const &args)
|
||||
: args_(args)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Accumulator>
|
||||
void operator ()(Accumulator &acc) const
|
||||
{
|
||||
if(typename Accumulator::is_droppable())
|
||||
{
|
||||
typedef typename Accumulator::feature_tag::dependencies dependencies;
|
||||
|
||||
acc.drop(this->args_);
|
||||
// Also drop accumulators that this feature depends on
|
||||
this->args_[accumulator].template
|
||||
visit_if<detail::contains_feature_of_<dependencies> >(
|
||||
*this
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
private:
|
||||
drop_visitor &operator =(drop_visitor const &);
|
||||
Args const &args_;
|
||||
};
|
||||
|
||||
template<typename Args>
|
||||
drop_visitor<Args> make_drop_visitor(Args const &args)
|
||||
{
|
||||
return drop_visitor<Args>(args);
|
||||
}
|
||||
}
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// droppable_accumulator_base
|
||||
template<typename Accumulator>
|
||||
struct droppable_accumulator_base
|
||||
: Accumulator
|
||||
{
|
||||
typedef droppable_accumulator_base base;
|
||||
typedef mpl::true_ is_droppable;
|
||||
typedef typename Accumulator::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
droppable_accumulator_base(Args const &args)
|
||||
: Accumulator(args)
|
||||
, ref_count_(0)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
if(!this->is_dropped())
|
||||
{
|
||||
this->Accumulator::operator ()(args);
|
||||
}
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void add_ref(Args const &)
|
||||
{
|
||||
++this->ref_count_;
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void drop(Args const &args)
|
||||
{
|
||||
BOOST_ASSERT(0 < this->ref_count_);
|
||||
if(1 == this->ref_count_)
|
||||
{
|
||||
static_cast<droppable_accumulator<Accumulator> *>(this)->on_drop(args);
|
||||
}
|
||||
--this->ref_count_;
|
||||
}
|
||||
|
||||
bool is_dropped() const
|
||||
{
|
||||
return 0 == this->ref_count_;
|
||||
}
|
||||
|
||||
private:
|
||||
int ref_count_;
|
||||
};
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// droppable_accumulator
|
||||
// this can be specialized for any type that needs special handling
|
||||
template<typename Accumulator>
|
||||
struct droppable_accumulator
|
||||
: droppable_accumulator_base<Accumulator>
|
||||
{
|
||||
template<typename Args>
|
||||
droppable_accumulator(Args const &args)
|
||||
: droppable_accumulator::base(args)
|
||||
{
|
||||
}
|
||||
};
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// with_cached_result
|
||||
template<typename Accumulator>
|
||||
struct with_cached_result
|
||||
: Accumulator
|
||||
{
|
||||
typedef typename Accumulator::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
with_cached_result(Args const &args)
|
||||
: Accumulator(args)
|
||||
, cache()
|
||||
{
|
||||
}
|
||||
|
||||
with_cached_result(with_cached_result const &that)
|
||||
: Accumulator(*static_cast<Accumulator const *>(&that))
|
||||
, cache()
|
||||
{
|
||||
if(that.has_result())
|
||||
{
|
||||
this->set(that.get());
|
||||
}
|
||||
}
|
||||
|
||||
~with_cached_result()
|
||||
{
|
||||
// Since this is a base class of droppable_accumulator_base,
|
||||
// this destructor is called before any of droppable_accumulator_base's
|
||||
// members get cleaned up, including is_dropped, so the following
|
||||
// call to has_result() is valid.
|
||||
if(this->has_result())
|
||||
{
|
||||
this->get().~result_type();
|
||||
}
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void on_drop(Args const &args)
|
||||
{
|
||||
// cache the result at the point this calcuation was dropped
|
||||
BOOST_ASSERT(!this->has_result());
|
||||
this->set(this->Accumulator::result(args));
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return this->has_result() ? this->get() : this->Accumulator::result(args);
|
||||
}
|
||||
|
||||
private:
|
||||
with_cached_result &operator =(with_cached_result const &);
|
||||
|
||||
void set(result_type const &r)
|
||||
{
|
||||
::new(this->cache.address()) result_type(r);
|
||||
}
|
||||
|
||||
result_type const &get() const
|
||||
{
|
||||
return *static_cast<result_type const *>(this->cache.address());
|
||||
}
|
||||
|
||||
bool has_result() const
|
||||
{
|
||||
typedef with_cached_result<Accumulator> this_type;
|
||||
typedef droppable_accumulator_base<this_type> derived_type;
|
||||
return static_cast<derived_type const *>(this)->is_dropped();
|
||||
}
|
||||
|
||||
aligned_storage<sizeof(result_type)> cache;
|
||||
};
|
||||
|
||||
namespace tag
|
||||
{
|
||||
template<typename Feature>
|
||||
struct as_droppable
|
||||
{
|
||||
typedef droppable<Feature> type;
|
||||
};
|
||||
|
||||
template<typename Feature>
|
||||
struct as_droppable<droppable<Feature> >
|
||||
{
|
||||
typedef droppable<Feature> type;
|
||||
};
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// droppable
|
||||
template<typename Feature>
|
||||
struct droppable
|
||||
: as_feature<Feature>::type
|
||||
{
|
||||
typedef typename as_feature<Feature>::type feature_type;
|
||||
typedef typename feature_type::dependencies tmp_dependencies_;
|
||||
|
||||
typedef
|
||||
typename mpl::transform<
|
||||
typename feature_type::dependencies
|
||||
, as_droppable<mpl::_1>
|
||||
>::type
|
||||
dependencies;
|
||||
|
||||
struct impl
|
||||
{
|
||||
template<typename Sample, typename Weight>
|
||||
struct apply
|
||||
{
|
||||
typedef
|
||||
droppable_accumulator<
|
||||
typename mpl::apply2<typename feature_type::impl, Sample, Weight>::type
|
||||
>
|
||||
type;
|
||||
};
|
||||
};
|
||||
};
|
||||
}
|
||||
|
||||
// make droppable<tag::feature(modifier)> work
|
||||
template<typename Feature>
|
||||
struct as_feature<tag::droppable<Feature> >
|
||||
{
|
||||
typedef tag::droppable<typename as_feature<Feature>::type> type;
|
||||
};
|
||||
|
||||
// make droppable<tag::mean> work with non-void weights (should become
|
||||
// droppable<tag::weighted_mean>
|
||||
template<typename Feature>
|
||||
struct as_weighted_feature<tag::droppable<Feature> >
|
||||
{
|
||||
typedef tag::droppable<typename as_weighted_feature<Feature>::type> type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// droppable<Foo> provides the same feature as Foo
|
||||
template<typename Feature>
|
||||
struct feature_of<tag::droppable<Feature> >
|
||||
: feature_of<Feature>
|
||||
{
|
||||
};
|
||||
|
||||
// Note: Usually, the extractor is pulled into the accumulators namespace with
|
||||
// a using directive, not the tag. But the droppable<> feature doesn't have an
|
||||
// extractor, so we can put the droppable tag in the accumulators namespace
|
||||
// without fear of a name conflict.
|
||||
using tag::droppable;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,108 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// external_accumulator.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATORS_EXTERNAL_ACCUMULATOR_HPP_EAN_01_12_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_EXTERNAL_ACCUMULATOR_HPP_EAN_01_12_2005
|
||||
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp> // for feature_tag
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/accumulators/reference_accumulator.hpp>
|
||||
|
||||
namespace boost { namespace accumulators { namespace impl
|
||||
{
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// external_impl
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename Accumulator, typename Tag>
|
||||
struct external_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename Accumulator::result_type result_type;
|
||||
typedef typename detail::feature_tag<Accumulator>::type feature_tag;
|
||||
|
||||
external_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return this->extract_(args, args[parameter::keyword<Tag>::get() | 0]);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
template<typename Args>
|
||||
static result_type extract_(Args const &args, int)
|
||||
{
|
||||
// No named parameter passed to the extractor. Maybe the external
|
||||
// feature is held by reference<>.
|
||||
extractor<feature_tag> extract;
|
||||
return extract(accumulators::reference_tag<Tag>(args));
|
||||
}
|
||||
|
||||
template<typename Args, typename AccumulatorSet>
|
||||
static result_type extract_(Args const &, AccumulatorSet const &acc)
|
||||
{
|
||||
// OK, a named parameter for this external feature was passed to the
|
||||
// extractor, so use that.
|
||||
extractor<feature_tag> extract;
|
||||
return extract(acc);
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
namespace tag
|
||||
{
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// external
|
||||
template<typename Feature, typename Tag, typename AccumulatorSet>
|
||||
struct external
|
||||
: depends_on<reference<AccumulatorSet, Tag> >
|
||||
{
|
||||
typedef
|
||||
accumulators::impl::external_impl<
|
||||
detail::to_accumulator<Feature, mpl::_1, mpl::_2>
|
||||
, Tag
|
||||
>
|
||||
impl;
|
||||
};
|
||||
|
||||
template<typename Feature, typename Tag>
|
||||
struct external<Feature, Tag, void>
|
||||
: depends_on<>
|
||||
{
|
||||
typedef
|
||||
accumulators::impl::external_impl<
|
||||
detail::to_accumulator<Feature, mpl::_1, mpl::_2>
|
||||
, Tag
|
||||
>
|
||||
impl;
|
||||
};
|
||||
}
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// external_accumulator<Feature, Tag> provides the same feature as Feature
|
||||
template<typename Feature, typename Tag, typename AccumulatorSet>
|
||||
struct feature_of<tag::external<Feature, Tag, AccumulatorSet> >
|
||||
: feature_of<Feature>
|
||||
{
|
||||
};
|
||||
|
||||
// Note: Usually, the extractor is pulled into the accumulators namespace with
|
||||
// a using directive, not the tag. But the external<> feature doesn't have an
|
||||
// extractor, so we can put the external tag in the accumulators namespace
|
||||
// without fear of a name conflict.
|
||||
using tag::external;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,89 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// reference_accumulator.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_ACCUMULATORS_REFERENCE_ACCUMULATOR_HPP_EAN_03_23_2006
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_REFERENCE_ACCUMULATOR_HPP_EAN_03_23_2006
|
||||
|
||||
#include <boost/ref.hpp>
|
||||
#include <boost/mpl/always.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp> // for feature_tag
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// reference_accumulator_impl
|
||||
//
|
||||
template<typename Referent, typename Tag>
|
||||
struct reference_accumulator_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef Referent &result_type;
|
||||
|
||||
template<typename Args>
|
||||
reference_accumulator_impl(Args const &args)
|
||||
: ref(args[parameter::keyword<Tag>::get()])
|
||||
{
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->ref;
|
||||
}
|
||||
|
||||
private:
|
||||
reference_wrapper<Referent> ref;
|
||||
};
|
||||
} // namespace impl
|
||||
|
||||
namespace tag
|
||||
{
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// reference_tag
|
||||
template<typename Tag>
|
||||
struct reference_tag
|
||||
{
|
||||
};
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// reference
|
||||
template<typename Referent, typename Tag>
|
||||
struct reference
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef mpl::always<accumulators::impl::reference_accumulator_impl<Referent, Tag> > impl;
|
||||
};
|
||||
}
|
||||
|
||||
namespace extract
|
||||
{
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, reference, (typename)(typename))
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, reference_tag, (typename))
|
||||
}
|
||||
|
||||
using extract::reference;
|
||||
using extract::reference_tag;
|
||||
|
||||
// Map all reference<V,T> features to reference_tag<T> so
|
||||
// that references can be extracted using reference_tag<T>
|
||||
// without specifying the referent type.
|
||||
template<typename ValueType, typename Tag>
|
||||
struct feature_of<tag::reference<ValueType, Tag> >
|
||||
: feature_of<tag::reference_tag<Tag> >
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,89 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// value_accumulator.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler, Daniel Egloff. 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_FRAMEWORK_ACCUMULATORS_VALUE_ACCUMULATOR_HPP_EAN_03_23_2006
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_ACCUMULATORS_VALUE_ACCUMULATOR_HPP_EAN_03_23_2006
|
||||
|
||||
#include <boost/mpl/always.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp> // for feature_tag
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// value_accumulator_impl
|
||||
template<typename ValueType, typename Tag>
|
||||
struct value_accumulator_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef ValueType result_type;
|
||||
|
||||
template<typename Args>
|
||||
value_accumulator_impl(Args const &args)
|
||||
: val(args[parameter::keyword<Tag>::get()])
|
||||
{
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->val;
|
||||
}
|
||||
|
||||
private:
|
||||
ValueType val;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
namespace tag
|
||||
{
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// value_tag
|
||||
template<typename Tag>
|
||||
struct value_tag
|
||||
{
|
||||
};
|
||||
|
||||
//////////////////////////////////////////////////////////////////////////
|
||||
// value
|
||||
template<typename ValueType, typename Tag>
|
||||
struct value
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef mpl::always<accumulators::impl::value_accumulator_impl<ValueType, Tag> > impl;
|
||||
};
|
||||
}
|
||||
|
||||
namespace extract
|
||||
{
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, value, (typename)(typename))
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, value_tag, (typename))
|
||||
}
|
||||
|
||||
using extract::value;
|
||||
using extract::value_tag;
|
||||
|
||||
// Map all value<V,T> features to value_tag<T> so
|
||||
// that values can be extracted using value_tag<T>
|
||||
// without specifying the value type.
|
||||
template<typename ValueType, typename Tag>
|
||||
struct feature_of<tag::value<ValueType, Tag> >
|
||||
: feature_of<tag::value_tag<Tag> >
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,411 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// depends_on.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_DEPENDS_ON_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_DEPENDS_ON_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/version.hpp>
|
||||
#include <boost/mpl/end.hpp>
|
||||
#include <boost/mpl/map.hpp>
|
||||
#include <boost/mpl/fold.hpp>
|
||||
#include <boost/mpl/size.hpp>
|
||||
#include <boost/mpl/sort.hpp>
|
||||
#include <boost/mpl/insert.hpp>
|
||||
#include <boost/mpl/assert.hpp>
|
||||
#include <boost/mpl/remove.hpp>
|
||||
#include <boost/mpl/vector.hpp>
|
||||
#include <boost/mpl/inherit.hpp>
|
||||
#include <boost/mpl/identity.hpp>
|
||||
#include <boost/mpl/equal_to.hpp>
|
||||
#include <boost/mpl/contains.hpp>
|
||||
#include <boost/mpl/transform.hpp>
|
||||
#include <boost/mpl/is_sequence.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/mpl/insert_range.hpp>
|
||||
#include <boost/mpl/transform_view.hpp>
|
||||
#include <boost/mpl/inherit_linearly.hpp>
|
||||
#include <boost/type_traits/is_base_and_derived.hpp>
|
||||
#include <boost/preprocessor/repetition/repeat.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_params.hpp>
|
||||
#include <boost/preprocessor/facilities/intercept.hpp>
|
||||
#include <boost/accumulators/accumulators_fwd.hpp>
|
||||
#include <boost/fusion/include/next.hpp>
|
||||
#include <boost/fusion/include/equal_to.hpp>
|
||||
#include <boost/fusion/include/value_of.hpp>
|
||||
#include <boost/fusion/include/mpl.hpp>
|
||||
#include <boost/fusion/include/end.hpp>
|
||||
#include <boost/fusion/include/begin.hpp>
|
||||
#include <boost/fusion/include/cons.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// as_feature
|
||||
template<typename Feature>
|
||||
struct as_feature
|
||||
{
|
||||
typedef Feature type;
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// weighted_feature
|
||||
template<typename Feature>
|
||||
struct as_weighted_feature
|
||||
{
|
||||
typedef Feature type;
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// feature_of
|
||||
template<typename Feature>
|
||||
struct feature_of
|
||||
{
|
||||
typedef Feature type;
|
||||
};
|
||||
|
||||
namespace detail
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// feature_tag
|
||||
template<typename Accumulator>
|
||||
struct feature_tag
|
||||
{
|
||||
typedef typename Accumulator::feature_tag type;
|
||||
};
|
||||
|
||||
template<typename Feature>
|
||||
struct undroppable
|
||||
{
|
||||
typedef Feature type;
|
||||
};
|
||||
|
||||
template<typename Feature>
|
||||
struct undroppable<tag::droppable<Feature> >
|
||||
{
|
||||
typedef Feature type;
|
||||
};
|
||||
|
||||
// For the purpose of determining whether one feature depends on another,
|
||||
// disregard whether the feature is droppable or not.
|
||||
template<typename A, typename B>
|
||||
struct is_dependent_on
|
||||
: is_base_and_derived<
|
||||
typename undroppable<B>::type
|
||||
, typename undroppable<A>::type
|
||||
>
|
||||
{};
|
||||
|
||||
template<typename Features>
|
||||
struct depends_on_base
|
||||
: mpl::inherit_linearly<
|
||||
typename mpl::sort<Features, is_dependent_on<mpl::_1, mpl::_2> >::type
|
||||
// Don't inherit multiply from a feature
|
||||
, mpl::if_<
|
||||
is_dependent_on<mpl::_1, mpl::_2>
|
||||
, mpl::_1
|
||||
, mpl::inherit<mpl::_1, mpl::_2>
|
||||
>
|
||||
>::type
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
/// depends_on
|
||||
template<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature)>
|
||||
struct depends_on
|
||||
: detail::depends_on_base<
|
||||
typename mpl::transform<
|
||||
mpl::vector<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, Feature)>
|
||||
, as_feature<mpl::_1>
|
||||
>::type
|
||||
>
|
||||
{
|
||||
typedef mpl::false_ is_weight_accumulator;
|
||||
typedef
|
||||
typename mpl::transform<
|
||||
mpl::vector<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, Feature)>
|
||||
, as_feature<mpl::_1>
|
||||
>::type
|
||||
dependencies;
|
||||
};
|
||||
|
||||
namespace detail
|
||||
{
|
||||
template<typename Feature>
|
||||
struct matches_feature
|
||||
{
|
||||
template<typename Accumulator>
|
||||
struct apply
|
||||
: is_same<
|
||||
typename feature_of<typename as_feature<Feature>::type>::type
|
||||
, typename feature_of<typename as_feature<typename feature_tag<Accumulator>::type>::type>::type
|
||||
>
|
||||
{};
|
||||
};
|
||||
|
||||
template<typename Features, typename Accumulator>
|
||||
struct contains_feature_of
|
||||
{
|
||||
typedef
|
||||
mpl::transform_view<Features, feature_of<as_feature<mpl::_> > >
|
||||
features_list;
|
||||
|
||||
typedef
|
||||
typename feature_of<typename feature_tag<Accumulator>::type>::type
|
||||
the_feature;
|
||||
|
||||
typedef
|
||||
typename mpl::contains<features_list, the_feature>::type
|
||||
type;
|
||||
};
|
||||
|
||||
// This is to work around a bug in early versions of Fusion which caused
|
||||
// a compile error if contains_feature_of<List, mpl::_> is used as a
|
||||
// predicate to fusion::find_if
|
||||
template<typename Features>
|
||||
struct contains_feature_of_
|
||||
{
|
||||
template<typename Accumulator>
|
||||
struct apply
|
||||
: contains_feature_of<Features, Accumulator>
|
||||
{};
|
||||
};
|
||||
|
||||
template<
|
||||
typename First
|
||||
, typename Last
|
||||
, bool is_empty = fusion::result_of::equal_to<First, Last>::value
|
||||
>
|
||||
struct build_acc_list;
|
||||
|
||||
template<typename First, typename Last>
|
||||
struct build_acc_list<First, Last, true>
|
||||
{
|
||||
typedef fusion::nil type;
|
||||
|
||||
template<typename Args>
|
||||
static fusion::nil
|
||||
call(Args const &, First const&, Last const&)
|
||||
{
|
||||
return fusion::nil();
|
||||
}
|
||||
};
|
||||
|
||||
template<typename First, typename Last>
|
||||
struct build_acc_list<First, Last, false>
|
||||
{
|
||||
typedef
|
||||
build_acc_list<typename fusion::result_of::next<First>::type, Last>
|
||||
next_build_acc_list;
|
||||
|
||||
typedef fusion::cons<
|
||||
typename fusion::result_of::value_of<First>::type
|
||||
, typename next_build_acc_list::type>
|
||||
type;
|
||||
|
||||
template<typename Args>
|
||||
static type
|
||||
call(Args const &args, First const& f, Last const& l)
|
||||
{
|
||||
return type(args, next_build_acc_list::call(args, fusion::next(f), l));
|
||||
}
|
||||
};
|
||||
|
||||
namespace meta
|
||||
{
|
||||
template<typename Sequence>
|
||||
struct make_acc_list
|
||||
: build_acc_list<
|
||||
typename fusion::result_of::begin<Sequence>::type
|
||||
, typename fusion::result_of::end<Sequence>::type
|
||||
>
|
||||
{};
|
||||
}
|
||||
|
||||
template<typename Sequence, typename Args>
|
||||
typename meta::make_acc_list<Sequence>::type
|
||||
make_acc_list(Sequence const &seq, Args const &args)
|
||||
{
|
||||
return meta::make_acc_list<Sequence>::call(args, fusion::begin(seq), fusion::end(seq));
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// checked_as_weighted_feature
|
||||
template<typename Feature>
|
||||
struct checked_as_weighted_feature
|
||||
{
|
||||
typedef typename as_feature<Feature>::type feature_type;
|
||||
typedef typename as_weighted_feature<feature_type>::type type;
|
||||
// weighted and non-weighted flavors should provide the same feature.
|
||||
BOOST_MPL_ASSERT((
|
||||
is_same<
|
||||
typename feature_of<feature_type>::type
|
||||
, typename feature_of<type>::type
|
||||
>
|
||||
));
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// as_feature_list
|
||||
template<typename Features, typename Weight>
|
||||
struct as_feature_list
|
||||
: mpl::transform_view<Features, checked_as_weighted_feature<mpl::_1> >
|
||||
{
|
||||
};
|
||||
|
||||
template<typename Features>
|
||||
struct as_feature_list<Features, void>
|
||||
: mpl::transform_view<Features, as_feature<mpl::_1> >
|
||||
{
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// accumulator_wrapper
|
||||
template<typename Accumulator, typename Feature>
|
||||
struct accumulator_wrapper
|
||||
: Accumulator
|
||||
{
|
||||
typedef Feature feature_tag;
|
||||
|
||||
accumulator_wrapper(accumulator_wrapper const &that)
|
||||
: Accumulator(*static_cast<Accumulator const *>(&that))
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
accumulator_wrapper(Args const &args)
|
||||
: Accumulator(args)
|
||||
{
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////
|
||||
// to_accumulator
|
||||
template<typename Feature, typename Sample, typename Weight>
|
||||
struct to_accumulator
|
||||
{
|
||||
typedef
|
||||
accumulator_wrapper<
|
||||
typename mpl::apply2<typename Feature::impl, Sample, Weight>::type
|
||||
, Feature
|
||||
>
|
||||
type;
|
||||
};
|
||||
|
||||
template<typename Feature, typename Sample, typename Weight, typename Tag, typename AccumulatorSet>
|
||||
struct to_accumulator<Feature, Sample, tag::external<Weight, Tag, AccumulatorSet> >
|
||||
{
|
||||
BOOST_MPL_ASSERT((is_same<Tag, void>));
|
||||
BOOST_MPL_ASSERT((is_same<AccumulatorSet, void>));
|
||||
|
||||
typedef
|
||||
accumulator_wrapper<
|
||||
typename mpl::apply2<typename Feature::impl, Sample, Weight>::type
|
||||
, Feature
|
||||
>
|
||||
accumulator_type;
|
||||
|
||||
typedef
|
||||
typename mpl::if_<
|
||||
typename Feature::is_weight_accumulator
|
||||
, accumulator_wrapper<impl::external_impl<accumulator_type, tag::weights>, Feature>
|
||||
, accumulator_type
|
||||
>::type
|
||||
type;
|
||||
};
|
||||
|
||||
// BUGBUG work around a MPL bug wrt map insertion
|
||||
template<typename FeatureMap, typename Feature>
|
||||
struct insert_feature
|
||||
: mpl::eval_if<
|
||||
mpl::has_key<FeatureMap, typename feature_of<Feature>::type>
|
||||
, mpl::identity<FeatureMap>
|
||||
, mpl::insert<FeatureMap, mpl::pair<typename feature_of<Feature>::type, Feature> >
|
||||
>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename FeatureMap, typename Feature, typename Weight>
|
||||
struct insert_dependencies
|
||||
: mpl::fold<
|
||||
as_feature_list<typename Feature::dependencies, Weight>
|
||||
, FeatureMap
|
||||
, insert_dependencies<
|
||||
insert_feature<mpl::_1, mpl::_2>
|
||||
, mpl::_2
|
||||
, Weight
|
||||
>
|
||||
>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename FeatureMap, typename Features, typename Weight>
|
||||
struct insert_sequence
|
||||
: mpl::fold< // BUGBUG should use insert_range, but doesn't seem to work for maps
|
||||
as_feature_list<Features, Weight>
|
||||
, FeatureMap
|
||||
, insert_feature<mpl::_1, mpl::_2>
|
||||
>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename Features, typename Sample, typename Weight>
|
||||
struct make_accumulator_tuple
|
||||
{
|
||||
typedef
|
||||
typename mpl::fold<
|
||||
as_feature_list<Features, Weight>
|
||||
, mpl::map0<>
|
||||
, mpl::if_<
|
||||
mpl::is_sequence<mpl::_2>
|
||||
, insert_sequence<mpl::_1, mpl::_2, Weight>
|
||||
, insert_feature<mpl::_1, mpl::_2>
|
||||
>
|
||||
>::type
|
||||
feature_map;
|
||||
|
||||
// for each element in the map, add its dependencies also
|
||||
typedef
|
||||
typename mpl::fold<
|
||||
feature_map
|
||||
, feature_map
|
||||
, insert_dependencies<mpl::_1, mpl::second<mpl::_2>, Weight>
|
||||
>::type
|
||||
feature_map_with_dependencies;
|
||||
|
||||
// turn the map into a vector so we can sort it
|
||||
typedef
|
||||
typename mpl::insert_range<
|
||||
mpl::vector<>
|
||||
, mpl::end<mpl::vector<> >::type
|
||||
, mpl::transform_view<feature_map_with_dependencies, mpl::second<mpl::_1> >
|
||||
>::type
|
||||
feature_vector_with_dependencies;
|
||||
|
||||
// sort the features according to which is derived from which
|
||||
typedef
|
||||
typename mpl::sort<
|
||||
feature_vector_with_dependencies
|
||||
, is_dependent_on<mpl::_2, mpl::_1>
|
||||
>::type
|
||||
sorted_feature_vector;
|
||||
|
||||
// From the vector of features, construct a vector of accumulators
|
||||
typedef
|
||||
typename mpl::transform<
|
||||
sorted_feature_vector
|
||||
, to_accumulator<mpl::_1, Sample, Weight>
|
||||
>::type
|
||||
type;
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,27 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// external.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_EXTERNAL_HPP_EAN_01_12_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_EXTERNAL_HPP_EAN_01_12_2005
|
||||
|
||||
#include <boost/mpl/apply.hpp>
|
||||
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
|
||||
|
||||
//namespace boost { namespace accumulators
|
||||
//{
|
||||
//
|
||||
/////////////////////////////////////////////////////////////////////////////////
|
||||
//// external
|
||||
////
|
||||
//template<typename Type>
|
||||
//struct external
|
||||
//{
|
||||
//};
|
||||
//
|
||||
//}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,229 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extractor.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_EXTRACTOR_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_EXTRACTOR_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/preprocessor/tuple/rem.hpp>
|
||||
#include <boost/preprocessor/array/size.hpp>
|
||||
#include <boost/preprocessor/array/data.hpp>
|
||||
#include <boost/preprocessor/array/elem.hpp>
|
||||
#include <boost/preprocessor/seq/to_array.hpp>
|
||||
#include <boost/preprocessor/seq/transform.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_params.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_trailing_params.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_trailing_binary_params.hpp>
|
||||
#include <boost/parameter/binding.hpp>
|
||||
#include <boost/mpl/apply.hpp>
|
||||
#include <boost/mpl/eval_if.hpp>
|
||||
#include <boost/type_traits/remove_reference.hpp>
|
||||
#include <boost/accumulators/accumulators_fwd.hpp>
|
||||
#include <boost/accumulators/framework/parameters/accumulator.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace detail
|
||||
{
|
||||
template<typename AccumulatorSet, typename Feature>
|
||||
struct accumulator_set_result
|
||||
{
|
||||
typedef typename as_feature<Feature>::type feature_type;
|
||||
typedef typename mpl::apply<AccumulatorSet, feature_type>::type::result_type type;
|
||||
};
|
||||
|
||||
template<typename Args, typename Feature>
|
||||
struct argument_pack_result
|
||||
: accumulator_set_result<
|
||||
typename remove_reference<
|
||||
typename parameter::binding<Args, tag::accumulator>::type
|
||||
>::type
|
||||
, Feature
|
||||
>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename A, typename Feature>
|
||||
struct extractor_result
|
||||
: mpl::eval_if<
|
||||
detail::is_accumulator_set<A>
|
||||
, accumulator_set_result<A, Feature>
|
||||
, argument_pack_result<A, Feature>
|
||||
>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename Feature, typename AccumulatorSet>
|
||||
typename extractor_result<AccumulatorSet, Feature>::type
|
||||
do_extract(AccumulatorSet const &acc, mpl::true_)
|
||||
{
|
||||
typedef typename as_feature<Feature>::type feature_type;
|
||||
return extract_result<feature_type>(acc);
|
||||
}
|
||||
|
||||
template<typename Feature, typename Args>
|
||||
typename extractor_result<Args, Feature>::type
|
||||
do_extract(Args const &args, mpl::false_)
|
||||
{
|
||||
typedef typename as_feature<Feature>::type feature_type;
|
||||
return find_accumulator<feature_type>(args[accumulator]).result(args);
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// Extracts the result associated with Feature from the specified accumulator_set.
|
||||
template<typename Feature>
|
||||
struct extractor
|
||||
{
|
||||
typedef extractor<Feature> this_type;
|
||||
|
||||
/// The result meta-function for determining the return type of the extractor
|
||||
template<typename F>
|
||||
struct result;
|
||||
|
||||
template<typename A1>
|
||||
struct result<this_type(A1)>
|
||||
: detail::extractor_result<A1, Feature>
|
||||
{
|
||||
};
|
||||
|
||||
/// Extract the result associated with Feature from the accumulator set
|
||||
/// \param acc The accumulator set object from which to extract the result
|
||||
template<typename Arg1>
|
||||
typename detail::extractor_result<Arg1, Feature>::type
|
||||
operator ()(Arg1 const &arg1) const
|
||||
{
|
||||
// Arg1 could be an accumulator_set or an argument pack containing
|
||||
// an accumulator_set. Dispatch accordingly.
|
||||
return detail::do_extract<Feature>(arg1, detail::is_accumulator_set<Arg1>());
|
||||
}
|
||||
|
||||
/// \overload
|
||||
///
|
||||
/// \param a1 Optional named parameter to be passed to the accumulator's result() function.
|
||||
template<typename AccumulatorSet, typename A1>
|
||||
typename detail::extractor_result<AccumulatorSet, Feature>::type
|
||||
operator ()(AccumulatorSet const &acc, A1 const &a1) const
|
||||
{
|
||||
BOOST_MPL_ASSERT((detail::is_accumulator_set<AccumulatorSet>));
|
||||
typedef typename as_feature<Feature>::type feature_type;
|
||||
return extract_result<feature_type>(acc, a1);
|
||||
}
|
||||
|
||||
// ... other overloads generated by Boost.Preprocessor:
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_EXTRACTOR_FUN_OP(z, n, _) \
|
||||
template<BOOST_PP_ENUM_PARAMS_Z(z, n, typename A)> \
|
||||
struct result<this_type(BOOST_PP_ENUM_PARAMS_Z(z, n, A))> \
|
||||
: detail::extractor_result<A1, Feature> \
|
||||
{}; \
|
||||
template< \
|
||||
typename AccumulatorSet \
|
||||
BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, typename A) \
|
||||
> \
|
||||
typename detail::extractor_result<AccumulatorSet, Feature>::type \
|
||||
operator ()( \
|
||||
AccumulatorSet const &acc \
|
||||
BOOST_PP_ENUM_TRAILING_BINARY_PARAMS_Z(z, n, A, const &a) \
|
||||
) const \
|
||||
{ \
|
||||
BOOST_MPL_ASSERT((detail::is_accumulator_set<AccumulatorSet>)); \
|
||||
typedef typename as_feature<Feature>::type feature_type; \
|
||||
return extract_result<feature_type>(acc BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, a));\
|
||||
}
|
||||
|
||||
BOOST_PP_REPEAT_FROM_TO(
|
||||
2
|
||||
, BOOST_PP_INC(BOOST_ACCUMULATORS_MAX_ARGS)
|
||||
, BOOST_ACCUMULATORS_EXTRACTOR_FUN_OP
|
||||
, _
|
||||
)
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// \overload
|
||||
///
|
||||
template<typename AccumulatorSet, typename A1, typename A2, ...>
|
||||
typename detail::extractor_result<AccumulatorSet, Feature>::type
|
||||
operator ()(AccumulatorSet const &acc, A1 const &a1, A2 const &a2, ...);
|
||||
#endif
|
||||
};
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_ARRAY_REM(Array) \
|
||||
BOOST_PP_TUPLE_REM_CTOR(BOOST_PP_ARRAY_SIZE(Array), BOOST_PP_ARRAY_DATA(Array))
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_SEQ_REM(Seq) \
|
||||
BOOST_ACCUMULATORS_ARRAY_REM(BOOST_PP_SEQ_TO_ARRAY(Seq))
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_ARGS_OP(s, data, elem) \
|
||||
T ## s
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_PARAMS_OP(s, data, elem) \
|
||||
elem T ## s
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_MAKE_FEATURE(Tag, Feature, ParamsSeq) \
|
||||
Tag::Feature< \
|
||||
BOOST_ACCUMULATORS_SEQ_REM( \
|
||||
BOOST_PP_SEQ_TRANSFORM(BOOST_ACCUMULATORS_ARGS_OP, ~, ParamsSeq) \
|
||||
) \
|
||||
>
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_DEFINE_EXTRACTOR_FUN_IMPL(z, n, Tag, Feature, ParamsSeq) \
|
||||
template< \
|
||||
BOOST_ACCUMULATORS_SEQ_REM( \
|
||||
BOOST_PP_SEQ_TRANSFORM(BOOST_ACCUMULATORS_PARAMS_OP, ~, ParamsSeq) \
|
||||
) \
|
||||
, typename Arg1 \
|
||||
BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, typename A) \
|
||||
> \
|
||||
typename boost::accumulators::detail::extractor_result< \
|
||||
Arg1 \
|
||||
, BOOST_ACCUMULATORS_MAKE_FEATURE(Tag, Feature, ParamsSeq) \
|
||||
>::type \
|
||||
Feature(Arg1 const &arg1 BOOST_PP_ENUM_TRAILING_BINARY_PARAMS_Z(z, n, A, const &a) ) \
|
||||
{ \
|
||||
typedef BOOST_ACCUMULATORS_MAKE_FEATURE(Tag, Feature, ParamsSeq) feature_type; \
|
||||
return boost::accumulators::extractor<feature_type>()( \
|
||||
arg1 BOOST_PP_ENUM_TRAILING_PARAMS_Z(z, n, a)); \
|
||||
}
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_ACCUMULATORS_DEFINE_EXTRACTOR_FUN(z, n, _) \
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR_FUN_IMPL( \
|
||||
z \
|
||||
, n \
|
||||
, BOOST_PP_ARRAY_ELEM(0, _) \
|
||||
, BOOST_PP_ARRAY_ELEM(1, _) \
|
||||
, BOOST_PP_ARRAY_ELEM(2, _) \
|
||||
)
|
||||
|
||||
#define BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(Tag, Feature, ParamSeq) \
|
||||
BOOST_PP_REPEAT( \
|
||||
BOOST_PP_INC(BOOST_ACCUMULATORS_MAX_ARGS) \
|
||||
, BOOST_ACCUMULATORS_DEFINE_EXTRACTOR_FUN \
|
||||
, (3, (Tag, Feature, ParamSeq)) \
|
||||
)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,29 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// features.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_STATS_HPP_EAN_08_12_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_STATS_HPP_EAN_08_12_2005
|
||||
|
||||
#include <boost/preprocessor/repetition/enum_params.hpp>
|
||||
#include <boost/mpl/vector.hpp>
|
||||
#include <boost/accumulators/accumulators_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// features
|
||||
//
|
||||
template<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature)>
|
||||
struct features
|
||||
: mpl::vector<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, Feature)>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,20 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// accumulator.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_ACCUMULATOR_HPP_EAN_31_10_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_ACCUMULATOR_HPP_EAN_31_10_2005
|
||||
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
BOOST_PARAMETER_KEYWORD(tag, accumulator)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,20 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// sample.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_SAMPLE_HPP_EAN_31_10_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_SAMPLE_HPP_EAN_31_10_2005
|
||||
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
BOOST_PARAMETER_KEYWORD(tag, sample)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,21 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weight.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_WEIGHT_HPP_EAN_31_10_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_WEIGHT_HPP_EAN_31_10_2005
|
||||
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
// The weight of a single sample
|
||||
BOOST_PARAMETER_KEYWORD(tag, weight)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,21 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weights.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_FRAMEWORK_PARAMETERS_WEIGHTS_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_FRAMEWORK_PARAMETERS_WEIGHTS_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
// The weight accumulator
|
||||
BOOST_PARAMETER_KEYWORD(tag, weights)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,75 @@
|
|||
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION1_DWA200655_HPP
|
||||
# define BOOST_DETAIL_FUNCTION1_DWA200655_HPP
|
||||
|
||||
# include <boost/concept_check.hpp>
|
||||
# include <boost/type_traits/remove_reference.hpp>
|
||||
# include <boost/type_traits/add_const.hpp>
|
||||
# include <boost/mpl/apply.hpp>
|
||||
|
||||
namespace boost { namespace detail {
|
||||
|
||||
// A utility for creating unary function objects that play nicely with
|
||||
// boost::result_of and that handle the forwarding problem.
|
||||
//
|
||||
// mpl::apply<F, A0>::type is expected to be a stateless function
|
||||
// object that accepts an argument of type A0&. It is also expected
|
||||
// to have a nested ::result_type identical to its return type.
|
||||
template<typename F>
|
||||
struct function1
|
||||
{
|
||||
template<typename Signature>
|
||||
struct result
|
||||
{};
|
||||
|
||||
template<typename This, typename A0>
|
||||
struct result<This(A0)>
|
||||
{
|
||||
// How adding const to arguments handles rvalues.
|
||||
//
|
||||
// if A0 is arg0 is represents actual argument
|
||||
// -------- ------- --------------------------
|
||||
// T const & T const const T lvalue
|
||||
// T & T non-const T lvalue
|
||||
// T const T const const T rvalue
|
||||
// T T const non-const T rvalue
|
||||
typedef typename remove_reference<
|
||||
typename add_const< A0 >::type
|
||||
>::type arg0;
|
||||
|
||||
typedef typename mpl::apply1<F, arg0>::type impl;
|
||||
typedef typename impl::result_type type;
|
||||
};
|
||||
|
||||
// Handles mutable lvalues
|
||||
template<typename A0>
|
||||
typename result<function1(A0 &)>::type
|
||||
operator ()(A0 &a0) const
|
||||
{
|
||||
typedef typename result<function1(A0 &)>::impl impl;
|
||||
typedef typename result<function1(A0 &)>::type type;
|
||||
typedef A0 &arg0;
|
||||
BOOST_CONCEPT_ASSERT((UnaryFunction<impl, type, arg0>));
|
||||
//boost::function_requires<UnaryFunctionConcept<impl, type, arg0> >();
|
||||
return impl()(a0);
|
||||
}
|
||||
|
||||
// Handles const lvalues and all rvalues
|
||||
template<typename A0>
|
||||
typename result<function1(A0 const &)>::type
|
||||
operator ()(A0 const &a0) const
|
||||
{
|
||||
typedef typename result<function1(A0 const &)>::impl impl;
|
||||
typedef typename result<function1(A0 const &)>::type type;
|
||||
typedef A0 const &arg0;
|
||||
BOOST_CONCEPT_ASSERT((UnaryFunction<impl, type, arg0>));
|
||||
//boost::function_requires<UnaryFunctionConcept<impl, type, arg0> >();
|
||||
return impl()(a0);
|
||||
}
|
||||
};
|
||||
|
||||
}} // namespace boost::detail
|
||||
|
||||
#endif // BOOST_DETAIL_FUNCTION1_DWA200655_HPP
|
|
@ -0,0 +1,10 @@
|
|||
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION2_DWA200655_HPP
|
||||
# define BOOST_DETAIL_FUNCTION2_DWA200655_HPP
|
||||
|
||||
# define args (2)
|
||||
# include <boost/accumulators/numeric/detail/function_n.hpp>
|
||||
|
||||
#endif // BOOST_DETAIL_FUNCTION2_DWA200655_HPP
|
|
@ -0,0 +1,10 @@
|
|||
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION3_DWA2006514_HPP
|
||||
# define BOOST_DETAIL_FUNCTION3_DWA2006514_HPP
|
||||
|
||||
# define args (3)
|
||||
# include <boost/accumulators/numeric/detail/function_n.hpp>
|
||||
|
||||
#endif // BOOST_DETAIL_FUNCTION3_DWA2006514_HPP
|
|
@ -0,0 +1,10 @@
|
|||
// Copyright David Abrahams 2006. 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_DETAIL_FUNCTION4_DWA2006514_HPP
|
||||
# define BOOST_DETAIL_FUNCTION4_DWA2006514_HPP
|
||||
|
||||
# define args (4)
|
||||
# include <boost/accumulators/numeric/detail/function_n.hpp>
|
||||
|
||||
#endif // BOOST_DETAIL_FUNCTION4_DWA2006514_HPP
|
|
@ -0,0 +1,148 @@
|
|||
// Copyright David Abrahams 2006. 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)
|
||||
//
|
||||
// #include guards intentionally disabled.
|
||||
// #ifndef BOOST_DETAIL_FUNCTION_N_DWA2006514_HPP
|
||||
// # define BOOST_DETAIL_FUNCTION_N_DWA2006514_HPP
|
||||
|
||||
#include <boost/mpl/void.hpp>
|
||||
#include <boost/mpl/apply.hpp>
|
||||
|
||||
#include <boost/preprocessor/control/if.hpp>
|
||||
#include <boost/preprocessor/cat.hpp>
|
||||
#include <boost/preprocessor/punctuation/comma_if.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_params.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_trailing_params.hpp>
|
||||
#include <boost/preprocessor/repetition/repeat.hpp>
|
||||
#include <boost/preprocessor/seq/fold_left.hpp>
|
||||
#include <boost/preprocessor/seq/seq.hpp>
|
||||
#include <boost/preprocessor/seq/for_each.hpp>
|
||||
#include <boost/preprocessor/seq/for_each_i.hpp>
|
||||
#include <boost/preprocessor/seq/for_each_product.hpp>
|
||||
#include <boost/preprocessor/seq/size.hpp>
|
||||
#include <boost/type_traits/add_const.hpp>
|
||||
#include <boost/type_traits/remove_reference.hpp>
|
||||
|
||||
namespace boost { namespace detail {
|
||||
|
||||
# define BOOST_DETAIL_default_arg(z, n, _) \
|
||||
typedef mpl::void_ BOOST_PP_CAT(arg, n);
|
||||
|
||||
# define BOOST_DETAIL_function_arg(z, n, _) \
|
||||
typedef typename remove_reference< \
|
||||
typename add_const< BOOST_PP_CAT(A, n) >::type \
|
||||
>::type BOOST_PP_CAT(arg, n);
|
||||
|
||||
#define BOOST_DETAIL_cat_arg_counts(s, state, n) \
|
||||
BOOST_PP_IF( \
|
||||
n \
|
||||
, BOOST_PP_CAT(state, BOOST_PP_CAT(_, n)) \
|
||||
, state \
|
||||
) \
|
||||
/**/
|
||||
|
||||
#define function_name \
|
||||
BOOST_PP_SEQ_FOLD_LEFT( \
|
||||
BOOST_DETAIL_cat_arg_counts \
|
||||
, BOOST_PP_CAT(function, BOOST_PP_SEQ_HEAD(args)) \
|
||||
, BOOST_PP_SEQ_TAIL(args)(0) \
|
||||
) \
|
||||
/**/
|
||||
|
||||
template<typename F>
|
||||
struct function_name
|
||||
{
|
||||
BOOST_PP_REPEAT(
|
||||
BOOST_MPL_LIMIT_METAFUNCTION_ARITY
|
||||
, BOOST_DETAIL_default_arg
|
||||
, ~
|
||||
)
|
||||
|
||||
template<typename Signature>
|
||||
struct result {};
|
||||
|
||||
#define BOOST_DETAIL_function_result(r, _, n) \
|
||||
template<typename This BOOST_PP_ENUM_TRAILING_PARAMS(n, typename A)> \
|
||||
struct result<This(BOOST_PP_ENUM_PARAMS(n, A))> \
|
||||
{ \
|
||||
BOOST_PP_REPEAT(n, BOOST_DETAIL_function_arg, ~) \
|
||||
typedef \
|
||||
typename BOOST_PP_CAT(mpl::apply, BOOST_MPL_LIMIT_METAFUNCTION_ARITY)<\
|
||||
F \
|
||||
BOOST_PP_ENUM_TRAILING_PARAMS( \
|
||||
BOOST_MPL_LIMIT_METAFUNCTION_ARITY \
|
||||
, arg \
|
||||
) \
|
||||
>::type \
|
||||
impl; \
|
||||
typedef typename impl::result_type type; \
|
||||
}; \
|
||||
/**/
|
||||
|
||||
BOOST_PP_SEQ_FOR_EACH(BOOST_DETAIL_function_result, _, args)
|
||||
|
||||
# define arg_type(r, _, i, is_const) \
|
||||
BOOST_PP_COMMA_IF(i) BOOST_PP_CAT(A, i) BOOST_PP_CAT(const_if, is_const) &
|
||||
|
||||
# define result_(r, n, constness) \
|
||||
typename result< \
|
||||
function_name( \
|
||||
BOOST_PP_SEQ_FOR_EACH_I_R(r, arg_type, ~, constness) \
|
||||
) \
|
||||
> \
|
||||
/**/
|
||||
|
||||
# define param(r, _, i, is_const) BOOST_PP_COMMA_IF(i) \
|
||||
BOOST_PP_CAT(A, i) BOOST_PP_CAT(const_if, is_const) & BOOST_PP_CAT(x, i)
|
||||
|
||||
# define param_list(r, n, constness) \
|
||||
BOOST_PP_SEQ_FOR_EACH_I_R(r, param, ~, constness)
|
||||
|
||||
# define call_operator(r, constness) \
|
||||
template<BOOST_PP_ENUM_PARAMS(BOOST_PP_SEQ_SIZE(constness), typename A)> \
|
||||
result_(r, BOOST_PP_SEQ_SIZE(constness), constness)::type \
|
||||
operator ()( param_list(r, BOOST_PP_SEQ_SIZE(constness), constness) ) const \
|
||||
{ \
|
||||
typedef result_(r, BOOST_PP_SEQ_SIZE(constness), constness)::impl impl; \
|
||||
return impl()(BOOST_PP_ENUM_PARAMS(BOOST_PP_SEQ_SIZE(constness), x)); \
|
||||
} \
|
||||
/**/
|
||||
|
||||
# define const_if0
|
||||
# define const_if1 const
|
||||
|
||||
# define bits(z, n, _) ((0)(1))
|
||||
|
||||
# define gen_operator(r, _, n) \
|
||||
BOOST_PP_SEQ_FOR_EACH_PRODUCT_R( \
|
||||
r \
|
||||
, call_operator \
|
||||
, BOOST_PP_REPEAT(n, bits, ~) \
|
||||
) \
|
||||
/**/
|
||||
|
||||
BOOST_PP_SEQ_FOR_EACH(
|
||||
gen_operator
|
||||
, ~
|
||||
, args
|
||||
)
|
||||
|
||||
# undef bits
|
||||
# undef const_if1
|
||||
# undef const_if0
|
||||
# undef call_operator
|
||||
# undef param_list
|
||||
# undef param
|
||||
# undef result_
|
||||
# undef default_
|
||||
# undef arg_type
|
||||
# undef gen_operator
|
||||
# undef function_name
|
||||
|
||||
# undef args
|
||||
};
|
||||
|
||||
}} // namespace boost::detail
|
||||
|
||||
//#endif // BOOST_DETAIL_FUNCTION_N_DWA2006514_HPP
|
|
@ -0,0 +1,20 @@
|
|||
// Copyright David Abrahams 2006. 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_DETAIL_POD_SINGLETON_DWA200655_HPP
|
||||
# define BOOST_DETAIL_POD_SINGLETON_DWA200655_HPP
|
||||
|
||||
namespace boost { namespace detail {
|
||||
|
||||
template<typename T>
|
||||
struct pod_singleton
|
||||
{
|
||||
static T instance;
|
||||
};
|
||||
|
||||
template<typename T>
|
||||
T pod_singleton<T>::instance;
|
||||
|
||||
}} // namespace boost::detail
|
||||
|
||||
#endif // BOOST_DETAIL_POD_SINGLETON_DWA200655_HPP
|
|
@ -0,0 +1,490 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \file functional.hpp
|
||||
///
|
||||
// Copyright 2005 Eric Niebler. 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_NUMERIC_FUNCTIONAL_HPP_EAN_08_12_2005
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_HPP_EAN_08_12_2005
|
||||
|
||||
#include <limits>
|
||||
#include <functional>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/mpl/and.hpp>
|
||||
#include <boost/type_traits/remove_const.hpp>
|
||||
#include <boost/type_traits/add_reference.hpp>
|
||||
#include <boost/type_traits/is_empty.hpp>
|
||||
#include <boost/type_traits/is_integral.hpp>
|
||||
#include <boost/type_traits/is_floating_point.hpp>
|
||||
#include <boost/utility/enable_if.hpp>
|
||||
#include <boost/typeof/typeof.hpp>
|
||||
#include <boost/accumulators/numeric/functional_fwd.hpp>
|
||||
#include <boost/accumulators/numeric/detail/function1.hpp>
|
||||
#include <boost/accumulators/numeric/detail/function2.hpp>
|
||||
#include <boost/accumulators/numeric/detail/pod_singleton.hpp>
|
||||
|
||||
#ifdef BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
|
||||
# include <boost/accumulators/numeric/functional/vector.hpp>
|
||||
#endif
|
||||
|
||||
#ifdef BOOST_NUMERIC_FUNCTIONAL_STD_VALARRAY_SUPPORT
|
||||
# include <boost/accumulators/numeric/functional/valarray.hpp>
|
||||
#endif
|
||||
|
||||
#ifdef BOOST_NUMERIC_FUNCTIONAL_STD_COMPLEX_SUPPORT
|
||||
# include <boost/accumulators/numeric/functional/complex.hpp>
|
||||
#endif
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_HPP_INCLUDED
|
||||
|
||||
#ifdef BOOST_NUMERIC_FUNCTIONAL_DOXYGEN_INVOKED
|
||||
// Hack to make Doxygen show the inheritance relationships
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
namespace std
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<class Arg, class Ret> struct unary_function {};
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<class Left, class Right, class Ret> struct binary_function {};
|
||||
}
|
||||
#endif
|
||||
|
||||
namespace boost { namespace numeric
|
||||
{
|
||||
namespace functional
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename A0, typename A1>
|
||||
struct are_integral
|
||||
: mpl::and_<is_integral<A0>, is_integral<A1> >
|
||||
{};
|
||||
|
||||
template<typename Left, typename Right>
|
||||
struct left_ref
|
||||
{
|
||||
typedef Left &type;
|
||||
};
|
||||
|
||||
namespace detail
|
||||
{
|
||||
template<typename T>
|
||||
T &lvalue_of();
|
||||
}
|
||||
}
|
||||
|
||||
// TODO: handle complex weight, valarray, MTL vectors
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_DEFINE_UNARY_OP(Name, Op) \
|
||||
namespace functional \
|
||||
{ \
|
||||
template<typename Arg> \
|
||||
struct result_of_ ## Name \
|
||||
{ \
|
||||
BOOST_TYPEOF_NESTED_TYPEDEF_TPL( \
|
||||
nested \
|
||||
, Op boost::numeric::functional::detail::lvalue_of<Arg>() \
|
||||
) \
|
||||
typedef typename nested::type type; \
|
||||
}; \
|
||||
template<typename Arg, typename EnableIf> \
|
||||
struct Name ## _base \
|
||||
: std::unary_function< \
|
||||
typename remove_const<Arg>::type \
|
||||
, typename result_of_ ## Name<Arg>::type \
|
||||
> \
|
||||
{ \
|
||||
typename result_of_ ## Name<Arg>::type operator ()(Arg &arg) const \
|
||||
{ \
|
||||
return Op arg; \
|
||||
} \
|
||||
}; \
|
||||
template<typename Arg, typename ArgTag> \
|
||||
struct Name \
|
||||
: Name ## _base<Arg, void> \
|
||||
{}; \
|
||||
} \
|
||||
namespace op \
|
||||
{ \
|
||||
struct Name \
|
||||
: boost::detail::function1<functional::Name<_, functional::tag<_> > > \
|
||||
{}; \
|
||||
} \
|
||||
namespace \
|
||||
{ \
|
||||
op::Name const &Name = boost::detail::pod_singleton<op::Name>::instance; \
|
||||
} \
|
||||
/**/
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(Name, Op, RetType) \
|
||||
namespace functional \
|
||||
{ \
|
||||
template<typename Left, typename Right, typename EnableIf> \
|
||||
struct result_of_ ## Name \
|
||||
{ \
|
||||
RetType(Left, Op, Right) \
|
||||
}; \
|
||||
template<typename Left, typename Right, typename EnableIf> \
|
||||
struct Name ## _base \
|
||||
: std::binary_function< \
|
||||
typename remove_const<Left>::type \
|
||||
, typename remove_const<Right>::type \
|
||||
, typename result_of_ ## Name<Left, Right>::type \
|
||||
> \
|
||||
{ \
|
||||
typename result_of_ ## Name<Left, Right>::type \
|
||||
operator ()(Left &left, Right &right) const \
|
||||
{ \
|
||||
return left Op right; \
|
||||
} \
|
||||
}; \
|
||||
template<typename Left, typename Right, typename LeftTag, typename RightTag> \
|
||||
struct Name \
|
||||
: Name ## _base<Left, Right, void> \
|
||||
{}; \
|
||||
} \
|
||||
namespace op \
|
||||
{ \
|
||||
struct Name \
|
||||
: boost::detail::function2< \
|
||||
functional::Name<_1, _2, functional::tag<_1>, functional::tag<_2> > \
|
||||
> \
|
||||
{}; \
|
||||
} \
|
||||
namespace \
|
||||
{ \
|
||||
op::Name const &Name = boost::detail::pod_singleton<op::Name>::instance; \
|
||||
} \
|
||||
/**/
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_DEDUCED(Left, Op, Right) \
|
||||
BOOST_TYPEOF_NESTED_TYPEDEF_TPL( \
|
||||
nested \
|
||||
, boost::numeric::functional::detail::lvalue_of<Left>() Op \
|
||||
boost::numeric::functional::detail::lvalue_of<Right>() \
|
||||
) \
|
||||
typedef typename nested::type type; \
|
||||
/**/
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_LEFT(Left, Op, Right) \
|
||||
typedef Left &type; \
|
||||
/**/
|
||||
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(plus, +, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(minus, -, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(multiplies, *, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(divides, /, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(modulus, %, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(greater, >, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(greater_equal, >=, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(less, <, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(less_equal, <=, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(equal_to, ==, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(not_equal_to, !=, BOOST_NUMERIC_FUNCTIONAL_DEDUCED)
|
||||
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(assign, =, BOOST_NUMERIC_FUNCTIONAL_LEFT)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(plus_assign, +=, BOOST_NUMERIC_FUNCTIONAL_LEFT)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(minus_assign, -=, BOOST_NUMERIC_FUNCTIONAL_LEFT)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(multiplies_assign, *=, BOOST_NUMERIC_FUNCTIONAL_LEFT)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(divides_assign, /=, BOOST_NUMERIC_FUNCTIONAL_LEFT)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP(modulus_assign, %=, BOOST_NUMERIC_FUNCTIONAL_LEFT)
|
||||
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_UNARY_OP(unary_plus, +)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_UNARY_OP(unary_minus, -)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_UNARY_OP(complement, ~)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_UNARY_OP(logical_not, !)
|
||||
|
||||
#undef BOOST_NUMERIC_FUNCTIONAL_LEFT
|
||||
#undef BOOST_NUMERIC_FUNCTIONAL_DEDUCED
|
||||
#undef BOOST_NUMERIC_FUNCTIONAL_DEFINE_UNARY_OP
|
||||
#undef BOOST_NUMERIC_FUNCTIONAL_DEFINE_BINARY_OP
|
||||
|
||||
namespace functional
|
||||
{
|
||||
template<typename Left, typename Right, typename EnableIf>
|
||||
struct min_assign_base
|
||||
: std::binary_function<Left, Right, void>
|
||||
{
|
||||
void operator ()(Left &left, Right &right) const
|
||||
{
|
||||
if(numeric::less(right, left))
|
||||
{
|
||||
left = right;
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Left, typename Right, typename EnableIf>
|
||||
struct max_assign_base
|
||||
: std::binary_function<Left, Right, void>
|
||||
{
|
||||
void operator ()(Left &left, Right &right) const
|
||||
{
|
||||
if(numeric::greater(right, left))
|
||||
{
|
||||
left = right;
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Left, typename Right, typename EnableIf>
|
||||
struct average_base
|
||||
: functional::divides<Left, Right>
|
||||
{};
|
||||
|
||||
// partial specialization that promotes the arguments to double for
|
||||
// integral division.
|
||||
template<typename Left, typename Right>
|
||||
struct average_base<Left, Right, typename enable_if<are_integral<Left, Right> >::type>
|
||||
: functional::divides<double const, double const>
|
||||
{};
|
||||
|
||||
template<typename To, typename From, typename EnableIf>
|
||||
struct promote_base
|
||||
: std::unary_function<From, To>
|
||||
{
|
||||
To operator ()(From &from) const
|
||||
{
|
||||
return from;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename ToFrom>
|
||||
struct promote_base<ToFrom, ToFrom, void>
|
||||
: std::unary_function<ToFrom, ToFrom>
|
||||
{
|
||||
ToFrom &operator ()(ToFrom &tofrom)
|
||||
{
|
||||
return tofrom;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Arg, typename EnableIf>
|
||||
struct as_min_base
|
||||
: std::unary_function<Arg, typename remove_const<Arg>::type>
|
||||
{
|
||||
typename remove_const<Arg>::type operator ()(Arg &) const
|
||||
{
|
||||
return (std::numeric_limits<typename remove_const<Arg>::type>::min)();
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Arg>
|
||||
struct as_min_base<Arg, typename enable_if<is_floating_point<Arg> >::type>
|
||||
: std::unary_function<Arg, typename remove_const<Arg>::type>
|
||||
{
|
||||
typename remove_const<Arg>::type operator ()(Arg &) const
|
||||
{
|
||||
return -(std::numeric_limits<typename remove_const<Arg>::type>::max)();
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Arg, typename EnableIf>
|
||||
struct as_max_base
|
||||
: std::unary_function<Arg, typename remove_const<Arg>::type>
|
||||
{
|
||||
typename remove_const<Arg>::type operator ()(Arg &) const
|
||||
{
|
||||
return (std::numeric_limits<typename remove_const<Arg>::type>::max)();
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Arg, typename EnableIf>
|
||||
struct as_zero_base
|
||||
: std::unary_function<Arg, typename remove_const<Arg>::type>
|
||||
{
|
||||
typename remove_const<Arg>::type operator ()(Arg &) const
|
||||
{
|
||||
return numeric::zero<typename remove_const<Arg>::type>::value;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Arg, typename EnableIf>
|
||||
struct as_one_base
|
||||
: std::unary_function<Arg, typename remove_const<Arg>::type>
|
||||
{
|
||||
typename remove_const<Arg>::type operator ()(Arg &) const
|
||||
{
|
||||
return numeric::one<typename remove_const<Arg>::type>::value;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename To, typename From, typename ToTag, typename FromTag>
|
||||
struct promote
|
||||
: promote_base<To, From, void>
|
||||
{};
|
||||
|
||||
template<typename Left, typename Right, typename LeftTag, typename RightTag>
|
||||
struct min_assign
|
||||
: min_assign_base<Left, Right, void>
|
||||
{};
|
||||
|
||||
template<typename Left, typename Right, typename LeftTag, typename RightTag>
|
||||
struct max_assign
|
||||
: max_assign_base<Left, Right, void>
|
||||
{};
|
||||
|
||||
template<typename Left, typename Right, typename LeftTag, typename RightTag>
|
||||
struct average
|
||||
: average_base<Left, Right, void>
|
||||
{};
|
||||
|
||||
template<typename Arg, typename Tag>
|
||||
struct as_min
|
||||
: as_min_base<Arg, void>
|
||||
{};
|
||||
|
||||
template<typename Arg, typename Tag>
|
||||
struct as_max
|
||||
: as_max_base<Arg, void>
|
||||
{};
|
||||
|
||||
template<typename Arg, typename Tag>
|
||||
struct as_zero
|
||||
: as_zero_base<Arg, void>
|
||||
{};
|
||||
|
||||
template<typename Arg, typename Tag>
|
||||
struct as_one
|
||||
: as_one_base<Arg, void>
|
||||
{};
|
||||
}
|
||||
|
||||
namespace op
|
||||
{
|
||||
template<typename To>
|
||||
struct promote
|
||||
: boost::detail::function1<functional::promote<To, _, typename functional::tag<To>::type, functional::tag<_> > >
|
||||
{};
|
||||
|
||||
struct min_assign
|
||||
: boost::detail::function2<functional::min_assign<_1, _2, functional::tag<_1>, functional::tag<_2> > >
|
||||
{};
|
||||
|
||||
struct max_assign
|
||||
: boost::detail::function2<functional::max_assign<_1, _2, functional::tag<_1>, functional::tag<_2> > >
|
||||
{};
|
||||
|
||||
struct average
|
||||
: boost::detail::function2<functional::average<_1, _2, functional::tag<_1>, functional::tag<_2> > >
|
||||
{};
|
||||
|
||||
struct as_min
|
||||
: boost::detail::function1<functional::as_min<_, functional::tag<_> > >
|
||||
{};
|
||||
|
||||
struct as_max
|
||||
: boost::detail::function1<functional::as_max<_, functional::tag<_> > >
|
||||
{};
|
||||
|
||||
struct as_zero
|
||||
: boost::detail::function1<functional::as_zero<_, functional::tag<_> > >
|
||||
{};
|
||||
|
||||
struct as_one
|
||||
: boost::detail::function1<functional::as_one<_, functional::tag<_> > >
|
||||
{};
|
||||
}
|
||||
|
||||
namespace
|
||||
{
|
||||
op::min_assign const &min_assign = boost::detail::pod_singleton<op::min_assign>::instance;
|
||||
op::max_assign const &max_assign = boost::detail::pod_singleton<op::max_assign>::instance;
|
||||
op::average const &average = boost::detail::pod_singleton<op::average>::instance;
|
||||
op::as_min const &as_min = boost::detail::pod_singleton<op::as_min>::instance;
|
||||
op::as_max const &as_max = boost::detail::pod_singleton<op::as_max>::instance;
|
||||
op::as_zero const &as_zero = boost::detail::pod_singleton<op::as_zero>::instance;
|
||||
op::as_one const &as_one = boost::detail::pod_singleton<op::as_one>::instance;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// promote
|
||||
template<typename To, typename From>
|
||||
typename lazy_disable_if<is_const<From>, mpl::if_<is_same<To, From>, To &, To> >::type
|
||||
promote(From &from)
|
||||
{
|
||||
return functional::promote<To, From>()(from);
|
||||
}
|
||||
|
||||
template<typename To, typename From>
|
||||
typename mpl::if_<is_same<To const, From const>, To const &, To const>::type
|
||||
promote(From const &from)
|
||||
{
|
||||
return functional::promote<To const, From const>()(from);
|
||||
}
|
||||
|
||||
template<typename T>
|
||||
struct default_
|
||||
{
|
||||
typedef default_ type;
|
||||
typedef T value_type;
|
||||
static T const value;
|
||||
|
||||
operator T const & () const
|
||||
{
|
||||
return default_::value;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename T>
|
||||
T const default_<T>::value = T();
|
||||
|
||||
template<typename T>
|
||||
struct one
|
||||
{
|
||||
typedef one type;
|
||||
typedef T value_type;
|
||||
static T const value;
|
||||
|
||||
operator T const & () const
|
||||
{
|
||||
return one::value;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename T>
|
||||
T const one<T>::value = T(1);
|
||||
|
||||
template<typename T>
|
||||
struct zero
|
||||
{
|
||||
typedef zero type;
|
||||
typedef T value_type;
|
||||
static T const value;
|
||||
|
||||
operator T const & () const
|
||||
{
|
||||
return zero::value;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename T>
|
||||
T const zero<T>::value = T();
|
||||
|
||||
template<typename T>
|
||||
struct one_or_default
|
||||
: mpl::if_<is_empty<T>, default_<T>, one<T> >::type
|
||||
{};
|
||||
|
||||
template<typename T>
|
||||
struct zero_or_default
|
||||
: mpl::if_<is_empty<T>, default_<T>, zero<T> >::type
|
||||
{};
|
||||
|
||||
}} // namespace boost::numeric
|
||||
|
||||
#endif
|
|
@ -0,0 +1,82 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \file complex.hpp
|
||||
///
|
||||
// Copyright 2005 Eric Niebler. 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_NUMERIC_FUNCTIONAL_COMPLEX_HPP_EAN_01_17_2006
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_COMPLEX_HPP_EAN_01_17_2006
|
||||
|
||||
#ifdef BOOST_NUMERIC_FUNCTIONAL_HPP_INCLUDED
|
||||
# error Include this file before boost/accumulators/numeric/functional.hpp
|
||||
#endif
|
||||
|
||||
#include <complex>
|
||||
#include <boost/mpl/or.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/utility/enable_if.hpp>
|
||||
#include <boost/typeof/std/complex.hpp>
|
||||
#include <boost/accumulators/numeric/functional_fwd.hpp>
|
||||
|
||||
namespace boost { namespace numeric { namespace operators
|
||||
{
|
||||
// So that the stats compile when Sample type is std::complex
|
||||
template<typename T, typename U>
|
||||
typename
|
||||
disable_if<
|
||||
mpl::or_<is_same<T, U>, is_same<std::complex<T>, U> >
|
||||
, std::complex<T>
|
||||
>::type
|
||||
operator *(std::complex<T> ri, U const &u)
|
||||
{
|
||||
// BUGBUG promote result to typeof(T()*u) ?
|
||||
return ri *= static_cast<T>(u);
|
||||
}
|
||||
|
||||
template<typename T, typename U>
|
||||
typename
|
||||
disable_if<
|
||||
mpl::or_<is_same<T, U>, is_same<std::complex<T>, U> >
|
||||
, std::complex<T>
|
||||
>::type
|
||||
operator /(std::complex<T> ri, U const &u)
|
||||
{
|
||||
// BUGBUG promote result to typeof(T()*u) ?
|
||||
return ri /= static_cast<T>(u);
|
||||
}
|
||||
|
||||
}}} // namespace boost::numeric::operators
|
||||
|
||||
namespace boost { namespace numeric
|
||||
{
|
||||
namespace detail
|
||||
{
|
||||
template<typename T>
|
||||
struct one_complex
|
||||
{
|
||||
static std::complex<T> const value;
|
||||
};
|
||||
|
||||
template<typename T>
|
||||
std::complex<T> const one_complex<T>::value
|
||||
= std::complex<T>(numeric::one<T>::value, numeric::one<T>::value);
|
||||
}
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename T>
|
||||
struct one<std::complex<T> >
|
||||
: detail::one_complex<T>
|
||||
{
|
||||
typedef one type;
|
||||
typedef std::complex<T> value_type;
|
||||
operator value_type const & () const
|
||||
{
|
||||
return detail::one_complex<T>::value;
|
||||
}
|
||||
};
|
||||
|
||||
}} // namespace boost::numeric
|
||||
|
||||
#endif
|
|
@ -0,0 +1,360 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \file valarray.hpp
|
||||
///
|
||||
// Copyright 2005 Eric Niebler. 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_NUMERIC_FUNCTIONAL_VALARRAY_HPP_EAN_12_12_2005
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_VALARRAY_HPP_EAN_12_12_2005
|
||||
|
||||
#ifdef BOOST_NUMERIC_FUNCTIONAL_HPP_INCLUDED
|
||||
# error Include this file before boost/accumulators/numeric/functional.hpp
|
||||
#endif
|
||||
|
||||
#include <valarray>
|
||||
#include <functional>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/mpl/and.hpp>
|
||||
#include <boost/mpl/not.hpp>
|
||||
#include <boost/mpl/assert.hpp>
|
||||
#include <boost/utility/enable_if.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/type_traits/is_scalar.hpp>
|
||||
#include <boost/type_traits/remove_const.hpp>
|
||||
#include <boost/typeof/std/valarray.hpp>
|
||||
#include <boost/accumulators/numeric/functional_fwd.hpp>
|
||||
|
||||
namespace boost { namespace numeric
|
||||
{
|
||||
namespace operators
|
||||
{
|
||||
namespace acc_detail
|
||||
{
|
||||
template<typename Fun>
|
||||
struct make_valarray
|
||||
{
|
||||
typedef std::valarray<typename Fun::result_type> type;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle valarray<Left> / Right where Right is a scalar and Right != Left.
|
||||
template<typename Left, typename Right>
|
||||
typename lazy_enable_if<
|
||||
mpl::and_<is_scalar<Right>, mpl::not_<is_same<Left, Right> > >
|
||||
, acc_detail::make_valarray<functional::divides<Left, Right> >
|
||||
>::type
|
||||
operator /(std::valarray<Left> const &left, Right const &right)
|
||||
{
|
||||
typedef typename functional::divides<Left, Right>::result_type value_type;
|
||||
std::valarray<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::divides(left[i], right);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle valarray<Left> * Right where Right is a scalar and Right != Left.
|
||||
template<typename Left, typename Right>
|
||||
typename lazy_enable_if<
|
||||
mpl::and_<is_scalar<Right>, mpl::not_<is_same<Left, Right> > >
|
||||
, acc_detail::make_valarray<functional::multiplies<Left, Right> >
|
||||
>::type
|
||||
operator *(std::valarray<Left> const &left, Right const &right)
|
||||
{
|
||||
typedef typename functional::multiplies<Left, Right>::result_type value_type;
|
||||
std::valarray<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::multiplies(left[i], right);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle valarray<Left> + valarray<Right> where Right != Left.
|
||||
template<typename Left, typename Right>
|
||||
typename lazy_disable_if<
|
||||
is_same<Left, Right>
|
||||
, acc_detail::make_valarray<functional::plus<Left, Right> >
|
||||
>::type
|
||||
operator +(std::valarray<Left> const &left, std::valarray<Right> const &right)
|
||||
{
|
||||
typedef typename functional::plus<Left, Right>::result_type value_type;
|
||||
std::valarray<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::plus(left[i], right[i]);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
namespace functional
|
||||
{
|
||||
struct std_valarray_tag;
|
||||
|
||||
template<typename T>
|
||||
struct tag<std::valarray<T> >
|
||||
{
|
||||
typedef std_valarray_tag type;
|
||||
};
|
||||
|
||||
#ifdef __GLIBCXX__
|
||||
template<typename T, typename U>
|
||||
struct tag<std::_Expr<T, U> >
|
||||
{
|
||||
typedef std_valarray_tag type;
|
||||
};
|
||||
#endif
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
// This is necessary because the GCC stdlib uses expression templates, and
|
||||
// typeof(som-valarray-expression) is not an instance of std::valarray
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_DEFINE_VALARRAY_BIN_OP(Name, Op) \
|
||||
template<typename Left, typename Right> \
|
||||
struct Name<Left, Right, std_valarray_tag, std_valarray_tag> \
|
||||
: std::binary_function< \
|
||||
Left \
|
||||
, Right \
|
||||
, std::valarray< \
|
||||
typename Name< \
|
||||
typename Left::value_type \
|
||||
, typename Right::value_type \
|
||||
>::result_type \
|
||||
> \
|
||||
> \
|
||||
{ \
|
||||
typedef typename Left::value_type left_value_type; \
|
||||
typedef typename Right::value_type right_value_type; \
|
||||
typedef \
|
||||
std::valarray< \
|
||||
typename Name<left_value_type, right_value_type>::result_type \
|
||||
> \
|
||||
result_type; \
|
||||
result_type \
|
||||
operator ()(Left &left, Right &right) const \
|
||||
{ \
|
||||
return numeric::promote<std::valarray<left_value_type> >(left) \
|
||||
Op numeric::promote<std::valarray<right_value_type> >(right); \
|
||||
} \
|
||||
}; \
|
||||
template<typename Left, typename Right> \
|
||||
struct Name<Left, Right, std_valarray_tag, void> \
|
||||
: std::binary_function< \
|
||||
Left \
|
||||
, Right \
|
||||
, std::valarray< \
|
||||
typename Name<typename Left::value_type, Right>::result_type \
|
||||
> \
|
||||
> \
|
||||
{ \
|
||||
typedef typename Left::value_type left_value_type; \
|
||||
typedef \
|
||||
std::valarray< \
|
||||
typename Name<left_value_type, Right>::result_type \
|
||||
> \
|
||||
result_type; \
|
||||
result_type \
|
||||
operator ()(Left &left, Right &right) const \
|
||||
{ \
|
||||
return numeric::promote<std::valarray<left_value_type> >(left) Op right;\
|
||||
} \
|
||||
}; \
|
||||
template<typename Left, typename Right> \
|
||||
struct Name<Left, Right, void, std_valarray_tag> \
|
||||
: std::binary_function< \
|
||||
Left \
|
||||
, Right \
|
||||
, std::valarray< \
|
||||
typename Name<Left, typename Right::value_type>::result_type \
|
||||
> \
|
||||
> \
|
||||
{ \
|
||||
typedef typename Right::value_type right_value_type; \
|
||||
typedef \
|
||||
std::valarray< \
|
||||
typename Name<Left, right_value_type>::result_type \
|
||||
> \
|
||||
result_type; \
|
||||
result_type \
|
||||
operator ()(Left &left, Right &right) const \
|
||||
{ \
|
||||
return left Op numeric::promote<std::valarray<right_value_type> >(right);\
|
||||
} \
|
||||
};
|
||||
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_VALARRAY_BIN_OP(plus, +)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_VALARRAY_BIN_OP(minus, -)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_VALARRAY_BIN_OP(multiplies, *)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_VALARRAY_BIN_OP(divides, /)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DEFINE_VALARRAY_BIN_OP(modulus, %)
|
||||
|
||||
#undef BOOST_NUMERIC_FUNCTIONAL_DEFINE_VALARRAY_BIN_OP
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// element-wise min of std::valarray
|
||||
template<typename Left, typename Right>
|
||||
struct min_assign<Left, Right, std_valarray_tag, std_valarray_tag>
|
||||
: std::binary_function<Left, Right, void>
|
||||
{
|
||||
void operator ()(Left &left, Right &right) const
|
||||
{
|
||||
BOOST_ASSERT(left.size() == right.size());
|
||||
for(std::size_t i = 0, size = left.size(); i != size; ++i)
|
||||
{
|
||||
if(numeric::less(right[i], left[i]))
|
||||
{
|
||||
left[i] = right[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// element-wise max of std::valarray
|
||||
template<typename Left, typename Right>
|
||||
struct max_assign<Left, Right, std_valarray_tag, std_valarray_tag>
|
||||
: std::binary_function<Left, Right, void>
|
||||
{
|
||||
void operator ()(Left &left, Right &right) const
|
||||
{
|
||||
BOOST_ASSERT(left.size() == right.size());
|
||||
for(std::size_t i = 0, size = left.size(); i != size; ++i)
|
||||
{
|
||||
if(numeric::greater(right[i], left[i]))
|
||||
{
|
||||
left[i] = right[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
// partial specialization of numeric::average<> for std::valarray.
|
||||
template<typename Left, typename Right, typename RightTag>
|
||||
struct average<Left, Right, std_valarray_tag, RightTag>
|
||||
: mpl::if_<
|
||||
are_integral<typename Left::value_type, Right>
|
||||
, divides<Left, double const>
|
||||
, divides<Left, Right>
|
||||
>::type
|
||||
{};
|
||||
|
||||
// promote
|
||||
template<typename To, typename From>
|
||||
struct promote<To, From, std_valarray_tag, std_valarray_tag>
|
||||
: std::unary_function<From, To>
|
||||
{
|
||||
To operator ()(From &arr) const
|
||||
{
|
||||
typename remove_const<To>::type res(arr.size());
|
||||
for(std::size_t i = 0, size = arr.size(); i != size; ++i)
|
||||
{
|
||||
res[i] = numeric::promote<typename To::value_type>(arr[i]);
|
||||
}
|
||||
return res;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename ToFrom>
|
||||
struct promote<ToFrom, ToFrom, std_valarray_tag, std_valarray_tag>
|
||||
: std::unary_function<ToFrom, ToFrom>
|
||||
{
|
||||
ToFrom &operator ()(ToFrom &tofrom) const
|
||||
{
|
||||
return tofrom;
|
||||
}
|
||||
};
|
||||
|
||||
// for "promoting" a std::valarray<bool> to a bool, useful for
|
||||
// comparing 2 valarrays for equality:
|
||||
// if(numeric::promote<bool>(a == b))
|
||||
template<typename From>
|
||||
struct promote<bool, From, void, std_valarray_tag>
|
||||
: std::unary_function<From, bool>
|
||||
{
|
||||
bool operator ()(From &arr) const
|
||||
{
|
||||
BOOST_MPL_ASSERT((is_same<bool, typename From::value_type>));
|
||||
for(std::size_t i = 0, size = arr.size(); i != size; ++i)
|
||||
{
|
||||
if(!arr[i])
|
||||
{
|
||||
return false;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename From>
|
||||
struct promote<bool const, From, void, std_valarray_tag>
|
||||
: promote<bool, From, void, std_valarray_tag>
|
||||
{};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_min
|
||||
template<typename T>
|
||||
struct as_min<T, std_valarray_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(numeric::as_min(arr[0]), arr.size());
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_max
|
||||
template<typename T>
|
||||
struct as_max<T, std_valarray_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(numeric::as_max(arr[0]), arr.size());
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_zero
|
||||
template<typename T>
|
||||
struct as_zero<T, std_valarray_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(numeric::as_zero(arr[0]), arr.size());
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_one
|
||||
template<typename T>
|
||||
struct as_one<T, std_valarray_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(numeric::as_one(arr[0]), arr.size());
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace functional
|
||||
|
||||
}} // namespace boost::numeric
|
||||
|
||||
#endif
|
||||
|
|
@ -0,0 +1,329 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \file vector.hpp
|
||||
///
|
||||
// Copyright 2005 Eric Niebler. 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_NUMERIC_FUNCTIONAL_VECTOR_HPP_EAN_12_12_2005
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_VECTOR_HPP_EAN_12_12_2005
|
||||
|
||||
#ifdef BOOST_NUMERIC_FUNCTIONAL_HPP_INCLUDED
|
||||
# error Include this file before boost/accumulators/numeric/functional.hpp
|
||||
#endif
|
||||
|
||||
#include <vector>
|
||||
#include <functional>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/mpl/and.hpp>
|
||||
#include <boost/mpl/not.hpp>
|
||||
#include <boost/utility/enable_if.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/type_traits/is_scalar.hpp>
|
||||
#include <boost/type_traits/remove_const.hpp>
|
||||
#include <boost/typeof/std/vector.hpp>
|
||||
#include <boost/accumulators/numeric/functional_fwd.hpp>
|
||||
|
||||
namespace boost { namespace numeric
|
||||
{
|
||||
namespace operators
|
||||
{
|
||||
namespace acc_detail
|
||||
{
|
||||
template<typename Fun>
|
||||
struct make_vector
|
||||
{
|
||||
typedef std::vector<typename Fun::result_type> type;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle vector<Left> / Right where Right is a scalar.
|
||||
template<typename Left, typename Right>
|
||||
typename lazy_enable_if<
|
||||
is_scalar<Right>
|
||||
, acc_detail::make_vector<functional::divides<Left, Right> >
|
||||
>::type
|
||||
operator /(std::vector<Left> const &left, Right const &right)
|
||||
{
|
||||
typedef typename functional::divides<Left, Right>::result_type value_type;
|
||||
std::vector<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::divides(left[i], right);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle vector<Left> / vector<Right>.
|
||||
template<typename Left, typename Right>
|
||||
std::vector<typename functional::divides<Left, Right>::result_type>
|
||||
operator /(std::vector<Left> const &left, std::vector<Right> const &right)
|
||||
{
|
||||
typedef typename functional::divides<Left, Right>::result_type value_type;
|
||||
std::vector<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::divides(left[i], right[i]);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle vector<Left> * Right where Right is a scalar.
|
||||
template<typename Left, typename Right>
|
||||
typename lazy_enable_if<
|
||||
is_scalar<Right>
|
||||
, acc_detail::make_vector<functional::multiplies<Left, Right> >
|
||||
>::type
|
||||
operator *(std::vector<Left> const &left, Right const &right)
|
||||
{
|
||||
typedef typename functional::multiplies<Left, Right>::result_type value_type;
|
||||
std::vector<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::multiplies(left[i], right);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle Left * vector<Right> where Left is a scalar.
|
||||
template<typename Left, typename Right>
|
||||
typename lazy_enable_if<
|
||||
is_scalar<Left>
|
||||
, acc_detail::make_vector<functional::multiplies<Left, Right> >
|
||||
>::type
|
||||
operator *(Left const &left, std::vector<Right> const &right)
|
||||
{
|
||||
typedef typename functional::multiplies<Left, Right>::result_type value_type;
|
||||
std::vector<value_type> result(right.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::multiplies(left, right[i]);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle vector<Left> * vector<Right>
|
||||
template<typename Left, typename Right>
|
||||
std::vector<typename functional::multiplies<Left, Right>::result_type>
|
||||
operator *(std::vector<Left> const &left, std::vector<Right> const &right)
|
||||
{
|
||||
typedef typename functional::multiplies<Left, Right>::result_type value_type;
|
||||
std::vector<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::multiplies(left[i], right[i]);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle vector<Left> + vector<Right>
|
||||
template<typename Left, typename Right>
|
||||
std::vector<typename functional::plus<Left, Right>::result_type>
|
||||
operator +(std::vector<Left> const &left, std::vector<Right> const &right)
|
||||
{
|
||||
typedef typename functional::plus<Left, Right>::result_type value_type;
|
||||
std::vector<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::plus(left[i], right[i]);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle vector<Left> - vector<Right>
|
||||
template<typename Left, typename Right>
|
||||
std::vector<typename functional::minus<Left, Right>::result_type>
|
||||
operator -(std::vector<Left> const &left, std::vector<Right> const &right)
|
||||
{
|
||||
typedef typename functional::minus<Left, Right>::result_type value_type;
|
||||
std::vector<value_type> result(left.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::minus(left[i], right[i]);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle vector<Left> += vector<Left>
|
||||
template<typename Left>
|
||||
std::vector<Left> &
|
||||
operator +=(std::vector<Left> &left, std::vector<Left> const &right)
|
||||
{
|
||||
BOOST_ASSERT(left.size() == right.size());
|
||||
for(std::size_t i = 0, size = left.size(); i != size; ++i)
|
||||
{
|
||||
numeric::plus_assign(left[i], right[i]);
|
||||
}
|
||||
return left;
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Handle -vector<Arg>
|
||||
template<typename Arg>
|
||||
std::vector<typename functional::unary_minus<Arg>::result_type>
|
||||
operator -(std::vector<Arg> const &arg)
|
||||
{
|
||||
typedef typename functional::unary_minus<Arg>::result_type value_type;
|
||||
std::vector<value_type> result(arg.size());
|
||||
for(std::size_t i = 0, size = result.size(); i != size; ++i)
|
||||
{
|
||||
result[i] = numeric::unary_minus(arg[i]);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
namespace functional
|
||||
{
|
||||
struct std_vector_tag;
|
||||
|
||||
template<typename T, typename Al>
|
||||
struct tag<std::vector<T, Al> >
|
||||
{
|
||||
typedef std_vector_tag type;
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// element-wise min of std::vector
|
||||
template<typename Left, typename Right>
|
||||
struct min_assign<Left, Right, std_vector_tag, std_vector_tag>
|
||||
: std::binary_function<Left, Right, void>
|
||||
{
|
||||
void operator ()(Left &left, Right &right) const
|
||||
{
|
||||
BOOST_ASSERT(left.size() == right.size());
|
||||
for(std::size_t i = 0, size = left.size(); i != size; ++i)
|
||||
{
|
||||
if(numeric::less(right[i], left[i]))
|
||||
{
|
||||
left[i] = right[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// element-wise max of std::vector
|
||||
template<typename Left, typename Right>
|
||||
struct max_assign<Left, Right, std_vector_tag, std_vector_tag>
|
||||
: std::binary_function<Left, Right, void>
|
||||
{
|
||||
void operator ()(Left &left, Right &right) const
|
||||
{
|
||||
BOOST_ASSERT(left.size() == right.size());
|
||||
for(std::size_t i = 0, size = left.size(); i != size; ++i)
|
||||
{
|
||||
if(numeric::greater(right[i], left[i]))
|
||||
{
|
||||
left[i] = right[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
// partial specialization for std::vector.
|
||||
template<typename Left, typename Right>
|
||||
struct average<Left, Right, std_vector_tag, void>
|
||||
: mpl::if_<
|
||||
are_integral<typename Left::value_type, Right>
|
||||
, divides<Left, double const>
|
||||
, divides<Left, Right>
|
||||
>::type
|
||||
{};
|
||||
|
||||
// promote
|
||||
template<typename To, typename From>
|
||||
struct promote<To, From, std_vector_tag, std_vector_tag>
|
||||
: std::unary_function<From, To>
|
||||
{
|
||||
To operator ()(From &arr) const
|
||||
{
|
||||
typename remove_const<To>::type res(arr.size());
|
||||
for(std::size_t i = 0, size = arr.size(); i != size; ++i)
|
||||
{
|
||||
res[i] = numeric::promote<typename To::value_type>(arr[i]);
|
||||
}
|
||||
return res;
|
||||
}
|
||||
};
|
||||
|
||||
template<typename ToFrom>
|
||||
struct promote<ToFrom, ToFrom, std_vector_tag, std_vector_tag>
|
||||
: std::unary_function<ToFrom, ToFrom>
|
||||
{
|
||||
ToFrom &operator ()(ToFrom &tofrom) const
|
||||
{
|
||||
return tofrom;
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_min
|
||||
template<typename T>
|
||||
struct as_min<T, std_vector_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(arr.size(), numeric::as_min(arr[0]));
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_max
|
||||
template<typename T>
|
||||
struct as_max<T, std_vector_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(arr.size(), numeric::as_max(arr[0]));
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_zero
|
||||
template<typename T>
|
||||
struct as_zero<T, std_vector_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(arr.size(), numeric::as_zero(arr[0]));
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::as_one
|
||||
template<typename T>
|
||||
struct as_one<T, std_vector_tag>
|
||||
: std::unary_function<T, typename remove_const<T>::type>
|
||||
{
|
||||
typename remove_const<T>::type operator ()(T &arr) const
|
||||
{
|
||||
return 0 == arr.size()
|
||||
? T()
|
||||
: T(arr.size(), numeric::as_one(arr[0]));
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace functional
|
||||
|
||||
}} // namespace boost::numeric
|
||||
|
||||
#endif
|
||||
|
|
@ -0,0 +1,221 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \file functional_fwd.hpp
|
||||
///
|
||||
// Copyright 2005 Eric Niebler. 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_NUMERIC_FUNCTIONAL_FWD_HPP_EAN_08_12_2005
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_FWD_HPP_EAN_08_12_2005
|
||||
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/utility/enable_if.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/type_traits/is_const.hpp>
|
||||
|
||||
namespace boost { namespace numeric
|
||||
{
|
||||
// For using directives -- this namespace may be re-opened elsewhere
|
||||
namespace operators
|
||||
{}
|
||||
|
||||
namespace op
|
||||
{
|
||||
using mpl::_;
|
||||
using mpl::_1;
|
||||
using mpl::_2;
|
||||
}
|
||||
|
||||
namespace functional
|
||||
{
|
||||
using namespace operators;
|
||||
|
||||
template<typename T>
|
||||
struct tag
|
||||
{
|
||||
typedef void type;
|
||||
};
|
||||
|
||||
template<typename T>
|
||||
struct tag<T const>
|
||||
: tag<T>
|
||||
{};
|
||||
|
||||
template<typename T>
|
||||
struct tag<T volatile>
|
||||
: tag<T>
|
||||
{};
|
||||
|
||||
template<typename T>
|
||||
struct tag<T const volatile>
|
||||
: tag<T>
|
||||
{};
|
||||
|
||||
template<typename T>
|
||||
struct static_;
|
||||
|
||||
template<typename A0, typename A1>
|
||||
struct are_integral;
|
||||
}
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(Name, Op) \
|
||||
namespace functional \
|
||||
{ \
|
||||
template<typename Arg, typename EnableIf = void> \
|
||||
struct Name ## _base; \
|
||||
template<typename Arg, typename ArgTag = typename tag<Arg>::type> \
|
||||
struct Name; \
|
||||
} \
|
||||
namespace op \
|
||||
{ \
|
||||
struct Name; \
|
||||
} \
|
||||
namespace \
|
||||
{ \
|
||||
extern op::Name const &Name; \
|
||||
}
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
#define BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(Name) \
|
||||
namespace functional \
|
||||
{ \
|
||||
template<typename Left, typename Right, typename EnableIf = void> \
|
||||
struct result_of_ ## Name; \
|
||||
template<typename Left, typename Right, typename EnableIf = void> \
|
||||
struct Name ## _base; \
|
||||
template< \
|
||||
typename Left \
|
||||
, typename Right \
|
||||
, typename LeftTag = typename tag<Left>::type \
|
||||
, typename RightTag = typename tag<Right>::type \
|
||||
> \
|
||||
struct Name; \
|
||||
} \
|
||||
namespace op \
|
||||
{ \
|
||||
struct Name; \
|
||||
} \
|
||||
namespace \
|
||||
{ \
|
||||
extern op::Name const &Name; \
|
||||
}
|
||||
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(plus)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(minus)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(multiplies)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(divides)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(modulus)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(greater)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(greater_equal)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(less)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(less_equal)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(equal_to)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(not_equal_to)
|
||||
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(assign)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(plus_assign)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(minus_assign)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(multiplies_assign)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(divides_assign)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP(modulus_assign)
|
||||
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(unary_plus, +)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(unary_minus, -)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(complement, ~)
|
||||
BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP(logical_not, !)
|
||||
|
||||
#undef BOOST_NUMERIC_FUNCTIONAL_DECLARE_UNARY_OP
|
||||
#undef BOOST_NUMERIC_FUNCTIONAL_DECLARE_BINARY_OP
|
||||
|
||||
|
||||
namespace functional
|
||||
{
|
||||
template<typename To, typename From, typename EnableIf = void>
|
||||
struct promote_base;
|
||||
template<typename Left, typename Right, typename EnableIf = void>
|
||||
struct min_assign_base;
|
||||
template<typename Left, typename Right, typename EnableIf = void>
|
||||
struct max_assign_base;
|
||||
template<typename Left, typename Right, typename EnableIf = void>
|
||||
struct average_base;
|
||||
template<typename Arg, typename EnableIf = void>
|
||||
struct as_min_base;
|
||||
template<typename Arg, typename EnableIf = void>
|
||||
struct as_max_base;
|
||||
template<typename Arg, typename EnableIf = void>
|
||||
struct as_zero_base;
|
||||
template<typename Arg, typename EnableIf = void>
|
||||
struct as_one_base;
|
||||
|
||||
template<typename To, typename From, typename ToTag = typename tag<To>::type, typename FromTag = typename tag<From>::type>
|
||||
struct promote;
|
||||
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
|
||||
struct min_assign;
|
||||
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
|
||||
struct max_assign;
|
||||
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
|
||||
struct average;
|
||||
template<typename Arg, typename Tag = typename tag<Arg>::type>
|
||||
struct as_min;
|
||||
template<typename Arg, typename Tag = typename tag<Arg>::type>
|
||||
struct as_max;
|
||||
template<typename Arg, typename Tag = typename tag<Arg>::type>
|
||||
struct as_zero;
|
||||
template<typename Arg, typename Tag = typename tag<Arg>::type>
|
||||
struct as_one;
|
||||
}
|
||||
|
||||
namespace op
|
||||
{
|
||||
template<typename To>
|
||||
struct promote;
|
||||
struct min_assign;
|
||||
struct max_assign;
|
||||
struct average;
|
||||
struct as_min;
|
||||
struct as_max;
|
||||
struct as_zero;
|
||||
struct as_one;
|
||||
}
|
||||
|
||||
namespace
|
||||
{
|
||||
extern op::min_assign const &min_assign;
|
||||
extern op::max_assign const &max_assign;
|
||||
extern op::average const &average;
|
||||
extern op::as_min const &as_min;
|
||||
extern op::as_max const &as_max;
|
||||
extern op::as_zero const &as_zero;
|
||||
extern op::as_one const &as_one;
|
||||
}
|
||||
|
||||
template<typename To, typename From>
|
||||
typename lazy_disable_if<is_const<From>, mpl::if_<is_same<To, From>, To &, To> >::type
|
||||
promote(From &from);
|
||||
|
||||
template<typename To, typename From>
|
||||
typename mpl::if_<is_same<To const, From const>, To const &, To const>::type
|
||||
promote(From const &from);
|
||||
|
||||
template<typename T>
|
||||
struct default_;
|
||||
|
||||
template<typename T>
|
||||
struct one;
|
||||
|
||||
template<typename T>
|
||||
struct zero;
|
||||
|
||||
template<typename T>
|
||||
struct one_or_default;
|
||||
|
||||
template<typename T>
|
||||
struct zero_or_default;
|
||||
|
||||
}} // namespace boost::numeric
|
||||
|
||||
#endif
|
59
other/mysql/mac/include/boost/accumulators/statistics.hpp
Normal file
59
other/mysql/mac/include/boost/accumulators/statistics.hpp
Normal file
|
@ -0,0 +1,59 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \file statistics.hpp
|
||||
/// Includes all of the Statistical Accumulators Library
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_HPP_EAN_01_17_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_HPP_EAN_01_17_2006
|
||||
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/covariance.hpp>
|
||||
#include <boost/accumulators/statistics/density.hpp>
|
||||
#include <boost/accumulators/statistics/error_of.hpp>
|
||||
#include <boost/accumulators/statistics/error_of_mean.hpp>
|
||||
#include <boost/accumulators/statistics/extended_p_square.hpp>
|
||||
#include <boost/accumulators/statistics/extended_p_square_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/kurtosis.hpp>
|
||||
#include <boost/accumulators/statistics/max.hpp>
|
||||
#include <boost/accumulators/statistics/mean.hpp>
|
||||
#include <boost/accumulators/statistics/median.hpp>
|
||||
#include <boost/accumulators/statistics/min.hpp>
|
||||
#include <boost/accumulators/statistics/moment.hpp>
|
||||
#include <boost/accumulators/statistics/peaks_over_threshold.hpp>
|
||||
#include <boost/accumulators/statistics/pot_tail_mean.hpp>
|
||||
#include <boost/accumulators/statistics/pot_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/p_square_cumulative_distribution.hpp>
|
||||
#include <boost/accumulators/statistics/p_square_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/skewness.hpp>
|
||||
#include <boost/accumulators/statistics/stats.hpp>
|
||||
#include <boost/accumulators/statistics/sum.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/tail_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/tail_mean.hpp>
|
||||
#include <boost/accumulators/statistics/tail_variate.hpp>
|
||||
#include <boost/accumulators/statistics/tail_variate_means.hpp>
|
||||
#include <boost/accumulators/statistics/variance.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_covariance.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_density.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_kurtosis.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_extended_p_square.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_mean.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_median.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_moment.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_peaks_over_threshold.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_p_square_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_skewness.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_sum.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_tail_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_tail_mean.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_tail_variate_means.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_variance.hpp>
|
||||
#include <boost/accumulators/statistics/with_error.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
#include <boost/accumulators/statistics/variates/covariate.hpp>
|
||||
|
||||
#endif
|
|
@ -0,0 +1,80 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// count.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_COUNT_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_COUNT_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/mpl/always.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// count_impl
|
||||
struct count_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef std::size_t result_type;
|
||||
|
||||
count_impl(dont_care)
|
||||
: cnt(0)
|
||||
{
|
||||
}
|
||||
|
||||
void operator ()(dont_care)
|
||||
{
|
||||
++this->cnt;
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->cnt;
|
||||
}
|
||||
|
||||
private:
|
||||
std::size_t cnt;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::count
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct count
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef mpl::always<accumulators::impl::count_impl> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::count
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::count> const count = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(count)
|
||||
}
|
||||
|
||||
using extract::count;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,220 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// covariance.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_COVARIANCE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_COVARIANCE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <numeric>
|
||||
#include <functional>
|
||||
#include <complex>
|
||||
#include <boost/mpl/assert.hpp>
|
||||
#include <boost/mpl/bool.hpp>
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/numeric/ublas/io.hpp>
|
||||
#include <boost/numeric/ublas/matrix.hpp>
|
||||
#include <boost/type_traits/is_scalar.hpp>
|
||||
#include <boost/type_traits/is_same.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/mean.hpp>
|
||||
|
||||
namespace boost { namespace numeric
|
||||
{
|
||||
namespace functional
|
||||
{
|
||||
struct std_vector_tag;
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// functional::outer_product
|
||||
template<typename Left, typename Right, typename EnableIf = void>
|
||||
struct outer_product_base
|
||||
: functional::multiplies<Left, Right>
|
||||
{};
|
||||
|
||||
template<typename Left, typename Right, typename LeftTag = typename tag<Left>::type, typename RightTag = typename tag<Right>::type>
|
||||
struct outer_product
|
||||
: outer_product_base<Left, Right, void>
|
||||
{};
|
||||
|
||||
template<typename Left, typename Right>
|
||||
struct outer_product<Left, Right, std_vector_tag, std_vector_tag>
|
||||
: std::binary_function<
|
||||
Left
|
||||
, Right
|
||||
, ublas::matrix<
|
||||
typename functional::multiplies<
|
||||
typename Left::value_type
|
||||
, typename Right::value_type
|
||||
>::result_type
|
||||
>
|
||||
>
|
||||
{
|
||||
typedef
|
||||
ublas::matrix<
|
||||
typename functional::multiplies<
|
||||
typename Left::value_type
|
||||
, typename Right::value_type
|
||||
>::result_type
|
||||
>
|
||||
result_type;
|
||||
|
||||
result_type
|
||||
operator ()(Left & left, Right & right) const
|
||||
{
|
||||
std::size_t left_size = left.size();
|
||||
std::size_t right_size = right.size();
|
||||
result_type result(left_size, right_size);
|
||||
for (std::size_t i = 0; i < left_size; ++i)
|
||||
for (std::size_t j = 0; j < right_size; ++j)
|
||||
result(i,j) = numeric::multiplies(left[i], right[j]);
|
||||
return result;
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
namespace op
|
||||
{
|
||||
struct outer_product
|
||||
: boost::detail::function2<functional::outer_product<_1, _2, functional::tag<_1>, functional::tag<_2> > >
|
||||
{};
|
||||
}
|
||||
|
||||
namespace
|
||||
{
|
||||
op::outer_product const &outer_product = boost::detail::pod_singleton<op::outer_product>::instance;
|
||||
}
|
||||
|
||||
}}
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// covariance_impl
|
||||
//
|
||||
/**
|
||||
@brief Covariance Estimator
|
||||
|
||||
An iterative Monte Carlo estimator for the covariance \f$\mathrm{Cov}(X,X')\f$, where \f$X\f$ is a sample
|
||||
and \f$X'\f$ is a variate, is given by:
|
||||
|
||||
\f[
|
||||
\hat{c}_n = \frac{n-1}{n} \hat{c}_{n-1} + \frac{1}{n-1}(X_n - \hat{\mu}_n)(X_n' - \hat{\mu}_n'),\quad n\ge2,\quad\hat{c}_1 = 0,
|
||||
\f]
|
||||
|
||||
\f$\hat{\mu}_n\f$ and \f$\hat{\mu}_n'\f$ being the means of the samples and variates.
|
||||
*/
|
||||
template<typename Sample, typename VariateType, typename VariateTag>
|
||||
struct covariance_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type sample_type;
|
||||
typedef typename numeric::functional::average<VariateType, std::size_t>::result_type variate_type;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::outer_product<sample_type, variate_type>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
covariance_impl(Args const &args)
|
||||
: cov_(
|
||||
numeric::outer_product(
|
||||
numeric::average(args[sample | Sample()], (std::size_t)1)
|
||||
, numeric::average(args[parameter::keyword<VariateTag>::get() | VariateType()], (std::size_t)1)
|
||||
)
|
||||
)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
if (cnt > 1)
|
||||
{
|
||||
extractor<tag::mean_of_variates<VariateType, VariateTag> > const some_mean_of_variates = {};
|
||||
|
||||
this->cov_ = this->cov_*(cnt-1.)/cnt
|
||||
+ numeric::outer_product(
|
||||
some_mean_of_variates(args) - args[parameter::keyword<VariateTag>::get()]
|
||||
, mean(args) - args[sample]
|
||||
) / (cnt-1.);
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->cov_;
|
||||
}
|
||||
|
||||
private:
|
||||
result_type cov_;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::covariance
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct covariance
|
||||
: depends_on<count, mean, mean_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
typedef accumulators::impl::covariance_impl<mpl::_1, VariateType, VariateTag> impl;
|
||||
};
|
||||
|
||||
struct abstract_covariance
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::covariance
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_covariance> const covariance = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(covariance)
|
||||
}
|
||||
|
||||
using extract::covariance;
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::covariance<VariateType, VariateTag> >
|
||||
: feature_of<tag::abstract_covariance>
|
||||
{
|
||||
};
|
||||
|
||||
// So that covariance can be automatically substituted with
|
||||
// weighted_covariance when the weight parameter is non-void.
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct as_weighted_feature<tag::covariance<VariateType, VariateTag> >
|
||||
{
|
||||
typedef tag::weighted_covariance<VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::weighted_covariance<VariateType, VariateTag> >
|
||||
: feature_of<tag::covariance<VariateType, VariateTag> >
|
||||
{};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,246 @@
|
|||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// 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/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>
|
||||
|
||||
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)
|
||||
|
||||
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::average<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::average(args[sample | Sample()],(std::size_t)1)
|
||||
, numeric::average(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 an under- and and an overflow bin.
|
||||
// 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::average((min)(args), (std::size_t)1);
|
||||
float_type maximum = numeric::average((max)(args), (std::size_t)1);
|
||||
float_type bin_size = numeric::average(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::average(this->samples_in_bin[i], count(args)));
|
||||
}
|
||||
}
|
||||
// returns a range of pairs
|
||||
return make_iterator_range(this->histogram);
|
||||
}
|
||||
|
||||
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
|
|
@ -0,0 +1,99 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// error_of.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_ERROR_OF_HPP_EAN_29_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_ERROR_OF_HPP_EAN_29_11_2005
|
||||
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename Feature>
|
||||
struct this_feature_has_no_error_calculation
|
||||
: mpl::false_
|
||||
{
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// error_of_impl
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename Sample, typename Feature>
|
||||
struct error_of_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// TODO: specialize this on the specific features that have errors we're
|
||||
// interested in.
|
||||
BOOST_MPL_ASSERT((this_feature_has_no_error_calculation<Feature>));
|
||||
|
||||
// for boost::result_of
|
||||
typedef int result_type;
|
||||
|
||||
error_of_impl(dont_care)
|
||||
{
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return 0;
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::error_of
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename Feature>
|
||||
struct error_of
|
||||
: depends_on<Feature>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::error_of_impl<mpl::_1, Feature> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::error_of
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, error_of, (typename))
|
||||
}
|
||||
|
||||
using extract::error_of;
|
||||
|
||||
// make tag::error_of<tag::feature(modifier)> work
|
||||
template<typename Feature>
|
||||
struct as_feature<tag::error_of<Feature> >
|
||||
{
|
||||
typedef tag::error_of<typename as_feature<Feature>::type> type;
|
||||
};
|
||||
|
||||
// make error_of<tag::mean> work with non-void weights (should become
|
||||
// error_of<tag::weighted_mean>
|
||||
template<typename Feature>
|
||||
struct as_weighted_feature<tag::error_of<Feature> >
|
||||
{
|
||||
typedef tag::error_of<typename as_weighted_feature<Feature>::type> type;
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,73 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// error_of.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_ERROR_OF_MEAN_HPP_EAN_27_03_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_ERROR_OF_MEAN_HPP_EAN_27_03_2006
|
||||
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/error_of.hpp>
|
||||
#include <boost/accumulators/statistics/variance.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// error_of_mean_impl
|
||||
template<typename Sample, typename Variance>
|
||||
struct error_of_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
error_of_mean_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
using namespace std;
|
||||
extractor<Variance> const variance = {};
|
||||
return sqrt(numeric::average(variance(args), count(args) - 1));
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::error_of
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<>
|
||||
struct error_of<mean>
|
||||
: depends_on<lazy_variance, count>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::error_of_mean_impl<mpl::_1, lazy_variance> impl;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct error_of<immediate_mean>
|
||||
: depends_on<variance, count>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::error_of_mean_impl<mpl::_1, variance> impl;
|
||||
};
|
||||
}
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,293 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extended_p_square.hpp
|
||||
//
|
||||
// Copyright 2005 Daniel Egloff. 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_EXTENDED_SINGLE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_EXTENDED_SINGLE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <functional>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/iterator/transform_iterator.hpp>
|
||||
#include <boost/iterator/counting_iterator.hpp>
|
||||
#include <boost/iterator/permutation_iterator.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.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/times2_iterator.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// probabilities named parameter
|
||||
//
|
||||
BOOST_PARAMETER_NESTED_KEYWORD(tag, extended_p_square_probabilities, probabilities)
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extended_p_square_impl
|
||||
// multiple quantile estimation
|
||||
/**
|
||||
@brief Multiple quantile estimation with the extended \f$P^2\f$ algorithm
|
||||
|
||||
Extended \f$P^2\f$ algorithm for estimation of several quantiles without storing samples.
|
||||
Assume that \f$m\f$ quantiles \f$\xi_{p_1}, \ldots, \xi_{p_m}\f$ are to be estimated.
|
||||
Instead of storing the whole sample cumulative distribution, the algorithm maintains only
|
||||
\f$m+2\f$ principal markers and \f$m+1\f$ middle markers, whose positions are updated
|
||||
with each sample and whose heights are adjusted (if necessary) using a piecewise-parablic
|
||||
formula. The heights of these central markers are the current estimates of the quantiles
|
||||
and returned as an iterator range.
|
||||
|
||||
For further details, see
|
||||
|
||||
K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49,
|
||||
Number 4 (October), 1986, p. 159-164.
|
||||
|
||||
The extended \f$ P^2 \f$ algorithm generalizess the \f$ P^2 \f$ algorithm of
|
||||
|
||||
R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
|
||||
histograms without storing observations, Communications of the ACM,
|
||||
Volume 28 (October), Number 10, 1985, p. 1076-1085.
|
||||
|
||||
@param extended_p_square_probabilities A vector of quantile probabilities.
|
||||
*/
|
||||
template<typename Sample>
|
||||
struct extended_p_square_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
typedef std::vector<float_type> array_type;
|
||||
// for boost::result_of
|
||||
typedef iterator_range<
|
||||
detail::lvalue_index_iterator<
|
||||
permutation_iterator<
|
||||
typename array_type::const_iterator
|
||||
, detail::times2_iterator
|
||||
>
|
||||
>
|
||||
> result_type;
|
||||
|
||||
template<typename Args>
|
||||
extended_p_square_impl(Args const &args)
|
||||
: probabilities(
|
||||
boost::begin(args[extended_p_square_probabilities])
|
||||
, boost::end(args[extended_p_square_probabilities])
|
||||
)
|
||||
, heights(2 * probabilities.size() + 3)
|
||||
, actual_positions(heights.size())
|
||||
, desired_positions(heights.size())
|
||||
, positions_increments(heights.size())
|
||||
{
|
||||
std::size_t num_quantiles = this->probabilities.size();
|
||||
std::size_t num_markers = this->heights.size();
|
||||
|
||||
for(std::size_t i = 0; i < num_markers; ++i)
|
||||
{
|
||||
this->actual_positions[i] = i + 1;
|
||||
}
|
||||
|
||||
this->positions_increments[0] = 0.;
|
||||
this->positions_increments[num_markers - 1] = 1.;
|
||||
|
||||
for(std::size_t i = 0; i < num_quantiles; ++i)
|
||||
{
|
||||
this->positions_increments[2 * i + 2] = probabilities[i];
|
||||
}
|
||||
|
||||
for(std::size_t i = 0; i <= num_quantiles; ++i)
|
||||
{
|
||||
this->positions_increments[2 * i + 1] =
|
||||
0.5 * (this->positions_increments[2 * i] + this->positions_increments[2 * i + 2]);
|
||||
}
|
||||
|
||||
for(std::size_t i = 0; i < num_markers; ++i)
|
||||
{
|
||||
this->desired_positions[i] = 1. + 2. * (num_quantiles + 1.) * this->positions_increments[i];
|
||||
}
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
// m+2 principal markers and m+1 middle markers
|
||||
std::size_t num_markers = 2 * this->probabilities.size() + 3;
|
||||
|
||||
// first accumulate num_markers samples
|
||||
if(cnt <= num_markers)
|
||||
{
|
||||
this->heights[cnt - 1] = args[sample];
|
||||
|
||||
// complete the initialization of heights by sorting
|
||||
if(cnt == num_markers)
|
||||
{
|
||||
std::sort(this->heights.begin(), this->heights.end());
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
std::size_t sample_cell = 1;
|
||||
|
||||
// find cell k = sample_cell such that heights[k-1] <= sample < heights[k]
|
||||
if(args[sample] < this->heights[0])
|
||||
{
|
||||
this->heights[0] = args[sample];
|
||||
sample_cell = 1;
|
||||
}
|
||||
else if(args[sample] >= this->heights[num_markers - 1])
|
||||
{
|
||||
this->heights[num_markers - 1] = args[sample];
|
||||
sample_cell = num_markers - 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
typedef typename array_type::iterator iterator;
|
||||
iterator it = std::upper_bound(
|
||||
this->heights.begin()
|
||||
, this->heights.end()
|
||||
, args[sample]
|
||||
);
|
||||
|
||||
sample_cell = std::distance(this->heights.begin(), it);
|
||||
}
|
||||
|
||||
// update actual positions of all markers above sample_cell index
|
||||
for(std::size_t i = sample_cell; i < num_markers; ++i)
|
||||
{
|
||||
++this->actual_positions[i];
|
||||
}
|
||||
|
||||
// update desired positions of all markers
|
||||
for(std::size_t i = 0; i < num_markers; ++i)
|
||||
{
|
||||
this->desired_positions[i] += this->positions_increments[i];
|
||||
}
|
||||
|
||||
// adjust heights and actual positions of markers 1 to num_markers-2 if necessary
|
||||
for(std::size_t i = 1; i <= num_markers - 2; ++i)
|
||||
{
|
||||
// offset to desired position
|
||||
float_type d = this->desired_positions[i] - this->actual_positions[i];
|
||||
|
||||
// offset to next position
|
||||
float_type dp = this->actual_positions[i+1] - this->actual_positions[i];
|
||||
|
||||
// offset to previous position
|
||||
float_type dm = this->actual_positions[i-1] - this->actual_positions[i];
|
||||
|
||||
// height ds
|
||||
float_type hp = (this->heights[i+1] - this->heights[i]) / dp;
|
||||
float_type hm = (this->heights[i-1] - this->heights[i]) / dm;
|
||||
|
||||
if((d >= 1 && dp > 1) || (d <= -1 && dm < -1))
|
||||
{
|
||||
short sign_d = static_cast<short>(d / std::abs(d));
|
||||
|
||||
float_type h = this->heights[i] + sign_d / (dp - dm) * ((sign_d - dm)*hp
|
||||
+ (dp - sign_d) * hm);
|
||||
|
||||
// try adjusting heights[i] using p-squared formula
|
||||
if(this->heights[i - 1] < h && h < this->heights[i + 1])
|
||||
{
|
||||
this->heights[i] = h;
|
||||
}
|
||||
else
|
||||
{
|
||||
// use linear formula
|
||||
if(d > 0)
|
||||
{
|
||||
this->heights[i] += hp;
|
||||
}
|
||||
if(d < 0)
|
||||
{
|
||||
this->heights[i] -= hm;
|
||||
}
|
||||
}
|
||||
this->actual_positions[i] += sign_d;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
// for i in [1,probabilities.size()], return heights[i * 2]
|
||||
detail::times2_iterator idx_begin = detail::make_times2_iterator(1);
|
||||
detail::times2_iterator idx_end = detail::make_times2_iterator(this->probabilities.size() + 1);
|
||||
|
||||
return result_type(
|
||||
make_permutation_iterator(this->heights.begin(), idx_begin)
|
||||
, make_permutation_iterator(this->heights.begin(), idx_end)
|
||||
);
|
||||
}
|
||||
|
||||
private:
|
||||
array_type probabilities; // the quantile probabilities
|
||||
array_type heights; // q_i
|
||||
array_type actual_positions; // n_i
|
||||
array_type desired_positions; // d_i
|
||||
array_type positions_increments; // f_i
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::extended_p_square
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct extended_p_square
|
||||
: depends_on<count>
|
||||
, extended_p_square_probabilities
|
||||
{
|
||||
typedef accumulators::impl::extended_p_square_impl<mpl::_1> impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// tag::extended_p_square::probabilities named paramter
|
||||
static boost::parameter::keyword<tag::probabilities> const probabilities;
|
||||
#endif
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::extended_p_square
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::extended_p_square> const extended_p_square = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(extended_p_square)
|
||||
}
|
||||
|
||||
using extract::extended_p_square;
|
||||
|
||||
// So that extended_p_square can be automatically substituted with
|
||||
// weighted_extended_p_square when the weight parameter is non-void
|
||||
template<>
|
||||
struct as_weighted_feature<tag::extended_p_square>
|
||||
{
|
||||
typedef tag::weighted_extended_p_square type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_extended_p_square>
|
||||
: feature_of<tag::extended_p_square>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,319 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extended_p_square_quantile.hpp
|
||||
//
|
||||
// Copyright 2005 Daniel Egloff. 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_EXTENDED_SINGLE_QUANTILE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_EXTENDED_SINGLE_QUANTILE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <functional>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/iterator/transform_iterator.hpp>
|
||||
#include <boost/iterator/counting_iterator.hpp>
|
||||
#include <boost/iterator/permutation_iterator.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.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/parameters/quantile_probability.hpp>
|
||||
#include <boost/accumulators/statistics/extended_p_square.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_extended_p_square.hpp>
|
||||
#include <boost/accumulators/statistics/times2_iterator.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extended_p_square_quantile_impl
|
||||
// single quantile estimation
|
||||
/**
|
||||
@brief Quantile estimation using the extended \f$P^2\f$ algorithm for weighted and unweighted samples
|
||||
|
||||
Uses the quantile estimates calculated by the extended \f$P^2\f$ algorithm to compute
|
||||
intermediate quantile estimates by means of quadratic interpolation.
|
||||
|
||||
@param quantile_probability The probability of the quantile to be estimated.
|
||||
*/
|
||||
template<typename Sample, typename Impl1, typename Impl2> // Impl1: weighted/unweighted // Impl2: linear/quadratic
|
||||
struct extended_p_square_quantile_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
typedef std::vector<float_type> array_type;
|
||||
typedef iterator_range<
|
||||
detail::lvalue_index_iterator<
|
||||
permutation_iterator<
|
||||
typename array_type::const_iterator
|
||||
, detail::times2_iterator
|
||||
>
|
||||
>
|
||||
> range_type;
|
||||
// for boost::result_of
|
||||
typedef float_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
extended_p_square_quantile_impl(Args const &args)
|
||||
: probabilities(
|
||||
boost::begin(args[extended_p_square_probabilities])
|
||||
, boost::end(args[extended_p_square_probabilities])
|
||||
)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
typedef
|
||||
typename mpl::if_<
|
||||
is_same<Impl1, weighted>
|
||||
, tag::weighted_extended_p_square
|
||||
, tag::extended_p_square
|
||||
>::type
|
||||
extended_p_square_tag;
|
||||
|
||||
extractor<extended_p_square_tag> const some_extended_p_square = {};
|
||||
|
||||
array_type heights(some_extended_p_square(args).size());
|
||||
std::copy(some_extended_p_square(args).begin(), some_extended_p_square(args).end(), heights.begin());
|
||||
|
||||
this->probability = args[quantile_probability];
|
||||
|
||||
typename array_type::const_iterator iter_probs = std::lower_bound(this->probabilities.begin(), this->probabilities.end(), this->probability);
|
||||
std::size_t dist = std::distance(this->probabilities.begin(), iter_probs);
|
||||
typename array_type::const_iterator iter_heights = heights.begin() + dist;
|
||||
|
||||
// If this->probability is not in a valid range return NaN or throw exception
|
||||
if (this->probability < *this->probabilities.begin() || this->probability > *(this->probabilities.end() - 1))
|
||||
{
|
||||
if (std::numeric_limits<result_type>::has_quiet_NaN)
|
||||
{
|
||||
return std::numeric_limits<result_type>::quiet_NaN();
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "probability = " << this->probability << " is not in valid range (";
|
||||
msg << *this->probabilities.begin() << ", " << *(this->probabilities.end() - 1) << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
return Sample(0);
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
if (*iter_probs == this->probability)
|
||||
{
|
||||
return heights[dist];
|
||||
}
|
||||
else
|
||||
{
|
||||
result_type res;
|
||||
|
||||
if (is_same<Impl2, linear>::value)
|
||||
{
|
||||
/////////////////////////////////////////////////////////////////////////////////
|
||||
// LINEAR INTERPOLATION
|
||||
//
|
||||
float_type p1 = *iter_probs;
|
||||
float_type p0 = *(iter_probs - 1);
|
||||
float_type h1 = *iter_heights;
|
||||
float_type h0 = *(iter_heights - 1);
|
||||
|
||||
float_type a = numeric::average(h1 - h0, p1 - p0);
|
||||
float_type b = h1 - p1 * a;
|
||||
|
||||
res = a * this->probability + b;
|
||||
}
|
||||
else
|
||||
{
|
||||
/////////////////////////////////////////////////////////////////////////////////
|
||||
// QUADRATIC INTERPOLATION
|
||||
//
|
||||
float_type p0, p1, p2;
|
||||
float_type h0, h1, h2;
|
||||
|
||||
if ( (dist == 1 || *iter_probs - this->probability <= this->probability - *(iter_probs - 1) ) && dist != this->probabilities.size() - 1 )
|
||||
{
|
||||
p0 = *(iter_probs - 1);
|
||||
p1 = *iter_probs;
|
||||
p2 = *(iter_probs + 1);
|
||||
h0 = *(iter_heights - 1);
|
||||
h1 = *iter_heights;
|
||||
h2 = *(iter_heights + 1);
|
||||
}
|
||||
else
|
||||
{
|
||||
p0 = *(iter_probs - 2);
|
||||
p1 = *(iter_probs - 1);
|
||||
p2 = *iter_probs;
|
||||
h0 = *(iter_heights - 2);
|
||||
h1 = *(iter_heights - 1);
|
||||
h2 = *iter_heights;
|
||||
}
|
||||
|
||||
float_type hp21 = numeric::average(h2 - h1, p2 - p1);
|
||||
float_type hp10 = numeric::average(h1 - h0, p1 - p0);
|
||||
float_type p21 = numeric::average(p2 * p2 - p1 * p1, p2 - p1);
|
||||
float_type p10 = numeric::average(p1 * p1 - p0 * p0, p1 - p0);
|
||||
|
||||
float_type a = numeric::average(hp21 - hp10, p21 - p10);
|
||||
float_type b = hp21 - a * p21;
|
||||
float_type c = h2 - a * p2 * p2 - b * p2;
|
||||
|
||||
res = a * this->probability * this-> probability + b * this->probability + c;
|
||||
}
|
||||
|
||||
return res;
|
||||
}
|
||||
|
||||
}
|
||||
private:
|
||||
|
||||
array_type probabilities;
|
||||
mutable float_type probability;
|
||||
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::extended_p_square_quantile
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct extended_p_square_quantile
|
||||
: depends_on<extended_p_square>
|
||||
{
|
||||
typedef accumulators::impl::extended_p_square_quantile_impl<mpl::_1, unweighted, linear> impl;
|
||||
};
|
||||
struct extended_p_square_quantile_quadratic
|
||||
: depends_on<extended_p_square>
|
||||
{
|
||||
typedef accumulators::impl::extended_p_square_quantile_impl<mpl::_1, unweighted, quadratic> impl;
|
||||
};
|
||||
struct weighted_extended_p_square_quantile
|
||||
: depends_on<weighted_extended_p_square>
|
||||
{
|
||||
typedef accumulators::impl::extended_p_square_quantile_impl<mpl::_1, weighted, linear> impl;
|
||||
};
|
||||
struct weighted_extended_p_square_quantile_quadratic
|
||||
: depends_on<weighted_extended_p_square>
|
||||
{
|
||||
typedef accumulators::impl::extended_p_square_quantile_impl<mpl::_1, weighted, quadratic> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::extended_p_square_quantile
|
||||
// extract::weighted_extended_p_square_quantile
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::extended_p_square_quantile> const extended_p_square_quantile = {};
|
||||
extractor<tag::extended_p_square_quantile_quadratic> const extended_p_square_quantile_quadratic = {};
|
||||
extractor<tag::weighted_extended_p_square_quantile> const weighted_extended_p_square_quantile = {};
|
||||
extractor<tag::weighted_extended_p_square_quantile_quadratic> const weighted_extended_p_square_quantile_quadratic = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(extended_p_square_quantile)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(extended_p_square_quantile_quadratic)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_extended_p_square_quantile)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_extended_p_square_quantile_quadratic)
|
||||
}
|
||||
|
||||
using extract::extended_p_square_quantile;
|
||||
using extract::extended_p_square_quantile_quadratic;
|
||||
using extract::weighted_extended_p_square_quantile;
|
||||
using extract::weighted_extended_p_square_quantile_quadratic;
|
||||
|
||||
// extended_p_square_quantile(linear) -> extended_p_square_quantile
|
||||
template<>
|
||||
struct as_feature<tag::extended_p_square_quantile(linear)>
|
||||
{
|
||||
typedef tag::extended_p_square_quantile type;
|
||||
};
|
||||
|
||||
// extended_p_square_quantile(quadratic) -> extended_p_square_quantile_quadratic
|
||||
template<>
|
||||
struct as_feature<tag::extended_p_square_quantile(quadratic)>
|
||||
{
|
||||
typedef tag::extended_p_square_quantile_quadratic type;
|
||||
};
|
||||
|
||||
// weighted_extended_p_square_quantile(linear) -> weighted_extended_p_square_quantile
|
||||
template<>
|
||||
struct as_feature<tag::weighted_extended_p_square_quantile(linear)>
|
||||
{
|
||||
typedef tag::weighted_extended_p_square_quantile type;
|
||||
};
|
||||
|
||||
// weighted_extended_p_square_quantile(quadratic) -> weighted_extended_p_square_quantile_quadratic
|
||||
template<>
|
||||
struct as_feature<tag::weighted_extended_p_square_quantile(quadratic)>
|
||||
{
|
||||
typedef tag::weighted_extended_p_square_quantile_quadratic type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// extended_p_square_quantile and weighted_extended_p_square_quantile
|
||||
// provide the same feature as quantile
|
||||
template<>
|
||||
struct feature_of<tag::extended_p_square_quantile>
|
||||
: feature_of<tag::quantile>
|
||||
{
|
||||
};
|
||||
template<>
|
||||
struct feature_of<tag::extended_p_square_quantile_quadratic>
|
||||
: feature_of<tag::quantile>
|
||||
{
|
||||
};
|
||||
// So that extended_p_square_quantile can be automatically substituted with
|
||||
// weighted_extended_p_square_quantile when the weight parameter is non-void
|
||||
template<>
|
||||
struct as_weighted_feature<tag::extended_p_square_quantile>
|
||||
{
|
||||
typedef tag::weighted_extended_p_square_quantile type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_extended_p_square_quantile>
|
||||
: feature_of<tag::extended_p_square_quantile>
|
||||
{
|
||||
};
|
||||
|
||||
// So that extended_p_square_quantile_quadratic can be automatically substituted with
|
||||
// weighted_extended_p_square_quantile_quadratic when the weight parameter is non-void
|
||||
template<>
|
||||
struct as_weighted_feature<tag::extended_p_square_quantile_quadratic>
|
||||
{
|
||||
typedef tag::weighted_extended_p_square_quantile_quadratic type;
|
||||
};
|
||||
template<>
|
||||
struct feature_of<tag::weighted_extended_p_square_quantile_quadratic>
|
||||
: feature_of<tag::extended_p_square_quantile_quadratic>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,112 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// kurtosis.hpp
|
||||
//
|
||||
// Copyright 2006 Olivier Gygi, Daniel Egloff. 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_KURTOSIS_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_KURTOSIS_HPP_EAN_28_10_2005
|
||||
|
||||
#include <limits>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics/mean.hpp>
|
||||
#include <boost/accumulators/statistics/moment.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// kurtosis_impl
|
||||
/**
|
||||
@brief Kurtosis estimation
|
||||
|
||||
The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central
|
||||
moment (the variance) of the samples, minus 3. The term \f$ -3 \f$ is added in order to ensure that the normal distribution
|
||||
has zero kurtosis. The kurtosis can also be expressed by the simple moments:
|
||||
|
||||
\f[
|
||||
\hat{g}_2 =
|
||||
\frac
|
||||
{\widehat{m}_n^{(4)}-4\widehat{m}_n^{(3)}\hat{\mu}_n+6\widehat{m}_n^{(2)}\hat{\mu}_n^2-3\hat{\mu}_n^4}
|
||||
{\left(\widehat{m}_n^{(2)} - \hat{\mu}_n^{2}\right)^2} - 3,
|
||||
\f]
|
||||
|
||||
where \f$ \widehat{m}_n^{(i)} \f$ are the \f$ i \f$-th moment and \f$ \hat{\mu}_n \f$ the mean (first moment) of the
|
||||
\f$ n \f$ samples.
|
||||
*/
|
||||
template<typename Sample>
|
||||
struct kurtosis_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, Sample>::result_type result_type;
|
||||
|
||||
kurtosis_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return numeric::average(
|
||||
accumulators::moment<4>(args)
|
||||
- 4. * accumulators::moment<3>(args) * mean(args)
|
||||
+ 6. * accumulators::moment<2>(args) * mean(args) * mean(args)
|
||||
- 3. * mean(args) * mean(args) * mean(args) * mean(args)
|
||||
, ( accumulators::moment<2>(args) - mean(args) * mean(args) )
|
||||
* ( accumulators::moment<2>(args) - mean(args) * mean(args) )
|
||||
) - 3.;
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::kurtosis
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct kurtosis
|
||||
: depends_on<mean, moment<2>, moment<3>, moment<4> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::kurtosis_impl<mpl::_1> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::kurtosis
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::kurtosis> const kurtosis = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(kurtosis)
|
||||
}
|
||||
|
||||
using extract::kurtosis;
|
||||
|
||||
// So that kurtosis can be automatically substituted with
|
||||
// weighted_kurtosis when the weight parameter is non-void
|
||||
template<>
|
||||
struct as_weighted_feature<tag::kurtosis>
|
||||
{
|
||||
typedef tag::weighted_kurtosis type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_kurtosis>
|
||||
: feature_of<tag::kurtosis>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,85 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// max.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_MAX_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_MAX_HPP_EAN_28_10_2005
|
||||
|
||||
#include <limits>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// max_impl
|
||||
template<typename Sample>
|
||||
struct max_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef Sample result_type;
|
||||
|
||||
template<typename Args>
|
||||
max_impl(Args const &args)
|
||||
: max_(numeric::as_min(args[sample | Sample()]))
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
numeric::max_assign(this->max_, args[sample]);
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->max_;
|
||||
}
|
||||
|
||||
private:
|
||||
Sample max_;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::max
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct max
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::max_impl<mpl::_1> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::max
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::max> const max = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(max)
|
||||
}
|
||||
|
||||
using extract::max;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
298
other/mysql/mac/include/boost/accumulators/statistics/mean.hpp
Normal file
298
other/mysql/mac/include/boost/accumulators/statistics/mean.hpp
Normal file
|
@ -0,0 +1,298 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// mean.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_MEAN_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_MEAN_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/mpl/placeholders.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/sum.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// mean_impl
|
||||
// lazy, by default
|
||||
template<typename Sample, typename SumFeature>
|
||||
struct mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
mean_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
extractor<SumFeature> sum;
|
||||
return numeric::average(sum(args), count(args));
|
||||
}
|
||||
};
|
||||
|
||||
template<typename Sample, typename Tag>
|
||||
struct immediate_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
immediate_mean_impl(Args const &args)
|
||||
: mean(numeric::average(args[sample | Sample()], numeric::one<std::size_t>::value))
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
this->mean = numeric::average(
|
||||
(this->mean * (cnt - 1)) + args[parameter::keyword<Tag>::get()]
|
||||
, cnt
|
||||
);
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->mean;
|
||||
}
|
||||
|
||||
private:
|
||||
result_type mean;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::mean
|
||||
// tag::immediate_mean
|
||||
// tag::mean_of_weights
|
||||
// tag::immediate_mean_of_weights
|
||||
// tag::mean_of_variates
|
||||
// tag::immediate_mean_of_variates
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct mean
|
||||
: depends_on<count, sum>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::mean_impl<mpl::_1, sum> impl;
|
||||
};
|
||||
struct immediate_mean
|
||||
: depends_on<count>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::immediate_mean_impl<mpl::_1, tag::sample> impl;
|
||||
};
|
||||
struct mean_of_weights
|
||||
: depends_on<count, sum_of_weights>
|
||||
{
|
||||
typedef mpl::true_ is_weight_accumulator;
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::mean_impl<mpl::_2, sum_of_weights> impl;
|
||||
};
|
||||
struct immediate_mean_of_weights
|
||||
: depends_on<count>
|
||||
{
|
||||
typedef mpl::true_ is_weight_accumulator;
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::immediate_mean_impl<mpl::_2, tag::weight> impl;
|
||||
};
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct mean_of_variates
|
||||
: depends_on<count, sum_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef mpl::always<accumulators::impl::mean_impl<VariateType, sum_of_variates<VariateType, VariateTag> > > impl;
|
||||
};
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct immediate_mean_of_variates
|
||||
: depends_on<count>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef mpl::always<accumulators::impl::immediate_mean_impl<VariateType, VariateTag> > impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::mean
|
||||
// extract::mean_of_weights
|
||||
// extract::mean_of_variates
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::mean> const mean = {};
|
||||
extractor<tag::mean_of_weights> const mean_of_weights = {};
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, mean_of_variates, (typename)(typename))
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(mean)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(mean_of_weights)
|
||||
}
|
||||
|
||||
using extract::mean;
|
||||
using extract::mean_of_weights;
|
||||
using extract::mean_of_variates;
|
||||
|
||||
// mean(lazy) -> mean
|
||||
template<>
|
||||
struct as_feature<tag::mean(lazy)>
|
||||
{
|
||||
typedef tag::mean type;
|
||||
};
|
||||
|
||||
// mean(immediate) -> immediate_mean
|
||||
template<>
|
||||
struct as_feature<tag::mean(immediate)>
|
||||
{
|
||||
typedef tag::immediate_mean type;
|
||||
};
|
||||
|
||||
// mean_of_weights(lazy) -> mean_of_weights
|
||||
template<>
|
||||
struct as_feature<tag::mean_of_weights(lazy)>
|
||||
{
|
||||
typedef tag::mean_of_weights type;
|
||||
};
|
||||
|
||||
// mean_of_weights(immediate) -> immediate_mean_of_weights
|
||||
template<>
|
||||
struct as_feature<tag::mean_of_weights(immediate)>
|
||||
{
|
||||
typedef tag::immediate_mean_of_weights type;
|
||||
};
|
||||
|
||||
// mean_of_variates<VariateType, VariateTag>(lazy) -> mean_of_variates<VariateType, VariateTag>
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::mean_of_variates<VariateType, VariateTag>(lazy)>
|
||||
{
|
||||
typedef tag::mean_of_variates<VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
// mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_mean_of_variates<VariateType, VariateTag>
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::mean_of_variates<VariateType, VariateTag>(immediate)>
|
||||
{
|
||||
typedef tag::immediate_mean_of_variates<VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// immediate_mean provides the same feature as mean
|
||||
template<>
|
||||
struct feature_of<tag::immediate_mean>
|
||||
: feature_of<tag::mean>
|
||||
{
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// immediate_mean provides the same feature as mean
|
||||
template<>
|
||||
struct feature_of<tag::immediate_mean_of_weights>
|
||||
: feature_of<tag::mean_of_weights>
|
||||
{
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// immediate_mean provides the same feature as mean
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::immediate_mean_of_variates<VariateType, VariateTag> >
|
||||
: feature_of<tag::mean_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
};
|
||||
|
||||
// So that mean can be automatically substituted with
|
||||
// weighted_mean when the weight parameter is non-void.
|
||||
template<>
|
||||
struct as_weighted_feature<tag::mean>
|
||||
{
|
||||
typedef tag::weighted_mean type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_mean>
|
||||
: feature_of<tag::mean>
|
||||
{};
|
||||
|
||||
// So that immediate_mean can be automatically substituted with
|
||||
// immediate_weighted_mean when the weight parameter is non-void.
|
||||
template<>
|
||||
struct as_weighted_feature<tag::immediate_mean>
|
||||
{
|
||||
typedef tag::immediate_weighted_mean type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::immediate_weighted_mean>
|
||||
: feature_of<tag::immediate_mean>
|
||||
{};
|
||||
|
||||
// So that mean_of_weights<> can be automatically substituted with
|
||||
// weighted_mean_of_variates<> when the weight parameter is non-void.
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct as_weighted_feature<tag::mean_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::weighted_mean_of_variates<VariateType, VariateTag> >
|
||||
: feature_of<tag::mean_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
};
|
||||
|
||||
// So that immediate_mean_of_weights<> can be automatically substituted with
|
||||
// immediate_weighted_mean_of_variates<> when the weight parameter is non-void.
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct as_weighted_feature<tag::immediate_mean_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> >
|
||||
: feature_of<tag::immediate_mean_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
};
|
||||
|
||||
////////////////////////////////////////////////////////////////////////////
|
||||
//// droppable_accumulator<mean_impl>
|
||||
//// need to specialize droppable lazy mean to cache the result at the
|
||||
//// point the accumulator is dropped.
|
||||
///// INTERNAL ONLY
|
||||
/////
|
||||
//template<typename Sample, typename SumFeature>
|
||||
//struct droppable_accumulator<impl::mean_impl<Sample, SumFeature> >
|
||||
// : droppable_accumulator_base<
|
||||
// with_cached_result<impl::mean_impl<Sample, SumFeature> >
|
||||
// >
|
||||
//{
|
||||
// template<typename Args>
|
||||
// droppable_accumulator(Args const &args)
|
||||
// : droppable_accumulator::base(args)
|
||||
// {
|
||||
// }
|
||||
//};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
301
other/mysql/mac/include/boost/accumulators/statistics/median.hpp
Normal file
301
other/mysql/mac/include/boost/accumulators/statistics/median.hpp
Normal file
|
@ -0,0 +1,301 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// 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_cumulative_distribution.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::average<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::average<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::average(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::average(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::average<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::average(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
|
|
@ -0,0 +1,85 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// min.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_MIN_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_MIN_HPP_EAN_28_10_2005
|
||||
|
||||
#include <limits>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// min_impl
|
||||
template<typename Sample>
|
||||
struct min_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef Sample result_type;
|
||||
|
||||
template<typename Args>
|
||||
min_impl(Args const &args)
|
||||
: min_(numeric::as_max(args[sample | Sample()]))
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
numeric::min_assign(this->min_, args[sample]);
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->min_;
|
||||
}
|
||||
|
||||
private:
|
||||
Sample min_;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::min
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct min
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::min_impl<mpl::_1> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::min
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::min> const min = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(min)
|
||||
}
|
||||
|
||||
using extract::min;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
125
other/mysql/mac/include/boost/accumulators/statistics/moment.hpp
Normal file
125
other/mysql/mac/include/boost/accumulators/statistics/moment.hpp
Normal file
|
@ -0,0 +1,125 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// moment.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_MOMENT_HPP_EAN_15_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_MOMENT_HPP_EAN_15_11_2005
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <boost/mpl/int.hpp>
|
||||
#include <boost/mpl/assert.hpp>
|
||||
#include <boost/mpl/placeholders.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>
|
||||
|
||||
namespace boost { namespace numeric
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename T>
|
||||
T const &pow(T const &x, mpl::int_<1>)
|
||||
{
|
||||
return x;
|
||||
}
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename T, int N>
|
||||
T pow(T const &x, mpl::int_<N>)
|
||||
{
|
||||
using namespace operators;
|
||||
T y = numeric::pow(x, mpl::int_<N/2>());
|
||||
T z = y * y;
|
||||
return (N % 2) ? (z * x) : z;
|
||||
}
|
||||
}}
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// moment_impl
|
||||
template<typename N, typename Sample>
|
||||
struct moment_impl
|
||||
: accumulator_base // TODO: also depends_on sum of powers
|
||||
{
|
||||
BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
moment_impl(Args const &args)
|
||||
: sum(args[sample | Sample()])
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
this->sum += numeric::pow(args[sample], N());
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return numeric::average(this->sum, count(args));
|
||||
}
|
||||
|
||||
private:
|
||||
Sample sum;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::moment
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<int N>
|
||||
struct moment
|
||||
: depends_on<count>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::moment_impl<mpl::int_<N>, mpl::_1> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::moment
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, moment, (int))
|
||||
}
|
||||
|
||||
using extract::moment;
|
||||
|
||||
// So that moment<N> can be automatically substituted with
|
||||
// weighted_moment<N> when the weight parameter is non-void
|
||||
template<int N>
|
||||
struct as_weighted_feature<tag::moment<N> >
|
||||
{
|
||||
typedef tag::weighted_moment<N> type;
|
||||
};
|
||||
|
||||
template<int N>
|
||||
struct feature_of<tag::weighted_moment<N> >
|
||||
: feature_of<tag::moment<N> >
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,260 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// p_square_cumulative_distribution.hpp
|
||||
//
|
||||
// Copyright 2005 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_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <functional>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/mpl/placeholders.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// num_cells named parameter
|
||||
//
|
||||
BOOST_PARAMETER_NESTED_KEYWORD(tag, p_square_cumulative_distribution_num_cells, num_cells)
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// p_square_cumulative_distribution_impl
|
||||
// cumulative_distribution calculation (as histogram)
|
||||
/**
|
||||
@brief Histogram calculation of the cumulative distribution with the \f$P^2\f$ algorithm
|
||||
|
||||
A histogram of the sample cumulative distribution is computed dynamically without storing samples
|
||||
based on the \f$ P^2 \f$ algorithm. The returned histogram has a specifiable amount (num_cells)
|
||||
equiprobable (and not equal-sized) cells.
|
||||
|
||||
For further details, see
|
||||
|
||||
R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
|
||||
histograms without storing observations, Communications of the ACM,
|
||||
Volume 28 (October), Number 10, 1985, p. 1076-1085.
|
||||
|
||||
@param p_square_cumulative_distribution_num_cells.
|
||||
*/
|
||||
template<typename Sample>
|
||||
struct p_square_cumulative_distribution_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
typedef std::vector<float_type> array_type;
|
||||
typedef std::vector<std::pair<float_type, float_type> > histogram_type;
|
||||
// for boost::result_of
|
||||
typedef iterator_range<typename histogram_type::iterator> result_type;
|
||||
|
||||
template<typename Args>
|
||||
p_square_cumulative_distribution_impl(Args const &args)
|
||||
: num_cells(args[p_square_cumulative_distribution_num_cells])
|
||||
, heights(num_cells + 1)
|
||||
, actual_positions(num_cells + 1)
|
||||
, desired_positions(num_cells + 1)
|
||||
, positions_increments(num_cells + 1)
|
||||
, histogram(num_cells + 1)
|
||||
, is_dirty(true)
|
||||
{
|
||||
std::size_t b = this->num_cells;
|
||||
|
||||
for (std::size_t i = 0; i < b + 1; ++i)
|
||||
{
|
||||
this->actual_positions[i] = i + 1.;
|
||||
this->desired_positions[i] = i + 1.;
|
||||
this->positions_increments[i] = numeric::average(i, b);
|
||||
}
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
this->is_dirty = true;
|
||||
|
||||
std::size_t cnt = count(args);
|
||||
std::size_t sample_cell = 1; // k
|
||||
std::size_t b = this->num_cells;
|
||||
|
||||
// accumulate num_cells + 1 first samples
|
||||
if (cnt <= b + 1)
|
||||
{
|
||||
this->heights[cnt - 1] = args[sample];
|
||||
|
||||
// complete the initialization of heights by sorting
|
||||
if (cnt == b + 1)
|
||||
{
|
||||
std::sort(this->heights.begin(), this->heights.end());
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// find cell k such that heights[k-1] <= args[sample] < heights[k] and adjust extreme values
|
||||
if (args[sample] < this->heights[0])
|
||||
{
|
||||
this->heights[0] = args[sample];
|
||||
sample_cell = 1;
|
||||
}
|
||||
else if (this->heights[b] <= args[sample])
|
||||
{
|
||||
this->heights[b] = args[sample];
|
||||
sample_cell = b;
|
||||
}
|
||||
else
|
||||
{
|
||||
typename array_type::iterator it;
|
||||
it = std::upper_bound(
|
||||
this->heights.begin()
|
||||
, this->heights.end()
|
||||
, args[sample]
|
||||
);
|
||||
|
||||
sample_cell = std::distance(this->heights.begin(), it);
|
||||
}
|
||||
|
||||
// increment positions of markers above sample_cell
|
||||
for (std::size_t i = sample_cell; i < b + 1; ++i)
|
||||
{
|
||||
++this->actual_positions[i];
|
||||
}
|
||||
|
||||
// update desired position of markers 2 to num_cells + 1
|
||||
// (desired position of first marker is always 1)
|
||||
for (std::size_t i = 1; i < b + 1; ++i)
|
||||
{
|
||||
this->desired_positions[i] += this->positions_increments[i];
|
||||
}
|
||||
|
||||
// adjust heights of markers 2 to num_cells if necessary
|
||||
for (std::size_t i = 1; i < b; ++i)
|
||||
{
|
||||
// offset to desire position
|
||||
float_type d = this->desired_positions[i] - this->actual_positions[i];
|
||||
|
||||
// offset to next position
|
||||
float_type dp = this->actual_positions[i + 1] - this->actual_positions[i];
|
||||
|
||||
// offset to previous position
|
||||
float_type dm = this->actual_positions[i - 1] - this->actual_positions[i];
|
||||
|
||||
// height ds
|
||||
float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
|
||||
float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
|
||||
|
||||
if ( ( d >= 1. && dp > 1. ) || ( d <= -1. && dm < -1. ) )
|
||||
{
|
||||
short sign_d = static_cast<short>(d / std::abs(d));
|
||||
|
||||
// try adjusting heights[i] using p-squared formula
|
||||
float_type h = this->heights[i] + sign_d / (dp - dm) * ( (sign_d - dm) * hp + (dp - sign_d) * hm );
|
||||
|
||||
if ( this->heights[i - 1] < h && h < this->heights[i + 1] )
|
||||
{
|
||||
this->heights[i] = h;
|
||||
}
|
||||
else
|
||||
{
|
||||
// use linear formula
|
||||
if (d>0)
|
||||
{
|
||||
this->heights[i] += hp;
|
||||
}
|
||||
if (d<0)
|
||||
{
|
||||
this->heights[i] -= hm;
|
||||
}
|
||||
}
|
||||
this->actual_positions[i] += sign_d;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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 heights[i] (x-axis of histogram) and
|
||||
// actual_positions[i] / cnt (y-axis of histogram)
|
||||
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
for (std::size_t i = 0; i < this->histogram.size(); ++i)
|
||||
{
|
||||
this->histogram[i] = std::make_pair(this->heights[i], numeric::average(this->actual_positions[i], cnt));
|
||||
}
|
||||
}
|
||||
//return histogram;
|
||||
return make_iterator_range(this->histogram);
|
||||
}
|
||||
|
||||
private:
|
||||
std::size_t num_cells; // number of cells b
|
||||
array_type heights; // q_i
|
||||
array_type actual_positions; // n_i
|
||||
array_type desired_positions; // n'_i
|
||||
array_type positions_increments; // dn'_i
|
||||
mutable histogram_type histogram; // histogram
|
||||
mutable bool is_dirty;
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::p_square_cumulative_distribution
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct p_square_cumulative_distribution
|
||||
: depends_on<count>
|
||||
, p_square_cumulative_distribution_num_cells
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::p_square_cumulative_distribution_impl<mpl::_1> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::p_square_cumulative_distribution
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::p_square_cumulative_distribution> const p_square_cumulative_distribution = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(p_square_cumulative_distribution)
|
||||
}
|
||||
|
||||
using extract::p_square_cumulative_distribution;
|
||||
|
||||
// So that p_square_cumulative_distribution can be automatically substituted with
|
||||
// weighted_p_square_cumulative_distribution when the weight parameter is non-void
|
||||
template<>
|
||||
struct as_weighted_feature<tag::p_square_cumulative_distribution>
|
||||
{
|
||||
typedef tag::weighted_p_square_cumulative_distribution type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_p_square_cumulative_distribution>
|
||||
: feature_of<tag::p_square_cumulative_distribution>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,257 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// p_square_quantile.hpp
|
||||
//
|
||||
// Copyright 2005 Daniel Egloff. 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_P_SQUARE_QUANTILE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_P_SQUARE_QUANTILE_HPP_DE_01_01_2006
|
||||
|
||||
#include <cmath>
|
||||
#include <functional>
|
||||
#include <boost/array.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/parameter/keyword.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/parameters/quantile_probability.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// p_square_quantile_impl
|
||||
// single quantile estimation
|
||||
/**
|
||||
@brief Single quantile estimation with the \f$P^2\f$ algorithm
|
||||
|
||||
The \f$P^2\f$ algorithm estimates a quantile dynamically without storing samples. Instead of
|
||||
storing the whole sample cumulative distribution, only five points (markers) are stored. The heights
|
||||
of these markers are the minimum and the maximum of the samples and the current estimates of the
|
||||
\f$(p/2)\f$-, \f$p\f$- and \f$(1+p)/2\f$-quantiles. Their positions are equal to the number
|
||||
of samples that are smaller or equal to the markers. Each time a new samples is recorded, the
|
||||
positions of the markers are updated and if necessary their heights are adjusted using a piecewise-
|
||||
parabolic formula.
|
||||
|
||||
For further details, see
|
||||
|
||||
R. Jain and I. Chlamtac, The P^2 algorithmus fordynamic calculation of quantiles and
|
||||
histograms without storing observations, Communications of the ACM,
|
||||
Volume 28 (October), Number 10, 1985, p. 1076-1085.
|
||||
|
||||
@param quantile_probability
|
||||
*/
|
||||
template<typename Sample, typename Impl>
|
||||
struct p_square_quantile_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
typedef array<float_type, 5> array_type;
|
||||
// for boost::result_of
|
||||
typedef float_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
p_square_quantile_impl(Args const &args)
|
||||
: p(is_same<Impl, for_median>::value ? 0.5 : args[quantile_probability | 0.5])
|
||||
, heights()
|
||||
, actual_positions()
|
||||
, desired_positions()
|
||||
, positions_increments()
|
||||
{
|
||||
for(std::size_t i = 0; i < 5; ++i)
|
||||
{
|
||||
this->actual_positions[i] = i + 1;
|
||||
}
|
||||
|
||||
this->desired_positions[0] = 1.;
|
||||
this->desired_positions[1] = 1. + 2. * this->p;
|
||||
this->desired_positions[2] = 1. + 4. * this->p;
|
||||
this->desired_positions[3] = 3. + 2. * this->p;
|
||||
this->desired_positions[4] = 5.;
|
||||
|
||||
this->positions_increments[0] = 0.;
|
||||
this->positions_increments[1] = this->p / 2.;
|
||||
this->positions_increments[2] = this->p;
|
||||
this->positions_increments[3] = (1. + this->p) / 2.;
|
||||
this->positions_increments[4] = 1.;
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
// accumulate 5 first samples
|
||||
if(cnt <= 5)
|
||||
{
|
||||
this->heights[cnt - 1] = args[sample];
|
||||
|
||||
// complete the initialization of heights by sorting
|
||||
if(cnt == 5)
|
||||
{
|
||||
std::sort(this->heights.begin(), this->heights.end());
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
std::size_t sample_cell = 1; // k
|
||||
|
||||
// find cell k such that heights[k-1] <= args[sample] < heights[k] and ajust extreme values
|
||||
if (args[sample] < this->heights[0])
|
||||
{
|
||||
this->heights[0] = args[sample];
|
||||
sample_cell = 1;
|
||||
}
|
||||
else if (this->heights[4] <= args[sample])
|
||||
{
|
||||
this->heights[4] = args[sample];
|
||||
sample_cell = 4;
|
||||
}
|
||||
else
|
||||
{
|
||||
typedef typename array_type::iterator iterator;
|
||||
iterator it = std::upper_bound(
|
||||
this->heights.begin()
|
||||
, this->heights.end()
|
||||
, args[sample]
|
||||
);
|
||||
|
||||
sample_cell = std::distance(this->heights.begin(), it);
|
||||
}
|
||||
|
||||
// update positions of markers above sample_cell
|
||||
for(std::size_t i = sample_cell; i < 5; ++i)
|
||||
{
|
||||
++this->actual_positions[i];
|
||||
}
|
||||
|
||||
// update desired positions of all markers
|
||||
for(std::size_t i = 0; i < 5; ++i)
|
||||
{
|
||||
this->desired_positions[i] += this->positions_increments[i];
|
||||
}
|
||||
|
||||
// adjust heights and actual positions of markers 1 to 3 if necessary
|
||||
for(std::size_t i = 1; i <= 3; ++i)
|
||||
{
|
||||
// offset to desired positions
|
||||
float_type d = this->desired_positions[i] - this->actual_positions[i];
|
||||
|
||||
// offset to next position
|
||||
float_type dp = this->actual_positions[i + 1] - this->actual_positions[i];
|
||||
|
||||
// offset to previous position
|
||||
float_type dm = this->actual_positions[i - 1] - this->actual_positions[i];
|
||||
|
||||
// height ds
|
||||
float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
|
||||
float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
|
||||
|
||||
if((d >= 1. && dp > 1.) || (d <= -1. && dm < -1.))
|
||||
{
|
||||
short sign_d = static_cast<short>(d / std::abs(d));
|
||||
|
||||
// try adjusting heights[i] using p-squared formula
|
||||
float_type h = this->heights[i] + sign_d / (dp - dm) * ((sign_d - dm) * hp
|
||||
+ (dp - sign_d) * hm);
|
||||
|
||||
if(this->heights[i - 1] < h && h < this->heights[i + 1])
|
||||
{
|
||||
this->heights[i] = h;
|
||||
}
|
||||
else
|
||||
{
|
||||
// use linear formula
|
||||
if(d > 0)
|
||||
{
|
||||
this->heights[i] += hp;
|
||||
}
|
||||
if(d < 0)
|
||||
{
|
||||
this->heights[i] -= hm;
|
||||
}
|
||||
}
|
||||
this->actual_positions[i] += sign_d;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->heights[2];
|
||||
}
|
||||
|
||||
private:
|
||||
float_type p; // the quantile probability p
|
||||
array_type heights; // q_i
|
||||
array_type actual_positions; // n_i
|
||||
array_type desired_positions; // n'_i
|
||||
array_type positions_increments; // dn'_i
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::p_square_quantile
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct p_square_quantile
|
||||
: depends_on<count>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::p_square_quantile_impl<mpl::_1, regular> impl;
|
||||
};
|
||||
struct p_square_quantile_for_median
|
||||
: depends_on<count>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::p_square_quantile_impl<mpl::_1, for_median> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::p_square_quantile
|
||||
// extract::p_square_quantile_for_median
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::p_square_quantile> const p_square_quantile = {};
|
||||
extractor<tag::p_square_quantile_for_median> const p_square_quantile_for_median = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(p_square_quantile)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(p_square_quantile_for_median)
|
||||
}
|
||||
|
||||
using extract::p_square_quantile;
|
||||
using extract::p_square_quantile_for_median;
|
||||
|
||||
// So that p_square_quantile can be automatically substituted with
|
||||
// weighted_p_square_quantile when the weight parameter is non-void
|
||||
template<>
|
||||
struct as_weighted_feature<tag::p_square_quantile>
|
||||
{
|
||||
typedef tag::weighted_p_square_quantile type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_p_square_quantile>
|
||||
: feature_of<tag::p_square_quantile>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,20 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// quantile_probability.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_PARAMETERS_QUANTILE_PROBABILITY_HPP_EAN_03_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_PARAMETERS_QUANTILE_PROBABILITY_HPP_EAN_03_11_2005
|
||||
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
BOOST_PARAMETER_KEYWORD(tag, quantile_probability)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,401 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// peaks_over_threshold.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_PEAKS_OVER_THRESHOLD_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_PEAKS_OVER_THRESHOLD_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <numeric>
|
||||
#include <functional>
|
||||
#include <boost/config/no_tr1/cmath.hpp> // pow
|
||||
#include <sstream> // stringstream
|
||||
#include <stdexcept> // runtime_error
|
||||
#include <boost/throw_exception.hpp>
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/mpl/int.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/tuple/tuple.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/parameters/quantile_probability.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// threshold_probability and threshold named parameters
|
||||
//
|
||||
BOOST_PARAMETER_NESTED_KEYWORD(tag, pot_threshold_value, threshold_value)
|
||||
BOOST_PARAMETER_NESTED_KEYWORD(tag, pot_threshold_probability, threshold_probability)
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// peaks_over_threshold_impl
|
||||
// works with an explicit threshold value and does not depend on order statistics
|
||||
/**
|
||||
@brief Peaks over Threshold Method for Quantile and Tail Mean Estimation
|
||||
|
||||
According to the theorem of Pickands-Balkema-de Haan, the distribution function \f$F_u(x)\f$ of
|
||||
the excesses \f$x\f$ over some sufficiently high threshold \f$u\f$ of a distribution function \f$F(x)\f$
|
||||
may be approximated by a generalized Pareto distribution
|
||||
\f[
|
||||
G_{\xi,\beta}(x) =
|
||||
\left\{
|
||||
\begin{array}{ll}
|
||||
\beta^{-1}\left(1+\frac{\xi x}{\beta}\right)^{-1/\xi-1} & \textrm{if }\xi\neq0\\
|
||||
\beta^{-1}\exp\left(-\frac{x}{\beta}\right) & \textrm{if }\xi=0,
|
||||
\end{array}
|
||||
\right.
|
||||
\f]
|
||||
with suitable parameters \f$\xi\f$ and \f$\beta\f$ that can be estimated, e.g., with the method of moments, cf.
|
||||
Hosking and Wallis (1987),
|
||||
\f[
|
||||
\begin{array}{lll}
|
||||
\hat{\xi} & = & \frac{1}{2}\left[1-\frac{(\hat{\mu}-u)^2}{\hat{\sigma}^2}\right]\\
|
||||
\hat{\beta} & = & \frac{\hat{\mu}-u}{2}\left[\frac{(\hat{\mu}-u)^2}{\hat{\sigma}^2}+1\right],
|
||||
\end{array}
|
||||
\f]
|
||||
\f$\hat{\mu}\f$ and \f$\hat{\sigma}^2\f$ being the empirical mean and variance of the samples over
|
||||
the threshold \f$u\f$. Equivalently, the distribution function
|
||||
\f$F_u(x-u)\f$ of the exceedances \f$x-u\f$ can be approximated by
|
||||
\f$G_{\xi,\beta}(x-u)=G_{\xi,\beta,u}(x)\f$. Since for \f$x\geq u\f$ the distribution function \f$F(x)\f$
|
||||
can be written as
|
||||
\f[
|
||||
F(x) = [1 - \P(X \leq u)]F_u(x - u) + \P(X \leq u)
|
||||
\f]
|
||||
and the probability \f$\P(X \leq u)\f$ can be approximated by the empirical distribution function
|
||||
\f$F_n(u)\f$ evaluated at \f$u\f$, an estimator of \f$F(x)\f$ is given by
|
||||
\f[
|
||||
\widehat{F}(x) = [1 - F_n(u)]G_{\xi,\beta,u}(x) + F_n(u).
|
||||
\f]
|
||||
It can be shown that \f$\widehat{F}(x)\f$ is a generalized
|
||||
Pareto distribution \f$G_{\xi,\bar{\beta},\bar{u}}(x)\f$ with \f$\bar{\beta}=\beta[1-F_n(u)]^{\xi}\f$
|
||||
and \f$\bar{u}=u-\bar{\beta}\left\{[1-F_n(u)]^{-\xi}-1\right\}/\xi\f$. By inverting \f$\widehat{F}(x)\f$,
|
||||
one obtains an estimator for the \f$\alpha\f$-quantile,
|
||||
\f[
|
||||
\hat{q}_{\alpha} = \bar{u} + \frac{\bar{\beta}}{\xi}\left[(1-\alpha)^{-\xi}-1\right],
|
||||
\f]
|
||||
and similarly an estimator for the (coherent) tail mean,
|
||||
\f[
|
||||
\widehat{CTM}_{\alpha} = \hat{q}_{\alpha} - \frac{\bar{\beta}}{\xi-1}(1-\alpha)^{-\xi},
|
||||
\f]
|
||||
cf. McNeil and Frey (2000).
|
||||
|
||||
Note that in case extreme values of the left tail are fitted, the distribution is mirrored with respect to the
|
||||
\f$y\f$ axis such that the left tail can be treated as a right tail. The computed fit parameters thus define
|
||||
the Pareto distribution that fits the mirrored left tail. When quantities like a quantile or a tail mean are
|
||||
computed using the fit parameters obtained from the mirrored data, the result is mirrored back, yielding the
|
||||
correct result.
|
||||
|
||||
For further details, see
|
||||
|
||||
J. R. M. Hosking and J. R. Wallis, Parameter and quantile estimation for the generalized Pareto distribution,
|
||||
Technometrics, Volume 29, 1987, p. 339-349
|
||||
|
||||
A. J. McNeil and R. Frey, Estimation of Tail-Related Risk Measures for Heteroscedastic Financial Time Series:
|
||||
an Extreme Value Approach, Journal of Empirical Finance, Volume 7, 2000, p. 271-300
|
||||
|
||||
@param quantile_probability
|
||||
@param pot_threshold_value
|
||||
*/
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct peaks_over_threshold_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef boost::tuple<float_type, float_type, float_type> result_type;
|
||||
// for left tail fitting, mirror the extreme values
|
||||
typedef mpl::int_<is_same<LeftRight, left>::value ? -1 : 1> sign;
|
||||
|
||||
template<typename Args>
|
||||
peaks_over_threshold_impl(Args const &args)
|
||||
: Nu_(0)
|
||||
, mu_(sign::value * numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, sigma2_(numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, threshold_(sign::value * args[pot_threshold_value])
|
||||
, fit_parameters_(boost::make_tuple(0., 0., 0.))
|
||||
, is_dirty_(true)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
this->is_dirty_ = true;
|
||||
|
||||
if (sign::value * args[sample] > this->threshold_)
|
||||
{
|
||||
this->mu_ += args[sample];
|
||||
this->sigma2_ += args[sample] * args[sample];
|
||||
++this->Nu_;
|
||||
}
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
if (this->is_dirty_)
|
||||
{
|
||||
this->is_dirty_ = false;
|
||||
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
this->mu_ = sign::value * numeric::average(this->mu_, this->Nu_);
|
||||
this->sigma2_ = numeric::average(this->sigma2_, this->Nu_);
|
||||
this->sigma2_ -= this->mu_ * this->mu_;
|
||||
|
||||
float_type threshold_probability = numeric::average(cnt - this->Nu_, cnt);
|
||||
|
||||
float_type tmp = numeric::average(( this->mu_ - this->threshold_ )*( this->mu_ - this->threshold_ ), this->sigma2_);
|
||||
float_type xi_hat = 0.5 * ( 1. - tmp );
|
||||
float_type beta_hat = 0.5 * ( this->mu_ - this->threshold_ ) * ( 1. + tmp );
|
||||
float_type beta_bar = beta_hat * std::pow(1. - threshold_probability, xi_hat);
|
||||
float_type u_bar = this->threshold_ - beta_bar * ( std::pow(1. - threshold_probability, -xi_hat) - 1.)/xi_hat;
|
||||
this->fit_parameters_ = boost::make_tuple(u_bar, beta_bar, xi_hat);
|
||||
}
|
||||
|
||||
return this->fit_parameters_;
|
||||
}
|
||||
|
||||
private:
|
||||
std::size_t Nu_; // number of samples larger than threshold
|
||||
mutable float_type mu_; // mean of Nu_ largest samples
|
||||
mutable float_type sigma2_; // variance of Nu_ largest samples
|
||||
float_type threshold_;
|
||||
mutable result_type fit_parameters_; // boost::tuple that stores fit parameters
|
||||
mutable bool is_dirty_;
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// peaks_over_threshold_prob_impl
|
||||
// determines threshold from a given threshold probability using order statistics
|
||||
/**
|
||||
@brief Peaks over Threshold Method for Quantile and Tail Mean Estimation
|
||||
|
||||
@sa peaks_over_threshold_impl
|
||||
|
||||
@param quantile_probability
|
||||
@param pot_threshold_probability
|
||||
*/
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct peaks_over_threshold_prob_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef boost::tuple<float_type, float_type, float_type> result_type;
|
||||
// for left tail fitting, mirror the extreme values
|
||||
typedef mpl::int_<is_same<LeftRight, left>::value ? -1 : 1> sign;
|
||||
|
||||
template<typename Args>
|
||||
peaks_over_threshold_prob_impl(Args const &args)
|
||||
: mu_(sign::value * numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, sigma2_(numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, threshold_probability_(args[pot_threshold_probability])
|
||||
, fit_parameters_(boost::make_tuple(0., 0., 0.))
|
||||
, 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);
|
||||
|
||||
// the n'th cached sample provides an approximate threshold value u
|
||||
std::size_t n = static_cast<std::size_t>(
|
||||
std::ceil(
|
||||
cnt * ( ( is_same<LeftRight, left>::value ) ? this->threshold_probability_ : 1. - this->threshold_probability_ )
|
||||
)
|
||||
);
|
||||
|
||||
// If n is in a valid range, return result, otherwise return NaN or throw exception
|
||||
if ( n >= static_cast<std::size_t>(tail(args).size()))
|
||||
{
|
||||
if (std::numeric_limits<float_type>::has_quiet_NaN)
|
||||
{
|
||||
return boost::make_tuple(
|
||||
std::numeric_limits<float_type>::quiet_NaN()
|
||||
, std::numeric_limits<float_type>::quiet_NaN()
|
||||
, std::numeric_limits<float_type>::quiet_NaN()
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
return boost::make_tuple(Sample(0), Sample(0), Sample(0));
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
float_type u = *(tail(args).begin() + n - 1) * sign::value;
|
||||
|
||||
// compute mean and variance of samples above/under threshold value u
|
||||
for (std::size_t i = 0; i < n; ++i)
|
||||
{
|
||||
mu_ += *(tail(args).begin() + i);
|
||||
sigma2_ += *(tail(args).begin() + i) * (*(tail(args).begin() + i));
|
||||
}
|
||||
|
||||
this->mu_ = sign::value * numeric::average(this->mu_, n);
|
||||
this->sigma2_ = numeric::average(this->sigma2_, n);
|
||||
this->sigma2_ -= this->mu_ * this->mu_;
|
||||
|
||||
if (is_same<LeftRight, left>::value)
|
||||
this->threshold_probability_ = 1. - this->threshold_probability_;
|
||||
|
||||
float_type tmp = numeric::average(( this->mu_ - u )*( this->mu_ - u ), this->sigma2_);
|
||||
float_type xi_hat = 0.5 * ( 1. - tmp );
|
||||
float_type beta_hat = 0.5 * ( this->mu_ - u ) * ( 1. + tmp );
|
||||
float_type beta_bar = beta_hat * std::pow(1. - threshold_probability_, xi_hat);
|
||||
float_type u_bar = u - beta_bar * ( std::pow(1. - threshold_probability_, -xi_hat) - 1.)/xi_hat;
|
||||
this->fit_parameters_ = boost::make_tuple(u_bar, beta_bar, xi_hat);
|
||||
}
|
||||
}
|
||||
|
||||
return this->fit_parameters_;
|
||||
}
|
||||
|
||||
private:
|
||||
mutable float_type mu_; // mean of samples above threshold u
|
||||
mutable float_type sigma2_; // variance of samples above threshold u
|
||||
mutable float_type threshold_probability_;
|
||||
mutable result_type fit_parameters_; // boost::tuple that stores fit parameters
|
||||
mutable bool is_dirty_;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::peaks_over_threshold
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct peaks_over_threshold
|
||||
: depends_on<count>
|
||||
, pot_threshold_value
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::peaks_over_threshold_impl<mpl::_1, LeftRight> impl;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct peaks_over_threshold_prob
|
||||
: depends_on<count, tail<LeftRight> >
|
||||
, pot_threshold_probability
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::peaks_over_threshold_prob_impl<mpl::_1, LeftRight> impl;
|
||||
};
|
||||
|
||||
struct abstract_peaks_over_threshold
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::peaks_over_threshold
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_peaks_over_threshold> const peaks_over_threshold = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(peaks_over_threshold)
|
||||
}
|
||||
|
||||
using extract::peaks_over_threshold;
|
||||
|
||||
// peaks_over_threshold<LeftRight>(with_threshold_value) -> peaks_over_threshold<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::peaks_over_threshold<LeftRight>(with_threshold_value)>
|
||||
{
|
||||
typedef tag::peaks_over_threshold<LeftRight> type;
|
||||
};
|
||||
|
||||
// peaks_over_threshold<LeftRight>(with_threshold_probability) -> peaks_over_threshold_prob<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::peaks_over_threshold<LeftRight>(with_threshold_probability)>
|
||||
{
|
||||
typedef tag::peaks_over_threshold_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::peaks_over_threshold<LeftRight> >
|
||||
: feature_of<tag::abstract_peaks_over_threshold>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::peaks_over_threshold_prob<LeftRight> >
|
||||
: feature_of<tag::abstract_peaks_over_threshold>
|
||||
{
|
||||
};
|
||||
|
||||
// So that peaks_over_threshold can be automatically substituted
|
||||
// with weighted_peaks_over_threshold when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::peaks_over_threshold<LeftRight> >
|
||||
{
|
||||
typedef tag::weighted_peaks_over_threshold<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::weighted_peaks_over_threshold<LeftRight> >
|
||||
: feature_of<tag::peaks_over_threshold<LeftRight> >
|
||||
{};
|
||||
|
||||
// So that peaks_over_threshold_prob can be automatically substituted
|
||||
// with weighted_peaks_over_threshold_prob when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::peaks_over_threshold_prob<LeftRight> >
|
||||
{
|
||||
typedef tag::weighted_peaks_over_threshold_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::weighted_peaks_over_threshold_prob<LeftRight> >
|
||||
: feature_of<tag::peaks_over_threshold_prob<LeftRight> >
|
||||
{};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,205 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// pot_quantile.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_POT_QUANTILE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_POT_QUANTILE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <numeric>
|
||||
#include <functional>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/tuple/tuple.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/mpl/placeholders.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/peaks_over_threshold.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_peaks_over_threshold.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// pot_quantile_impl
|
||||
//
|
||||
/**
|
||||
@brief Quantile Estimation based on Peaks over Threshold Method (for both left and right tails)
|
||||
|
||||
Computes an estimate
|
||||
\f[
|
||||
\hat{q}_{\alpha} = \bar{u} + \frac{\bar{\beta}}{\xi}\left[(1-\alpha)^{-\xi}-1\right]
|
||||
\f]
|
||||
for a right or left extreme quantile, \f$\bar[u]\f$, \f$\bar{\beta}\f$ and \f$\xi\f$ being the parameters of the
|
||||
generalized Pareto distribution that approximates the right tail of the distribution (or the mirrored left tail,
|
||||
in case the left tail is used). In the latter case, the result is mirrored back, yielding the correct result.
|
||||
*/
|
||||
template<typename Sample, typename Impl, typename LeftRight>
|
||||
struct pot_quantile_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef float_type result_type;
|
||||
|
||||
pot_quantile_impl(dont_care)
|
||||
: sign_((is_same<LeftRight, left>::value) ? -1 : 1)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
typedef
|
||||
typename mpl::if_<
|
||||
is_same<Impl, weighted>
|
||||
, tag::weighted_peaks_over_threshold<LeftRight>
|
||||
, tag::peaks_over_threshold<LeftRight>
|
||||
>::type
|
||||
peaks_over_threshold_tag;
|
||||
|
||||
extractor<peaks_over_threshold_tag> const some_peaks_over_threshold = {};
|
||||
|
||||
float_type u_bar = some_peaks_over_threshold(args).template get<0>();
|
||||
float_type beta_bar = some_peaks_over_threshold(args).template get<1>();
|
||||
float_type xi_hat = some_peaks_over_threshold(args).template get<2>();
|
||||
|
||||
return this->sign_ * (u_bar + beta_bar/xi_hat * ( std::pow(
|
||||
is_same<LeftRight, left>::value ? args[quantile_probability] : 1. - args[quantile_probability]
|
||||
, -xi_hat
|
||||
) - 1.));
|
||||
}
|
||||
|
||||
private:
|
||||
short sign_; // if the fit parameters from the mirrored left tail extreme values are used, mirror back the result
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::pot_quantile<>
|
||||
// tag::pot_quantile_prob<>
|
||||
// tag::weighted_pot_quantile<>
|
||||
// tag::weighted_pot_quantile_prob<>
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct pot_quantile
|
||||
: depends_on<peaks_over_threshold<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_quantile_impl<mpl::_1, unweighted, LeftRight> impl;
|
||||
};
|
||||
template<typename LeftRight>
|
||||
struct pot_quantile_prob
|
||||
: depends_on<peaks_over_threshold_prob<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_quantile_impl<mpl::_1, unweighted, LeftRight> impl;
|
||||
};
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_quantile
|
||||
: depends_on<weighted_peaks_over_threshold<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_quantile_impl<mpl::_1, weighted, LeftRight> impl;
|
||||
};
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_quantile_prob
|
||||
: depends_on<weighted_peaks_over_threshold_prob<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_quantile_impl<mpl::_1, weighted, LeftRight> impl;
|
||||
};
|
||||
}
|
||||
|
||||
// pot_quantile<LeftRight>(with_threshold_value) -> pot_quantile<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::pot_quantile<LeftRight>(with_threshold_value)>
|
||||
{
|
||||
typedef tag::pot_quantile<LeftRight> type;
|
||||
};
|
||||
|
||||
// pot_quantile<LeftRight>(with_threshold_probability) -> pot_quantile_prob<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::pot_quantile<LeftRight>(with_threshold_probability)>
|
||||
{
|
||||
typedef tag::pot_quantile_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
// weighted_pot_quantile<LeftRight>(with_threshold_value) -> weighted_pot_quantile<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::weighted_pot_quantile<LeftRight>(with_threshold_value)>
|
||||
{
|
||||
typedef tag::weighted_pot_quantile<LeftRight> type;
|
||||
};
|
||||
|
||||
// weighted_pot_quantile<LeftRight>(with_threshold_probability) -> weighted_pot_quantile_prob<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::weighted_pot_quantile<LeftRight>(with_threshold_probability)>
|
||||
{
|
||||
typedef tag::weighted_pot_quantile_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// pot_quantile<LeftRight> and pot_quantile_prob<LeftRight> provide
|
||||
// the same feature as quantile
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::pot_quantile<LeftRight> >
|
||||
: feature_of<tag::quantile>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::pot_quantile_prob<LeftRight> >
|
||||
: feature_of<tag::quantile>
|
||||
{
|
||||
};
|
||||
|
||||
// So that pot_quantile can be automatically substituted
|
||||
// with weighted_pot_quantile when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::pot_quantile<LeftRight> >
|
||||
{
|
||||
typedef tag::weighted_pot_quantile<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::weighted_pot_quantile<LeftRight> >
|
||||
: feature_of<tag::pot_quantile<LeftRight> >
|
||||
{
|
||||
};
|
||||
|
||||
// So that pot_quantile_prob can be automatically substituted
|
||||
// with weighted_pot_quantile_prob when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::pot_quantile_prob<LeftRight> >
|
||||
{
|
||||
typedef tag::weighted_pot_quantile_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::weighted_pot_quantile_prob<LeftRight> >
|
||||
: feature_of<tag::pot_quantile_prob<LeftRight> >
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,211 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// pot_tail_mean.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_POT_TAIL_MEAN_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_POT_TAIL_MEAN_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <numeric>
|
||||
#include <functional>
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/tuple/tuple.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/peaks_over_threshold.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_peaks_over_threshold.hpp>
|
||||
#include <boost/accumulators/statistics/pot_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/tail_mean.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// pot_tail_mean_impl
|
||||
//
|
||||
/**
|
||||
@brief Estimation of the (coherent) tail mean based on the peaks over threshold method (for both left and right tails)
|
||||
|
||||
Computes an estimate for the (coherent) tail mean
|
||||
\f[
|
||||
\widehat{CTM}_{\alpha} = \hat{q}_{\alpha} - \frac{\bar{\beta}}{\xi-1}(1-\alpha)^{-\xi},
|
||||
\f]
|
||||
where \f$\bar[u]\f$, \f$\bar{\beta}\f$ and \f$\xi\f$ are the parameters of the
|
||||
generalized Pareto distribution that approximates the right tail of the distribution (or the
|
||||
mirrored left tail, in case the left tail is used). In the latter case, the result is mirrored
|
||||
back, yielding the correct result.
|
||||
*/
|
||||
template<typename Sample, typename Impl, typename LeftRight>
|
||||
struct pot_tail_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef float_type result_type;
|
||||
|
||||
pot_tail_mean_impl(dont_care)
|
||||
: sign_((is_same<LeftRight, left>::value) ? -1 : 1)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
typedef
|
||||
typename mpl::if_<
|
||||
is_same<Impl, weighted>
|
||||
, tag::weighted_peaks_over_threshold<LeftRight>
|
||||
, tag::peaks_over_threshold<LeftRight>
|
||||
>::type
|
||||
peaks_over_threshold_tag;
|
||||
|
||||
typedef
|
||||
typename mpl::if_<
|
||||
is_same<Impl, weighted>
|
||||
, tag::weighted_pot_quantile<LeftRight>
|
||||
, tag::pot_quantile<LeftRight>
|
||||
>::type
|
||||
pot_quantile_tag;
|
||||
|
||||
extractor<peaks_over_threshold_tag> const some_peaks_over_threshold = {};
|
||||
extractor<pot_quantile_tag> const some_pot_quantile = {};
|
||||
|
||||
float_type beta_bar = some_peaks_over_threshold(args).template get<1>();
|
||||
float_type xi_hat = some_peaks_over_threshold(args).template get<2>();
|
||||
|
||||
return some_pot_quantile(args) - this->sign_ * beta_bar/( xi_hat - 1. ) * std::pow(
|
||||
is_same<LeftRight, left>::value ? args[quantile_probability] : 1. - args[quantile_probability]
|
||||
, -xi_hat);
|
||||
}
|
||||
private:
|
||||
short sign_; // if the fit parameters from the mirrored left tail extreme values are used, mirror back the result
|
||||
};
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::pot_tail_mean
|
||||
// tag::pot_tail_mean_prob
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct pot_tail_mean
|
||||
: depends_on<peaks_over_threshold<LeftRight>, pot_quantile<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, unweighted, LeftRight> impl;
|
||||
};
|
||||
template<typename LeftRight>
|
||||
struct pot_tail_mean_prob
|
||||
: depends_on<peaks_over_threshold_prob<LeftRight>, pot_quantile_prob<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, unweighted, LeftRight> impl;
|
||||
};
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_tail_mean
|
||||
: depends_on<weighted_peaks_over_threshold<LeftRight>, weighted_pot_quantile<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, weighted, LeftRight> impl;
|
||||
};
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_tail_mean_prob
|
||||
: depends_on<weighted_peaks_over_threshold_prob<LeftRight>, weighted_pot_quantile_prob<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::pot_tail_mean_impl<mpl::_1, weighted, LeftRight> impl;
|
||||
};
|
||||
}
|
||||
|
||||
// pot_tail_mean<LeftRight>(with_threshold_value) -> pot_tail_mean<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::pot_tail_mean<LeftRight>(with_threshold_value)>
|
||||
{
|
||||
typedef tag::pot_tail_mean<LeftRight> type;
|
||||
};
|
||||
|
||||
// pot_tail_mean<LeftRight>(with_threshold_probability) -> pot_tail_mean_prob<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::pot_tail_mean<LeftRight>(with_threshold_probability)>
|
||||
{
|
||||
typedef tag::pot_tail_mean_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
// weighted_pot_tail_mean<LeftRight>(with_threshold_value) -> weighted_pot_tail_mean<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::weighted_pot_tail_mean<LeftRight>(with_threshold_value)>
|
||||
{
|
||||
typedef tag::weighted_pot_tail_mean<LeftRight> type;
|
||||
};
|
||||
|
||||
// weighted_pot_tail_mean<LeftRight>(with_threshold_probability) -> weighted_pot_tail_mean_prob<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::weighted_pot_tail_mean<LeftRight>(with_threshold_probability)>
|
||||
{
|
||||
typedef tag::weighted_pot_tail_mean_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// pot_tail_mean<LeftRight> and pot_tail_mean_prob<LeftRight> provide
|
||||
// the same feature as tail_mean
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::pot_tail_mean<LeftRight> >
|
||||
: feature_of<tag::tail_mean>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::pot_tail_mean_prob<LeftRight> >
|
||||
: feature_of<tag::tail_mean>
|
||||
{
|
||||
};
|
||||
|
||||
// So that pot_tail_mean can be automatically substituted
|
||||
// with weighted_pot_tail_mean when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::pot_tail_mean<LeftRight> >
|
||||
{
|
||||
typedef tag::weighted_pot_tail_mean<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::weighted_pot_tail_mean<LeftRight> >
|
||||
: feature_of<tag::pot_tail_mean<LeftRight> >
|
||||
{
|
||||
};
|
||||
|
||||
// So that pot_tail_mean_prob can be automatically substituted
|
||||
// with weighted_pot_tail_mean_prob when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::pot_tail_mean_prob<LeftRight> >
|
||||
{
|
||||
typedef tag::weighted_pot_tail_mean_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::weighted_pot_tail_mean_prob<LeftRight> >
|
||||
: feature_of<tag::pot_tail_mean_prob<LeftRight> >
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,80 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_count.hpp
|
||||
//
|
||||
// Copyright 2008 Eric Niebler. 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_ROLLING_COUNT_HPP_EAN_26_12_2008
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_COUNT_HPP_EAN_26_12_2008
|
||||
|
||||
#include <boost/mpl/placeholders.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/rolling_window.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_count_impl
|
||||
// returns the count of elements in the rolling window
|
||||
template<typename Sample>
|
||||
struct rolling_count_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef std::size_t result_type;
|
||||
|
||||
rolling_count_impl(dont_care)
|
||||
{}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return static_cast<std::size_t>(rolling_window_plus1(args).size()) - is_rolling_window_plus1_full(args);
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::rolling_count
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct rolling_count
|
||||
: depends_on< rolling_window_plus1 >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::rolling_count_impl< mpl::_1 > impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// tag::rolling_window::window_size named parameter
|
||||
static boost::parameter::keyword<tag::rolling_window_size> const window_size;
|
||||
#endif
|
||||
};
|
||||
} // namespace tag
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::rolling_count
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::rolling_count> const rolling_count = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_count)
|
||||
}
|
||||
|
||||
using extract::rolling_count;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,81 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_mean.hpp
|
||||
//
|
||||
// Copyright 2008 Eric Niebler. 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_ROLLING_MEAN_HPP_EAN_26_12_2008
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MEAN_HPP_EAN_26_12_2008
|
||||
|
||||
#include <boost/mpl/placeholders.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/rolling_sum.hpp>
|
||||
#include <boost/accumulators/statistics/rolling_count.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_mean_impl
|
||||
// returns the unshifted results from the shifted rolling window
|
||||
template<typename Sample>
|
||||
struct rolling_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
rolling_mean_impl(dont_care)
|
||||
{}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return numeric::average(rolling_sum(args), rolling_count(args));
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::rolling_mean
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct rolling_mean
|
||||
: depends_on< rolling_sum, rolling_count >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::rolling_mean_impl< mpl::_1 > impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// tag::rolling_window::window_size named parameter
|
||||
static boost::parameter::keyword<tag::rolling_window_size> const window_size;
|
||||
#endif
|
||||
};
|
||||
} // namespace tag
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::rolling_mean
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::rolling_mean> const rolling_mean = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_mean)
|
||||
}
|
||||
|
||||
using extract::rolling_mean;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,93 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_sum.hpp
|
||||
//
|
||||
// Copyright 2008 Eric Niebler. 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_ROLLING_SUM_HPP_EAN_26_12_2008
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_SUM_HPP_EAN_26_12_2008
|
||||
|
||||
#include <boost/mpl/placeholders.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/rolling_window.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_sum_impl
|
||||
// returns the sum of the samples in the rolling window
|
||||
template<typename Sample>
|
||||
struct rolling_sum_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef Sample result_type;
|
||||
|
||||
template<typename Args>
|
||||
rolling_sum_impl(Args const &args)
|
||||
: sum_(args[sample | Sample()])
|
||||
{}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
if(is_rolling_window_plus1_full(args))
|
||||
{
|
||||
this->sum_ -= rolling_window_plus1(args).front();
|
||||
}
|
||||
this->sum_ += args[sample];
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return this->sum_;
|
||||
}
|
||||
|
||||
private:
|
||||
Sample sum_;
|
||||
};
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::rolling_sum
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct rolling_sum
|
||||
: depends_on< rolling_window_plus1 >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::rolling_sum_impl< mpl::_1 > impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// tag::rolling_window::window_size named parameter
|
||||
static boost::parameter::keyword<tag::rolling_window_size> const window_size;
|
||||
#endif
|
||||
};
|
||||
} // namespace tag
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::rolling_sum
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::rolling_sum> const rolling_sum = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_sum)
|
||||
}
|
||||
|
||||
using extract::rolling_sum;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,169 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_window.hpp
|
||||
//
|
||||
// Copyright 2008 Eric Niebler. 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_ROLLING_WINDOW_HPP_EAN_26_12_2008
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008
|
||||
|
||||
#include <cstddef>
|
||||
#include <boost/version.hpp>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/circular_buffer.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/framework/parameters/accumulator.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::rolling_window::size named parameter
|
||||
BOOST_PARAMETER_NESTED_KEYWORD(tag, rolling_window_size, window_size)
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_window_plus1_impl
|
||||
// stores the latest N+1 samples, where N is specified at construction time
|
||||
// with the rolling_window_size named parameter
|
||||
template<typename Sample>
|
||||
struct rolling_window_plus1_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename circular_buffer<Sample>::const_iterator const_iterator;
|
||||
typedef iterator_range<const_iterator> result_type;
|
||||
|
||||
template<typename Args>
|
||||
rolling_window_plus1_impl(Args const & args)
|
||||
: buffer_(args[rolling_window_size] + 1)
|
||||
{}
|
||||
|
||||
#if BOOST_VERSION < 103600
|
||||
// Before Boost 1.36, copying a circular buffer didn't copy
|
||||
// it's capacity, and we need that behavior.
|
||||
rolling_window_plus1_impl(rolling_window_plus1_impl const &that)
|
||||
: buffer_(that.buffer_)
|
||||
{
|
||||
this->buffer_.set_capacity(that.buffer_.capacity());
|
||||
}
|
||||
|
||||
rolling_window_plus1_impl &operator =(rolling_window_plus1_impl const &that)
|
||||
{
|
||||
this->buffer_ = that.buffer_;
|
||||
this->buffer_.set_capacity(that.buffer_.capacity());
|
||||
}
|
||||
#endif
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
this->buffer_.push_back(args[sample]);
|
||||
}
|
||||
|
||||
bool full() const
|
||||
{
|
||||
return this->buffer_.full();
|
||||
}
|
||||
|
||||
// The result of a shifted rolling window is the range including
|
||||
// everything except the most recently added element.
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return result_type(this->buffer_.begin(), this->buffer_.end());
|
||||
}
|
||||
|
||||
private:
|
||||
circular_buffer<Sample> buffer_;
|
||||
};
|
||||
|
||||
template<typename Args>
|
||||
bool is_rolling_window_plus1_full(Args const &args)
|
||||
{
|
||||
return find_accumulator<tag::rolling_window_plus1>(args[accumulator]).full();
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// rolling_window_impl
|
||||
// stores the latest N samples, where N is specified at construction type
|
||||
// with the rolling_window_size named parameter
|
||||
template<typename Sample>
|
||||
struct rolling_window_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename circular_buffer<Sample>::const_iterator const_iterator;
|
||||
typedef iterator_range<const_iterator> result_type;
|
||||
|
||||
rolling_window_impl(dont_care)
|
||||
{}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return rolling_window_plus1(args).advance_begin(is_rolling_window_plus1_full(args));
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::rolling_window_plus1
|
||||
// tag::rolling_window
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct rolling_window_plus1
|
||||
: depends_on<>
|
||||
, tag::rolling_window_size
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::rolling_window_plus1_impl< mpl::_1 > impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// tag::rolling_window::size named parameter
|
||||
static boost::parameter::keyword<tag::rolling_window_size> const window_size;
|
||||
#endif
|
||||
};
|
||||
|
||||
struct rolling_window
|
||||
: depends_on< rolling_window_plus1 >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::rolling_window_impl< mpl::_1 > impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// tag::rolling_window::size named parameter
|
||||
static boost::parameter::keyword<tag::rolling_window_size> const window_size;
|
||||
#endif
|
||||
};
|
||||
|
||||
} // namespace tag
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::rolling_window_plus1
|
||||
// extract::rolling_window
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::rolling_window_plus1> const rolling_window_plus1 = {};
|
||||
extractor<tag::rolling_window> const rolling_window = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window_plus1)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window)
|
||||
}
|
||||
|
||||
using extract::rolling_window_plus1;
|
||||
using extract::rolling_window;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,114 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// skewness.hpp
|
||||
//
|
||||
// Copyright 2006 Olivier Gygi, Daniel Egloff. 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_SKEWNESS_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_SKEWNESS_HPP_EAN_28_10_2005
|
||||
|
||||
#include <limits>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/moment.hpp>
|
||||
#include <boost/accumulators/statistics/mean.hpp>
|
||||
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// skewness_impl
|
||||
/**
|
||||
@brief Skewness estimation
|
||||
|
||||
The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the \f$ 3/2 \f$-th power
|
||||
of the 2nd central moment (the variance) of the sampless 3. The skewness can also be expressed by the simple moments:
|
||||
|
||||
\f[
|
||||
\hat{g}_1 =
|
||||
\frac
|
||||
{\widehat{m}_n^{(3)}-3\widehat{m}_n^{(2)}\hat{\mu}_n+2\hat{\mu}_n^3}
|
||||
{\left(\widehat{m}_n^{(2)} - \hat{\mu}_n^{2}\right)^{3/2}}
|
||||
\f]
|
||||
|
||||
where \f$ \widehat{m}_n^{(i)} \f$ are the \f$ i \f$-th moment and \f$ \hat{\mu}_n \f$ the mean (first moment) of the
|
||||
\f$ n \f$ samples.
|
||||
*/
|
||||
template<typename Sample>
|
||||
struct skewness_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, Sample>::result_type result_type;
|
||||
|
||||
skewness_impl(dont_care)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return numeric::average(
|
||||
accumulators::moment<3>(args)
|
||||
- 3. * accumulators::moment<2>(args) * mean(args)
|
||||
+ 2. * mean(args) * mean(args) * mean(args)
|
||||
, ( accumulators::moment<2>(args) - mean(args) * mean(args) )
|
||||
* std::sqrt( accumulators::moment<2>(args) - mean(args) * mean(args) )
|
||||
);
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::skewness
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct skewness
|
||||
: depends_on<mean, moment<2>, moment<3> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::skewness_impl<mpl::_1> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::skewness
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::skewness> const skewness = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(skewness)
|
||||
}
|
||||
|
||||
using extract::skewness;
|
||||
|
||||
// So that skewness can be automatically substituted with
|
||||
// weighted_skewness when the weight parameter is non-void
|
||||
template<>
|
||||
struct as_weighted_feature<tag::skewness>
|
||||
{
|
||||
typedef tag::weighted_skewness type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_skewness>
|
||||
: feature_of<tag::skewness>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,29 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// \file stats.hpp
|
||||
/// Contains the stats<> template.
|
||||
///
|
||||
// Copyright 2005 Eric Niebler. 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_STATS_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_STATS_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/preprocessor/repetition/enum_params.hpp>
|
||||
#include <boost/mpl/vector.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
/// An MPL sequence of statistics.
|
||||
template<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, typename Stat)>
|
||||
struct stats
|
||||
: mpl::vector<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, Stat)>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
141
other/mysql/mac/include/boost/accumulators/statistics/sum.hpp
Normal file
141
other/mysql/mac/include/boost/accumulators/statistics/sum.hpp
Normal file
|
@ -0,0 +1,141 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// sum.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_SUM_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_SUM_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/mpl/placeholders.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/parameters/weight.hpp>
|
||||
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// sum_impl
|
||||
template<typename Sample, typename Tag>
|
||||
struct sum_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef Sample result_type;
|
||||
|
||||
template<typename Args>
|
||||
sum_impl(Args const &args)
|
||||
: sum(args[parameter::keyword<Tag>::get() | Sample()])
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
// what about overflow?
|
||||
this->sum += args[parameter::keyword<Tag>::get()];
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->sum;
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
Sample sum;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::sum
|
||||
// tag::sum_of_weights
|
||||
// tag::sum_of_variates
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct sum
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::sum_impl<mpl::_1, tag::sample> impl;
|
||||
};
|
||||
|
||||
struct sum_of_weights
|
||||
: depends_on<>
|
||||
{
|
||||
typedef mpl::true_ is_weight_accumulator;
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::sum_impl<mpl::_2, tag::weight> impl;
|
||||
};
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct sum_of_variates
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef mpl::always<accumulators::impl::sum_impl<VariateType, VariateTag> > impl;
|
||||
};
|
||||
|
||||
struct abstract_sum_of_variates
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::sum
|
||||
// extract::sum_of_weights
|
||||
// extract::sum_of_variates
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::sum> const sum = {};
|
||||
extractor<tag::sum_of_weights> const sum_of_weights = {};
|
||||
extractor<tag::abstract_sum_of_variates> const sum_of_variates = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_weights)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_variates)
|
||||
}
|
||||
|
||||
using extract::sum;
|
||||
using extract::sum_of_weights;
|
||||
using extract::sum_of_variates;
|
||||
|
||||
// So that mean can be automatically substituted with
|
||||
// weighted_mean when the weight parameter is non-void.
|
||||
template<>
|
||||
struct as_weighted_feature<tag::sum>
|
||||
{
|
||||
typedef tag::weighted_sum type;
|
||||
};
|
||||
|
||||
template<>
|
||||
struct feature_of<tag::weighted_sum>
|
||||
: feature_of<tag::sum>
|
||||
{};
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::sum_of_variates<VariateType, VariateTag> >
|
||||
: feature_of<tag::abstract_sum_of_variates>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
334
other/mysql/mac/include/boost/accumulators/statistics/tail.hpp
Normal file
334
other/mysql/mac/include/boost/accumulators/statistics/tail.hpp
Normal file
|
@ -0,0 +1,334 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler, Michael Gauckler. 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_TAIL_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_TAIL_HPP_EAN_28_10_2005
|
||||
|
||||
#include <vector>
|
||||
#include <functional>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/mpl/or.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/iterator/reverse_iterator.hpp>
|
||||
#include <boost/iterator/permutation_iterator.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>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// cache_size named parameters
|
||||
BOOST_PARAMETER_NESTED_KEYWORD(tag, right_tail_cache_size, cache_size)
|
||||
BOOST_PARAMETER_NESTED_KEYWORD(tag, left_tail_cache_size, cache_size)
|
||||
|
||||
namespace detail
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_range
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename ElementIterator, typename IndexIterator>
|
||||
struct tail_range
|
||||
{
|
||||
typedef boost::iterator_range<
|
||||
boost::reverse_iterator<boost::permutation_iterator<ElementIterator, IndexIterator> >
|
||||
> type;
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// make_tail_range
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename ElementIterator, typename IndexIterator>
|
||||
typename tail_range<ElementIterator, IndexIterator>::type
|
||||
make_tail_range(ElementIterator elem_begin, IndexIterator index_begin, IndexIterator index_end)
|
||||
{
|
||||
return boost::make_iterator_range(
|
||||
boost::make_reverse_iterator(
|
||||
boost::make_permutation_iterator(elem_begin, index_end)
|
||||
)
|
||||
, boost::make_reverse_iterator(
|
||||
boost::make_permutation_iterator(elem_begin, index_begin)
|
||||
)
|
||||
);
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// stat_assign_visitor
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename Args>
|
||||
struct stat_assign_visitor
|
||||
{
|
||||
stat_assign_visitor(Args const &a, std::size_t i)
|
||||
: args(a)
|
||||
, index(i)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Stat>
|
||||
void operator ()(Stat &stat) const
|
||||
{
|
||||
stat.assign(this->args, this->index);
|
||||
}
|
||||
|
||||
private:
|
||||
stat_assign_visitor &operator =(stat_assign_visitor const &);
|
||||
Args const &args;
|
||||
std::size_t index;
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// stat_assign
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename Args>
|
||||
inline stat_assign_visitor<Args> const stat_assign(Args const &args, std::size_t index)
|
||||
{
|
||||
return stat_assign_visitor<Args>(args, index);
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// is_tail_variate_feature
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename Stat, typename LeftRight>
|
||||
struct is_tail_variate_feature
|
||||
: mpl::false_
|
||||
{
|
||||
};
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct is_tail_variate_feature<tag::tail_variate<VariateType, VariateTag, LeftRight>, LeftRight>
|
||||
: mpl::true_
|
||||
{
|
||||
};
|
||||
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
template<typename LeftRight>
|
||||
struct is_tail_variate_feature<tag::tail_weights<LeftRight>, LeftRight>
|
||||
: mpl::true_
|
||||
{
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_impl
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct tail_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// LeftRight must be either right or left
|
||||
BOOST_MPL_ASSERT((
|
||||
mpl::or_<is_same<LeftRight, right>, is_same<LeftRight, left> >
|
||||
));
|
||||
|
||||
typedef
|
||||
typename mpl::if_<
|
||||
is_same<LeftRight, right>
|
||||
, numeric::functional::greater<Sample const, Sample const>
|
||||
, numeric::functional::less<Sample const, Sample const>
|
||||
>::type
|
||||
predicate_type;
|
||||
|
||||
// for boost::result_of
|
||||
typedef typename detail::tail_range<
|
||||
typename std::vector<Sample>::const_iterator
|
||||
, std::vector<std::size_t>::iterator
|
||||
>::type result_type;
|
||||
|
||||
template<typename Args>
|
||||
tail_impl(Args const &args)
|
||||
: is_sorted(false)
|
||||
, indices()
|
||||
, samples(args[tag::tail<LeftRight>::cache_size], args[sample | Sample()])
|
||||
{
|
||||
this->indices.reserve(this->samples.size());
|
||||
}
|
||||
|
||||
tail_impl(tail_impl const &that)
|
||||
: is_sorted(that.is_sorted)
|
||||
, indices(that.indices)
|
||||
, samples(that.samples)
|
||||
{
|
||||
this->indices.reserve(this->samples.size());
|
||||
}
|
||||
|
||||
// This just stores the heap and the samples.
|
||||
// In operator()() below, if we are adding a new sample
|
||||
// to the sample cache, we force all the
|
||||
// tail_variates to update also. (It's not
|
||||
// good enough to wait for the accumulator_set to do it
|
||||
// for us because then information about whether a sample
|
||||
// was stored and where is lost, and would need to be
|
||||
// queried at runtime, which would be slow.) This is
|
||||
// implemented as a filtered visitation over the stats,
|
||||
// which we can access because args[accumulator] gives us
|
||||
// all the stats.
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
if(this->indices.size() < this->samples.size())
|
||||
{
|
||||
this->indices.push_back(this->indices.size());
|
||||
this->assign(args, this->indices.back());
|
||||
}
|
||||
else if(predicate_type()(args[sample], this->samples[this->indices[0]]))
|
||||
{
|
||||
std::pop_heap(this->indices.begin(), this->indices.end(), indirect_cmp(this->samples));
|
||||
this->assign(args, this->indices.back());
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
if(!this->is_sorted)
|
||||
{
|
||||
// Must use the same predicate here as in push_heap/pop_heap above.
|
||||
std::sort_heap(this->indices.begin(), this->indices.end(), indirect_cmp(this->samples));
|
||||
// sort_heap puts elements in reverse order. Calling std::reverse
|
||||
// turns the sorted sequence back into a valid heap.
|
||||
std::reverse(this->indices.begin(), this->indices.end());
|
||||
this->is_sorted = true;
|
||||
}
|
||||
|
||||
return detail::make_tail_range(
|
||||
this->samples.begin()
|
||||
, this->indices.begin()
|
||||
, this->indices.end()
|
||||
);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
struct is_tail_variate
|
||||
{
|
||||
template<typename T>
|
||||
struct apply
|
||||
: detail::is_tail_variate_feature<
|
||||
typename detail::feature_tag<T>::type
|
||||
, LeftRight
|
||||
>
|
||||
{};
|
||||
};
|
||||
|
||||
template<typename Args>
|
||||
void assign(Args const &args, std::size_t index)
|
||||
{
|
||||
BOOST_ASSERT(index < this->samples.size());
|
||||
this->samples[index] = args[sample];
|
||||
std::push_heap(this->indices.begin(), this->indices.end(), indirect_cmp(this->samples));
|
||||
this->is_sorted = false;
|
||||
// Tell the tail variates to store their values also
|
||||
args[accumulator].template visit_if<is_tail_variate>(detail::stat_assign(args, index));
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
//
|
||||
struct indirect_cmp
|
||||
: std::binary_function<std::size_t, std::size_t, bool>
|
||||
{
|
||||
indirect_cmp(std::vector<Sample> const &s)
|
||||
: samples(s)
|
||||
{
|
||||
}
|
||||
|
||||
bool operator ()(std::size_t left, std::size_t right) const
|
||||
{
|
||||
return predicate_type()(this->samples[left], this->samples[right]);
|
||||
}
|
||||
|
||||
private:
|
||||
indirect_cmp &operator =(indirect_cmp const &);
|
||||
std::vector<Sample> const &samples;
|
||||
};
|
||||
|
||||
mutable bool is_sorted;
|
||||
mutable std::vector<std::size_t> indices;
|
||||
std::vector<Sample> samples;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
// TODO The templatized tag::tail below should inherit from the correct named parameter.
|
||||
// The following lines provide a workaround, but there must be a better way of doing this.
|
||||
template<typename T>
|
||||
struct tail_cache_size_named_arg
|
||||
{
|
||||
};
|
||||
template<>
|
||||
struct tail_cache_size_named_arg<left>
|
||||
: tag::left_tail_cache_size
|
||||
{
|
||||
};
|
||||
template<>
|
||||
struct tail_cache_size_named_arg<right>
|
||||
: tag::right_tail_cache_size
|
||||
{
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::tail<>
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct tail
|
||||
: depends_on<>
|
||||
, tail_cache_size_named_arg<LeftRight>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::tail_impl<mpl::_1, LeftRight> impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
/// tag::tail<LeftRight>::cache_size named parameter
|
||||
static boost::parameter::keyword<tail_cache_size_named_arg<LeftRight> > const cache_size;
|
||||
#endif
|
||||
};
|
||||
|
||||
struct abstract_tail
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::tail
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_tail> const tail = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(tail)
|
||||
}
|
||||
|
||||
using extract::tail;
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::tail<LeftRight> >
|
||||
: feature_of<tag::abstract_tail>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,246 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_mean.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_TAIL_MEAN_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_TAIL_MEAN_HPP_DE_01_01_2006
|
||||
|
||||
#include <numeric>
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <functional>
|
||||
#include <sstream>
|
||||
#include <stdexcept>
|
||||
#include <boost/throw_exception.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/tail_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// coherent_tail_mean_impl
|
||||
//
|
||||
/**
|
||||
@brief Estimation of the coherent tail mean based on order statistics (for both left and right tails)
|
||||
|
||||
The coherent tail mean \f$\widehat{CTM}_{n,\alpha}(X)\f$ is equal to the non-coherent tail mean \f$\widehat{NCTM}_{n,\alpha}(X)\f$
|
||||
plus a correction term that ensures coherence in case of non-continuous distributions.
|
||||
|
||||
\f[
|
||||
\widehat{CTM}_{n,\alpha}^{\mathrm{right}}(X) = \widehat{NCTM}_{n,\alpha}^{\mathrm{right}}(X) +
|
||||
\frac{1}{\lceil n(1-\alpha)\rceil}\hat{q}_{n,\alpha}(X)\left(1 - \alpha - \frac{1}{n}\lceil n(1-\alpha)\rceil \right)
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{CTM}_{n,\alpha}^{\mathrm{left}}(X) = \widehat{NCTM}_{n,\alpha}^{\mathrm{left}}(X) +
|
||||
\frac{1}{\lceil n\alpha\rceil}\hat{q}_{n,\alpha}(X)\left(\alpha - \frac{1}{n}\lceil n\alpha\rceil \right)
|
||||
\f]
|
||||
*/
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct coherent_tail_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef float_type result_type;
|
||||
|
||||
coherent_tail_mean_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
std::size_t n = static_cast<std::size_t>(
|
||||
std::ceil(
|
||||
cnt * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] )
|
||||
)
|
||||
);
|
||||
|
||||
extractor<tag::non_coherent_tail_mean<LeftRight> > const some_non_coherent_tail_mean = {};
|
||||
|
||||
return some_non_coherent_tail_mean(args)
|
||||
+ numeric::average(quantile(args), n)
|
||||
* (
|
||||
( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability]
|
||||
- numeric::average(n, count(args))
|
||||
);
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// non_coherent_tail_mean_impl
|
||||
//
|
||||
/**
|
||||
@brief Estimation of the (non-coherent) tail mean based on order statistics (for both left and right tails)
|
||||
|
||||
An estimation of the non-coherent tail mean \f$\widehat{NCTM}_{n,\alpha}(X)\f$ is given by the mean of the
|
||||
\f$\lceil n\alpha\rceil\f$ smallest samples (left tail) or the mean of the \f$\lceil n(1-\alpha)\rceil\f$
|
||||
largest samples (right tail), \f$n\f$ being the total number of samples and \f$\alpha\f$ the quantile level:
|
||||
|
||||
\f[
|
||||
\widehat{NCTM}_{n,\alpha}^{\mathrm{right}}(X) = \frac{1}{\lceil n(1-\alpha)\rceil} \sum_{i=\lceil \alpha n \rceil}^n X_{i:n}
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{NCTM}_{n,\alpha}^{\mathrm{left}}(X) = \frac{1}{\lceil n\alpha\rceil} \sum_{i=1}^{\lceil \alpha n \rceil} X_{i:n}
|
||||
\f]
|
||||
|
||||
It thus requires the caching of at least the \f$\lceil n\alpha\rceil\f$ smallest or the \f$\lceil n(1-\alpha)\rceil\f$
|
||||
largest samples.
|
||||
|
||||
@param quantile_probability
|
||||
*/
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct non_coherent_tail_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef float_type result_type;
|
||||
|
||||
non_coherent_tail_mean_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
std::size_t n = static_cast<std::size_t>(
|
||||
std::ceil(
|
||||
cnt * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] )
|
||||
)
|
||||
);
|
||||
|
||||
// If n is in a valid range, return result, otherwise return NaN or throw exception
|
||||
if (n <= static_cast<std::size_t>(tail(args).size()))
|
||||
return numeric::average(
|
||||
std::accumulate(
|
||||
tail(args).begin()
|
||||
, tail(args).begin() + n
|
||||
, Sample(0)
|
||||
)
|
||||
, n
|
||||
);
|
||||
else
|
||||
{
|
||||
if (std::numeric_limits<result_type>::has_quiet_NaN)
|
||||
{
|
||||
return std::numeric_limits<result_type>::quiet_NaN();
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
return Sample(0);
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::coherent_tail_mean<>
|
||||
// tag::non_coherent_tail_mean<>
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct coherent_tail_mean
|
||||
: depends_on<count, quantile, non_coherent_tail_mean<LeftRight> >
|
||||
{
|
||||
typedef accumulators::impl::coherent_tail_mean_impl<mpl::_1, LeftRight> impl;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct non_coherent_tail_mean
|
||||
: depends_on<count, tail<LeftRight> >
|
||||
{
|
||||
typedef accumulators::impl::non_coherent_tail_mean_impl<mpl::_1, LeftRight> impl;
|
||||
};
|
||||
|
||||
struct abstract_non_coherent_tail_mean
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::non_coherent_tail_mean;
|
||||
// extract::coherent_tail_mean;
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_non_coherent_tail_mean> const non_coherent_tail_mean = {};
|
||||
extractor<tag::tail_mean> const coherent_tail_mean = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(non_coherent_tail_mean)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(coherent_tail_mean)
|
||||
}
|
||||
|
||||
using extract::non_coherent_tail_mean;
|
||||
using extract::coherent_tail_mean;
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// coherent_tail_mean<LeftRight> provides the same feature as tail_mean
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::coherent_tail_mean<LeftRight> >
|
||||
: feature_of<tag::tail_mean>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::non_coherent_tail_mean<LeftRight> >
|
||||
: feature_of<tag::abstract_non_coherent_tail_mean>
|
||||
{
|
||||
};
|
||||
|
||||
// So that non_coherent_tail_mean can be automatically substituted
|
||||
// with weighted_non_coherent_tail_mean when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::non_coherent_tail_mean<LeftRight> >
|
||||
{
|
||||
typedef tag::non_coherent_weighted_tail_mean<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::non_coherent_weighted_tail_mean<LeftRight> >
|
||||
: feature_of<tag::non_coherent_tail_mean<LeftRight> >
|
||||
{};
|
||||
|
||||
// NOTE that non_coherent_tail_mean cannot be feature-grouped with tail_mean,
|
||||
// which is the base feature for coherent tail means, since (at least for
|
||||
// non-continuous distributions) non_coherent_tail_mean is a different measure!
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,158 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_quantile.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_TAIL_QUANTILE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_TAIL_QUANTILE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <functional>
|
||||
#include <sstream>
|
||||
#include <stdexcept>
|
||||
#include <boost/config/no_tr1/cmath.hpp> // For ceil
|
||||
#include <boost/throw_exception.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_quantile_impl
|
||||
// Tail quantile estimation based on order statistics
|
||||
/**
|
||||
@brief Tail quantile estimation based on order statistics (for both left and right tails)
|
||||
|
||||
The estimation of a tail quantile \f$\hat{q}\f$ with level \f$\alpha\f$ based on order statistics requires the
|
||||
chaching of at least the \f$\lceil n\alpha\rceil\f$ smallest or the \f$\lceil n(1-\alpha)\rceil\f$ largest samples,
|
||||
\f$n\f$ being the total number of samples. The largest of the \f$\lceil n\alpha\rceil\f$ smallest samples or the
|
||||
smallest of the \f$\lceil n(1-\alpha)\rceil\f$ largest samples provides an estimate for the quantile:
|
||||
|
||||
\f[
|
||||
\hat{q}_{n,\alpha} = X_{\lceil \alpha n \rceil:n}
|
||||
\f]
|
||||
|
||||
@param quantile_probability
|
||||
*/
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct tail_quantile_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef Sample result_type;
|
||||
|
||||
tail_quantile_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
std::size_t n = static_cast<std::size_t>(
|
||||
std::ceil(
|
||||
cnt * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] )
|
||||
)
|
||||
);
|
||||
|
||||
// If n is in a valid range, return result, otherwise return NaN or throw exception
|
||||
if ( n < static_cast<std::size_t>(tail(args).size()))
|
||||
{
|
||||
// Note that the cached samples of the left are sorted in ascending order,
|
||||
// whereas the samples of the right tail are sorted in descending order
|
||||
return *(boost::begin(tail(args)) + n - 1);
|
||||
}
|
||||
else
|
||||
{
|
||||
if (std::numeric_limits<result_type>::has_quiet_NaN)
|
||||
{
|
||||
return std::numeric_limits<result_type>::quiet_NaN();
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
return Sample(0);
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::tail_quantile<>
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct tail_quantile
|
||||
: depends_on<count, tail<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::tail_quantile_impl<mpl::_1, LeftRight> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::tail_quantile
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::quantile> const tail_quantile = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(tail_quantile)
|
||||
}
|
||||
|
||||
using extract::tail_quantile;
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// tail_quantile<LeftRight> provide the same feature as quantile
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::tail_quantile<LeftRight> >
|
||||
: feature_of<tag::quantile>
|
||||
{
|
||||
};
|
||||
|
||||
// So that tail_quantile can be automatically substituted with
|
||||
// weighted_tail_quantile when the weight parameter is non-void.
|
||||
template<typename LeftRight>
|
||||
struct as_weighted_feature<tag::tail_quantile<LeftRight> >
|
||||
{
|
||||
typedef tag::weighted_tail_quantile<LeftRight> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::weighted_tail_quantile<LeftRight> >
|
||||
: feature_of<tag::tail_quantile<LeftRight> >
|
||||
{};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,141 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_variate.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler, Michael Gauckler. 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_STAT_STATISTICS_TAIL_VARIATE_HPP_EAN_28_10_2005
|
||||
#define BOOST_STAT_STATISTICS_TAIL_VARIATE_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/mpl/always.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/iterator/reverse_iterator.hpp>
|
||||
#include <boost/iterator/permutation_iterator.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_variate_impl
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct tail_variate_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef
|
||||
typename detail::tail_range<
|
||||
typename std::vector<VariateType>::const_iterator
|
||||
, std::vector<std::size_t>::iterator
|
||||
>::type
|
||||
result_type;
|
||||
|
||||
template<typename Args>
|
||||
tail_variate_impl(Args const &args)
|
||||
: variates(args[tag::tail<LeftRight>::cache_size], args[parameter::keyword<VariateTag>::get() | VariateType()])
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void assign(Args const &args, std::size_t index)
|
||||
{
|
||||
this->variates[index] = args[parameter::keyword<VariateTag>::get()];
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
// getting the order result causes the indices vector to be sorted.
|
||||
extractor<tag::tail<LeftRight> > const some_tail = {};
|
||||
return this->do_result(some_tail(args));
|
||||
}
|
||||
|
||||
private:
|
||||
template<typename TailRng>
|
||||
result_type do_result(TailRng const &rng) const
|
||||
{
|
||||
return detail::make_tail_range(
|
||||
this->variates.begin()
|
||||
, rng.end().base().base() // the index iterator
|
||||
, rng.begin().base().base() // (begin and end reversed because these are reverse iterators)
|
||||
);
|
||||
}
|
||||
|
||||
std::vector<VariateType> variates;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::tail_variate<>
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct tail_variate
|
||||
: depends_on<tail<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef mpl::always<accumulators::impl::tail_variate_impl<VariateType, VariateTag, LeftRight> > impl;
|
||||
};
|
||||
|
||||
struct abstract_tail_variate
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct tail_weights
|
||||
: depends_on<tail<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::tail_variate_impl<mpl::_2, tag::weight, LeftRight> impl;
|
||||
};
|
||||
|
||||
struct abstract_tail_weights
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::tail_variate
|
||||
// extract::tail_weights
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_tail_variate> const tail_variate = {};
|
||||
extractor<tag::abstract_tail_weights> const tail_weights = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(tail_variate)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(tail_weights)
|
||||
}
|
||||
|
||||
using extract::tail_variate;
|
||||
using extract::tail_weights;
|
||||
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct feature_of<tag::tail_variate<VariateType, VariateTag, LeftRight> >
|
||||
: feature_of<tag::abstract_tail_variate>
|
||||
{
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct feature_of<tag::tail_weights<LeftRight> >
|
||||
{
|
||||
typedef tag::abstract_tail_weights type;
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,258 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_variate_means.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_TAIL_VARIATE_MEANS_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_TAIL_VARIATE_MEANS_HPP_DE_01_01_2006
|
||||
|
||||
#include <numeric>
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <functional>
|
||||
#include <sstream>
|
||||
#include <stdexcept>
|
||||
#include <boost/throw_exception.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/tail_variate.hpp>
|
||||
#include <boost/accumulators/statistics/tail_mean.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
/**
|
||||
@brief Estimation of the absolute and relative tail variate means (for both left and right tails)
|
||||
|
||||
For all \f$j\f$-th variates associated to the \f$\lceil n(1-\alpha)\rceil\f$ largest samples (or the
|
||||
\f$\lceil n(1-\alpha)\rceil\f$ smallest samples in case of the left tail), the absolute tail means
|
||||
\f$\widehat{ATM}_{n,\alpha}(X, j)\f$ are computed and returned as an iterator range. Alternatively,
|
||||
the relative tail means \f$\widehat{RTM}_{n,\alpha}(X, j)\f$ are returned, which are the absolute
|
||||
tail means normalized with the (non-coherent) sample tail mean \f$\widehat{NCTM}_{n,\alpha}(X)\f$.
|
||||
|
||||
\f[
|
||||
\widehat{ATM}_{n,\alpha}^{\mathrm{right}}(X, j) =
|
||||
\frac{1}{\lceil n(1-\alpha) \rceil}
|
||||
\sum_{i=\lceil \alpha n \rceil}^n \xi_{j,i}
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{ATM}_{n,\alpha}^{\mathrm{left}}(X, j) =
|
||||
\frac{1}{\lceil n\alpha \rceil}
|
||||
\sum_{i=1}^{\lceil n\alpha \rceil} \xi_{j,i}
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{RTM}_{n,\alpha}^{\mathrm{right}}(X, j) =
|
||||
\frac{\sum_{i=\lceil n\alpha \rceil}^n \xi_{j,i}}
|
||||
{\lceil n(1-\alpha)\rceil\widehat{NCTM}_{n,\alpha}^{\mathrm{right}}(X)}
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{RTM}_{n,\alpha}^{\mathrm{left}}(X, j) =
|
||||
\frac{\sum_{i=1}^{\lceil n\alpha \rceil} \xi_{j,i}}
|
||||
{\lceil n\alpha\rceil\widehat{NCTM}_{n,\alpha}^{\mathrm{left}}(X)}
|
||||
\f]
|
||||
*/
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tail_variate_means_impl
|
||||
// by default: absolute tail_variate_means
|
||||
template<typename Sample, typename Impl, typename LeftRight, typename VariateTag>
|
||||
struct tail_variate_means_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type;
|
||||
typedef std::vector<float_type> array_type;
|
||||
// for boost::result_of
|
||||
typedef iterator_range<typename array_type::iterator> result_type;
|
||||
|
||||
tail_variate_means_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
std::size_t n = static_cast<std::size_t>(
|
||||
std::ceil(
|
||||
cnt * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] )
|
||||
)
|
||||
);
|
||||
|
||||
std::size_t num_variates = tail_variate(args).begin()->size();
|
||||
|
||||
this->tail_means_.clear();
|
||||
this->tail_means_.resize(num_variates, Sample(0));
|
||||
|
||||
// If n is in a valid range, return result, otherwise return NaN or throw exception
|
||||
if (n < static_cast<std::size_t>(tail(args).size()))
|
||||
{
|
||||
this->tail_means_ = std::accumulate(
|
||||
tail_variate(args).begin()
|
||||
, tail_variate(args).begin() + n
|
||||
, this->tail_means_
|
||||
, numeric::plus
|
||||
);
|
||||
|
||||
float_type factor = n * ( (is_same<Impl, relative>::value) ? non_coherent_tail_mean(args) : 1. );
|
||||
|
||||
std::transform(
|
||||
this->tail_means_.begin()
|
||||
, this->tail_means_.end()
|
||||
, this->tail_means_.begin()
|
||||
, std::bind2nd(std::divides<float_type>(), factor)
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
if (std::numeric_limits<float_type>::has_quiet_NaN)
|
||||
{
|
||||
std::fill(
|
||||
this->tail_means_.begin()
|
||||
, this->tail_means_.end()
|
||||
, std::numeric_limits<float_type>::quiet_NaN()
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
}
|
||||
}
|
||||
return make_iterator_range(this->tail_means_);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
mutable array_type tail_means_;
|
||||
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::absolute_tail_variate_means
|
||||
// tag::relative_tail_variate_means
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct absolute_tail_variate_means
|
||||
: depends_on<count, non_coherent_tail_mean<LeftRight>, tail_variate<VariateType, VariateTag, LeftRight> >
|
||||
{
|
||||
typedef accumulators::impl::tail_variate_means_impl<mpl::_1, absolute, LeftRight, VariateTag> impl;
|
||||
};
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct relative_tail_variate_means
|
||||
: depends_on<count, non_coherent_tail_mean<LeftRight>, tail_variate<VariateType, VariateTag, LeftRight> >
|
||||
{
|
||||
typedef accumulators::impl::tail_variate_means_impl<mpl::_1, relative, LeftRight, VariateTag> impl;
|
||||
};
|
||||
struct abstract_absolute_tail_variate_means
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
struct abstract_relative_tail_variate_means
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::tail_variate_means
|
||||
// extract::relative_tail_variate_means
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_absolute_tail_variate_means> const tail_variate_means = {};
|
||||
extractor<tag::abstract_relative_tail_variate_means> const relative_tail_variate_means = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(tail_variate_means)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(relative_tail_variate_means)
|
||||
}
|
||||
|
||||
using extract::tail_variate_means;
|
||||
using extract::relative_tail_variate_means;
|
||||
|
||||
// tail_variate_means<LeftRight, VariateType, VariateTag>(absolute) -> absolute_tail_variate_means<LeftRight, VariateType, VariateTag>
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::tail_variate_means<LeftRight, VariateType, VariateTag>(absolute)>
|
||||
{
|
||||
typedef tag::absolute_tail_variate_means<LeftRight, VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
// tail_variate_means<LeftRight, VariateType, VariateTag>(relative) ->relative_tail_variate_means<LeftRight, VariateType, VariateTag>
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::tail_variate_means<LeftRight, VariateType, VariateTag>(relative)>
|
||||
{
|
||||
typedef tag::relative_tail_variate_means<LeftRight, VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
// Provides non-templatized extractor
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::absolute_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
: feature_of<tag::abstract_absolute_tail_variate_means>
|
||||
{
|
||||
};
|
||||
|
||||
// Provides non-templatized extractor
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::relative_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
: feature_of<tag::abstract_relative_tail_variate_means>
|
||||
{
|
||||
};
|
||||
|
||||
// So that absolute_tail_means can be automatically substituted
|
||||
// with absolute_weighted_tail_means when the weight parameter is non-void.
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct as_weighted_feature<tag::absolute_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
{
|
||||
typedef tag::absolute_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::absolute_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
: feature_of<tag::absolute_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
{
|
||||
};
|
||||
|
||||
// So that relative_tail_means can be automatically substituted
|
||||
// with relative_weighted_tail_means when the weight parameter is non-void.
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct as_weighted_feature<tag::relative_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
{
|
||||
typedef tag::relative_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::relative_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
: feature_of<tag::relative_tail_variate_means<LeftRight, VariateType, VariateTag> >
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,58 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// times2_iterator.hpp
|
||||
//
|
||||
// Copyright 2006 Eric Niebler. 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_TIMES2_ITERATOR_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_TIMES2_ITERATOR_HPP_DE_01_01_2006
|
||||
|
||||
#include <functional>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/iterator/transform_iterator.hpp>
|
||||
#include <boost/iterator/counting_iterator.hpp>
|
||||
#include <boost/iterator/permutation_iterator.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace detail
|
||||
{
|
||||
typedef transform_iterator<
|
||||
std::binder1st<std::multiplies<std::size_t> >
|
||||
, counting_iterator<std::size_t>
|
||||
> times2_iterator;
|
||||
|
||||
inline times2_iterator make_times2_iterator(std::size_t i)
|
||||
{
|
||||
return make_transform_iterator(
|
||||
make_counting_iterator(i)
|
||||
, std::bind1st(std::multiplies<std::size_t>(), 2)
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// lvalue_index_iterator
|
||||
template<typename Base>
|
||||
struct lvalue_index_iterator
|
||||
: Base
|
||||
{
|
||||
lvalue_index_iterator(Base base)
|
||||
: Base(base)
|
||||
{
|
||||
}
|
||||
|
||||
typename Base::reference operator [](typename Base::difference_type n) const
|
||||
{
|
||||
return *(*this + n);
|
||||
}
|
||||
};
|
||||
} // namespace detail
|
||||
|
||||
}}
|
||||
|
||||
#endif
|
|
@ -0,0 +1,236 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// variance.hpp
|
||||
//
|
||||
// Copyright 2005 Daniel Egloff, Eric Niebler. 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_VARIANCE_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_VARIANCE_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/mpl/placeholders.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/sum.hpp>
|
||||
#include <boost/accumulators/statistics/mean.hpp>
|
||||
#include <boost/accumulators/statistics/moment.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
//! Lazy calculation of variance.
|
||||
/*!
|
||||
Default sample variance implementation based on the second moment \f$ M_n^{(2)} \f$ moment<2>, mean and count.
|
||||
\f[
|
||||
\sigma_n^2 = M_n^{(2)} - \mu_n^2.
|
||||
\f]
|
||||
where
|
||||
\f[
|
||||
\mu_n = \frac{1}{n} \sum_{i = 1}^n x_i.
|
||||
\f]
|
||||
is the estimate of the sample mean and \f$n\f$ is the number of samples.
|
||||
*/
|
||||
template<typename Sample, typename MeanFeature>
|
||||
struct lazy_variance_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
lazy_variance_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
extractor<MeanFeature> mean;
|
||||
result_type tmp = mean(args);
|
||||
return accumulators::moment<2>(args) - tmp * tmp;
|
||||
}
|
||||
};
|
||||
|
||||
//! Iterative calculation of variance.
|
||||
/*!
|
||||
Iterative calculation of sample variance \f$\sigma_n^2\f$ according to the formula
|
||||
\f[
|
||||
\sigma_n^2 = \frac{1}{n} \sum_{i = 1}^n (x_i - \mu_n)^2 = \frac{n-1}{n} \sigma_{n-1}^2 + \frac{1}{n-1}(x_n - \mu_n)^2.
|
||||
\f]
|
||||
where
|
||||
\f[
|
||||
\mu_n = \frac{1}{n} \sum_{i = 1}^n x_i.
|
||||
\f]
|
||||
is the estimate of the sample mean and \f$n\f$ is the number of samples.
|
||||
|
||||
Note that the sample variance is not defined for \f$n <= 1\f$.
|
||||
|
||||
A simplification can be obtained by the approximate recursion
|
||||
\f[
|
||||
\sigma_n^2 \approx \frac{n-1}{n} \sigma_{n-1}^2 + \frac{1}{n}(x_n - \mu_n)^2.
|
||||
\f]
|
||||
because the difference
|
||||
\f[
|
||||
\left(\frac{1}{n-1} - \frac{1}{n}\right)(x_n - \mu_n)^2 = \frac{1}{n(n-1)}(x_n - \mu_n)^2.
|
||||
\f]
|
||||
converges to zero as \f$n \rightarrow \infty\f$. However, for small \f$ n \f$ the difference
|
||||
can be non-negligible.
|
||||
*/
|
||||
template<typename Sample, typename MeanFeature, typename Tag>
|
||||
struct variance_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
variance_impl(Args const &args)
|
||||
: variance(numeric::average(args[sample | Sample()], numeric::one<std::size_t>::value))
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
if(cnt > 1)
|
||||
{
|
||||
extractor<MeanFeature> mean;
|
||||
result_type tmp = args[parameter::keyword<Tag>::get()] - mean(args);
|
||||
this->variance =
|
||||
numeric::average(this->variance * (cnt - 1), cnt)
|
||||
+ numeric::average(tmp * tmp, cnt - 1);
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->variance;
|
||||
}
|
||||
|
||||
private:
|
||||
result_type variance;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::variance
|
||||
// tag::immediate_variance
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct lazy_variance
|
||||
: depends_on<moment<2>, mean>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::lazy_variance_impl<mpl::_1, mean> impl;
|
||||
};
|
||||
|
||||
struct variance
|
||||
: depends_on<count, immediate_mean>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::variance_impl<mpl::_1, mean, sample> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::lazy_variance
|
||||
// extract::variance
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::lazy_variance> const lazy_variance = {};
|
||||
extractor<tag::variance> const variance = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(lazy_variance)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(variance)
|
||||
}
|
||||
|
||||
using extract::lazy_variance;
|
||||
using extract::variance;
|
||||
|
||||
// variance(lazy) -> lazy_variance
|
||||
template<>
|
||||
struct as_feature<tag::variance(lazy)>
|
||||
{
|
||||
typedef tag::lazy_variance type;
|
||||
};
|
||||
|
||||
// variance(immediate) -> variance
|
||||
template<>
|
||||
struct as_feature<tag::variance(immediate)>
|
||||
{
|
||||
typedef tag::variance type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// immediate_variance provides the same feature as variance
|
||||
template<>
|
||||
struct feature_of<tag::lazy_variance>
|
||||
: feature_of<tag::variance>
|
||||
{
|
||||
};
|
||||
|
||||
// So that variance can be automatically substituted with
|
||||
// weighted_variance when the weight parameter is non-void.
|
||||
template<>
|
||||
struct as_weighted_feature<tag::variance>
|
||||
{
|
||||
typedef tag::weighted_variance type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// weighted_variance provides the same feature as variance
|
||||
template<>
|
||||
struct feature_of<tag::weighted_variance>
|
||||
: feature_of<tag::variance>
|
||||
{
|
||||
};
|
||||
|
||||
// So that immediate_variance can be automatically substituted with
|
||||
// immediate_weighted_variance when the weight parameter is non-void.
|
||||
template<>
|
||||
struct as_weighted_feature<tag::lazy_variance>
|
||||
{
|
||||
typedef tag::lazy_weighted_variance type;
|
||||
};
|
||||
|
||||
// for the purposes of feature-based dependency resolution,
|
||||
// immediate_weighted_variance provides the same feature as immediate_variance
|
||||
template<>
|
||||
struct feature_of<tag::lazy_weighted_variance>
|
||||
: feature_of<tag::lazy_variance>
|
||||
{
|
||||
};
|
||||
|
||||
////////////////////////////////////////////////////////////////////////////
|
||||
//// droppable_accumulator<variance_impl>
|
||||
//// need to specialize droppable lazy variance to cache the result at the
|
||||
//// point the accumulator is dropped.
|
||||
///// INTERNAL ONLY
|
||||
/////
|
||||
//template<typename Sample, typename MeanFeature>
|
||||
//struct droppable_accumulator<impl::variance_impl<Sample, MeanFeature> >
|
||||
// : droppable_accumulator_base<
|
||||
// with_cached_result<impl::variance_impl<Sample, MeanFeature> >
|
||||
// >
|
||||
//{
|
||||
// template<typename Args>
|
||||
// droppable_accumulator(Args const &args)
|
||||
// : droppable_accumulator::base(args)
|
||||
// {
|
||||
// }
|
||||
//};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,21 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weight.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_VARIATES_COVARIATE_HPP_EAN_03_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_VARIATES_COVARIATE_HPP_EAN_03_11_2005
|
||||
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
BOOST_PARAMETER_KEYWORD(tag, covariate1)
|
||||
BOOST_PARAMETER_KEYWORD(tag, covariate2)
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,133 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_covariance.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_WEIGHTED_COVARIANCE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_COVARIANCE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <numeric>
|
||||
#include <functional>
|
||||
#include <complex>
|
||||
#include <boost/mpl/assert.hpp>
|
||||
#include <boost/mpl/bool.hpp>
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/numeric/ublas/io.hpp>
|
||||
#include <boost/numeric/ublas/matrix.hpp>
|
||||
#include <boost/type_traits/is_scalar.hpp>
|
||||
#include <boost/type_traits/is_same.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/covariance.hpp> // for numeric::outer_product() and type traits
|
||||
#include <boost/accumulators/statistics/weighted_mean.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_covariance_impl
|
||||
//
|
||||
/**
|
||||
@brief Weighted Covariance Estimator
|
||||
|
||||
An iterative Monte Carlo estimator for the weighted covariance \f$\mathrm{Cov}(X,X')\f$, where \f$X\f$ is a sample
|
||||
and \f$X'\f$ a variate, is given by:
|
||||
|
||||
\f[
|
||||
\hat{c}_n = \frac{\bar{w}_n-w_n}{\bar{w}_n} \hat{c}_{n-1} + \frac{w_n}{\bar{w}_n-w_n}(X_n - \hat{\mu}_n)(X_n' - \hat{\mu}_n'),
|
||||
\quad n\ge2,\quad\hat{c}_1 = 0,
|
||||
\f]
|
||||
|
||||
\f$\hat{\mu}_n\f$ and \f$\hat{\mu}_n'\f$ being the weighted means of the samples and variates and
|
||||
\f$\bar{w}_n\f$ the sum of the \f$n\f$ first weights \f$w_i\f$.
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename VariateType, typename VariateTag>
|
||||
struct weighted_covariance_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Weight, typename numeric::functional::average<Sample, std::size_t>::result_type>::result_type weighted_sample_type;
|
||||
typedef typename numeric::functional::multiplies<Weight, typename numeric::functional::average<VariateType, std::size_t>::result_type>::result_type weighted_variate_type;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::outer_product<weighted_sample_type, weighted_variate_type>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_covariance_impl(Args const &args)
|
||||
: cov_(
|
||||
numeric::outer_product(
|
||||
numeric::average(args[sample | Sample()], (std::size_t)1)
|
||||
* numeric::one<Weight>::value
|
||||
, numeric::average(args[parameter::keyword<VariateTag>::get() | VariateType()], (std::size_t)1)
|
||||
* numeric::one<Weight>::value
|
||||
)
|
||||
)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
if (cnt > 1)
|
||||
{
|
||||
extractor<tag::weighted_mean_of_variates<VariateType, VariateTag> > const some_weighted_mean_of_variates = {};
|
||||
|
||||
this->cov_ = this->cov_ * (sum_of_weights(args) - args[weight]) / sum_of_weights(args)
|
||||
+ numeric::outer_product(
|
||||
some_weighted_mean_of_variates(args) - args[parameter::keyword<VariateTag>::get()]
|
||||
, weighted_mean(args) - args[sample]
|
||||
) * args[weight] / (sum_of_weights(args) - args[weight]);
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->cov_;
|
||||
}
|
||||
|
||||
private:
|
||||
result_type cov_;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_covariance
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct weighted_covariance
|
||||
: depends_on<count, sum_of_weights, weighted_mean, weighted_mean_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
typedef accumulators::impl::weighted_covariance_impl<mpl::_1, mpl::_2, VariateType, VariateTag> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_covariance
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_covariance> const weighted_covariance = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_covariance)
|
||||
}
|
||||
|
||||
using extract::weighted_covariance;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,221 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_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_WEIGHTED_DENSITY_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_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/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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/sum.hpp>
|
||||
#include <boost/accumulators/statistics/max.hpp>
|
||||
#include <boost/accumulators/statistics/min.hpp>
|
||||
#include <boost/accumulators/statistics/density.hpp> // for named parameters density_cache_size and density_num_bins
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_density_impl
|
||||
// density histogram for weighted samples
|
||||
/**
|
||||
@brief Histogram density estimator for weighted samples
|
||||
|
||||
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
|
||||
returned, where each pair contains the position of the bin (lower bound) and the sum of the weights (normalized with the
|
||||
sum of all weights).
|
||||
|
||||
@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, typename Weight>
|
||||
struct weighted_density_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Weight, 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>
|
||||
weighted_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::average(args[sample | Sample()],(std::size_t)1)
|
||||
, numeric::average(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] = std::make_pair(args[sample], args[weight]);
|
||||
}
|
||||
|
||||
// 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 an under- and an overflow bin.
|
||||
// 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::average((min)(args),(std::size_t)1);
|
||||
float_type maximum = numeric::average((max)(args),(std::size_t)1);
|
||||
float_type bin_size = numeric::average(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 histogram_type::const_iterator iter = this->cache.begin(); iter != this->cache.end(); ++iter)
|
||||
{
|
||||
if (iter->first < this->bin_positions[1])
|
||||
{
|
||||
this->samples_in_bin[0] += iter->second;
|
||||
}
|
||||
else if (iter->first >= this->bin_positions[this->num_bins + 1])
|
||||
{
|
||||
this->samples_in_bin[this->num_bins + 1] += iter->second;
|
||||
}
|
||||
else
|
||||
{
|
||||
typename array_type::iterator it = std::upper_bound(
|
||||
this->bin_positions.begin()
|
||||
, this->bin_positions.end()
|
||||
, iter->first
|
||||
);
|
||||
|
||||
std::size_t d = std::distance(this->bin_positions.begin(), it);
|
||||
this->samples_in_bin[d - 1] += iter->second;
|
||||
}
|
||||
}
|
||||
}
|
||||
// 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] += args[weight];
|
||||
}
|
||||
else if (args[sample] >= this->bin_positions[this->num_bins + 1])
|
||||
{
|
||||
this->samples_in_bin[this->num_bins + 1] += args[weight];
|
||||
}
|
||||
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] += args[weight];
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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::average(this->samples_in_bin[i], sum_of_weights(args)));
|
||||
}
|
||||
}
|
||||
|
||||
// returns a range of pairs
|
||||
return make_iterator_range(this->histogram);
|
||||
}
|
||||
|
||||
private:
|
||||
std::size_t cache_size; // number of cached samples
|
||||
histogram_type cache; // cache to store the first cache_size samples with their weights as std::pair
|
||||
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::weighted_density
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_density
|
||||
: depends_on<count, sum_of_weights, min, max>
|
||||
, density_cache_size
|
||||
, density_num_bins
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_density_impl<mpl::_1, mpl::_2> impl;
|
||||
|
||||
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
|
||||
static boost::parameter::keyword<density_cache_size> const cache_size;
|
||||
static boost::parameter::keyword<density_num_bins> const num_bins;
|
||||
#endif
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_density
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::density> const weighted_density = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_density)
|
||||
}
|
||||
|
||||
using extract::weighted_density;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,290 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_extended_p_square.hpp
|
||||
//
|
||||
// Copyright 2005 Daniel Egloff. 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_WEIGHTED_EXTENDED_P_SQUARE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_EXTENDED_P_SQUARE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <functional>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/iterator/transform_iterator.hpp>
|
||||
#include <boost/iterator/counting_iterator.hpp>
|
||||
#include <boost/iterator/permutation_iterator.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.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/sum.hpp>
|
||||
#include <boost/accumulators/statistics/times2_iterator.hpp>
|
||||
#include <boost/accumulators/statistics/extended_p_square.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_extended_p_square_impl
|
||||
// multiple quantile estimation with weighted samples
|
||||
/**
|
||||
@brief Multiple quantile estimation with the extended \f$P^2\f$ algorithm for weighted samples
|
||||
|
||||
This version of the extended \f$P^2\f$ algorithm extends the extended \f$P^2\f$ algorithm to
|
||||
support weighted samples. The extended \f$P^2\f$ algorithm dynamically estimates several
|
||||
quantiles without storing samples. Assume that \f$m\f$ quantiles
|
||||
\f$\xi_{p_1}, \ldots, \xi_{p_m}\f$ are to be estimated. Instead of storing the whole sample
|
||||
cumulative distribution, the algorithm maintains only \f$m+2\f$ principal markers and
|
||||
\f$m+1\f$ middle markers, whose positions are updated with each sample and whose heights
|
||||
are adjusted (if necessary) using a piecewise-parablic formula. The heights of the principal
|
||||
markers are the current estimates of the quantiles and are returned as an iterator range.
|
||||
|
||||
For further details, see
|
||||
|
||||
K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49,
|
||||
Number 4 (October), 1986, p. 159-164.
|
||||
|
||||
The extended \f$ P^2 \f$ algorithm generalizess the \f$ P^2 \f$ algorithm of
|
||||
|
||||
R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
|
||||
histograms without storing observations, Communications of the ACM,
|
||||
Volume 28 (October), Number 10, 1985, p. 1076-1085.
|
||||
|
||||
@param extended_p_square_probabilities A vector of quantile probabilities.
|
||||
*/
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_extended_p_square_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
typedef typename numeric::functional::average<weighted_sample, std::size_t>::result_type float_type;
|
||||
typedef std::vector<float_type> array_type;
|
||||
// for boost::result_of
|
||||
typedef iterator_range<
|
||||
detail::lvalue_index_iterator<
|
||||
permutation_iterator<
|
||||
typename array_type::const_iterator
|
||||
, detail::times2_iterator
|
||||
>
|
||||
>
|
||||
> result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_extended_p_square_impl(Args const &args)
|
||||
: probabilities(
|
||||
boost::begin(args[extended_p_square_probabilities])
|
||||
, boost::end(args[extended_p_square_probabilities])
|
||||
)
|
||||
, heights(2 * probabilities.size() + 3)
|
||||
, actual_positions(heights.size())
|
||||
, desired_positions(heights.size())
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
std::size_t sample_cell = 1; // k
|
||||
std::size_t num_quantiles = this->probabilities.size();
|
||||
|
||||
// m+2 principal markers and m+1 middle markers
|
||||
std::size_t num_markers = 2 * num_quantiles + 3;
|
||||
|
||||
// first accumulate num_markers samples
|
||||
if(cnt <= num_markers)
|
||||
{
|
||||
this->heights[cnt - 1] = args[sample];
|
||||
this->actual_positions[cnt - 1] = args[weight];
|
||||
|
||||
// complete the initialization of heights (and actual_positions) by sorting
|
||||
if(cnt == num_markers)
|
||||
{
|
||||
// TODO: we need to sort the initial samples (in heights) in ascending order and
|
||||
// sort their weights (in actual_positions) the same way. The following lines do
|
||||
// it, but there must be a better and more efficient way of doing this.
|
||||
typename array_type::iterator it_begin, it_end, it_min;
|
||||
|
||||
it_begin = this->heights.begin();
|
||||
it_end = this->heights.end();
|
||||
|
||||
std::size_t pos = 0;
|
||||
|
||||
while (it_begin != it_end)
|
||||
{
|
||||
it_min = std::min_element(it_begin, it_end);
|
||||
std::size_t d = std::distance(it_begin, it_min);
|
||||
std::swap(*it_begin, *it_min);
|
||||
std::swap(this->actual_positions[pos], this->actual_positions[pos + d]);
|
||||
++it_begin;
|
||||
++pos;
|
||||
}
|
||||
|
||||
// calculate correct initial actual positions
|
||||
for (std::size_t i = 1; i < num_markers; ++i)
|
||||
{
|
||||
actual_positions[i] += actual_positions[i - 1];
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(args[sample] < this->heights[0])
|
||||
{
|
||||
this->heights[0] = args[sample];
|
||||
this->actual_positions[0] = args[weight];
|
||||
sample_cell = 1;
|
||||
}
|
||||
else if(args[sample] >= this->heights[num_markers - 1])
|
||||
{
|
||||
this->heights[num_markers - 1] = args[sample];
|
||||
sample_cell = num_markers - 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
// find cell k = sample_cell such that heights[k-1] <= sample < heights[k]
|
||||
|
||||
typedef typename array_type::iterator iterator;
|
||||
iterator it = std::upper_bound(
|
||||
this->heights.begin()
|
||||
, this->heights.end()
|
||||
, args[sample]
|
||||
);
|
||||
|
||||
sample_cell = std::distance(this->heights.begin(), it);
|
||||
}
|
||||
|
||||
// update actual position of all markers above sample_cell
|
||||
for(std::size_t i = sample_cell; i < num_markers; ++i)
|
||||
{
|
||||
this->actual_positions[i] += args[weight];
|
||||
}
|
||||
|
||||
// compute desired positions
|
||||
{
|
||||
this->desired_positions[0] = this->actual_positions[0];
|
||||
this->desired_positions[num_markers - 1] = sum_of_weights(args);
|
||||
this->desired_positions[1] = (sum_of_weights(args) - this->actual_positions[0]) * probabilities[0]
|
||||
/ 2. + this->actual_positions[0];
|
||||
this->desired_positions[num_markers - 2] = (sum_of_weights(args) - this->actual_positions[0])
|
||||
* (probabilities[num_quantiles - 1] + 1.)
|
||||
/ 2. + this->actual_positions[0];
|
||||
|
||||
for (std::size_t i = 0; i < num_quantiles; ++i)
|
||||
{
|
||||
this->desired_positions[2 * i + 2] = (sum_of_weights(args) - this->actual_positions[0])
|
||||
* probabilities[i] + this->actual_positions[0];
|
||||
}
|
||||
|
||||
for (std::size_t i = 1; i < num_quantiles; ++i)
|
||||
{
|
||||
this->desired_positions[2 * i + 1] = (sum_of_weights(args) - this->actual_positions[0])
|
||||
* (probabilities[i - 1] + probabilities[i])
|
||||
/ 2. + this->actual_positions[0];
|
||||
}
|
||||
}
|
||||
|
||||
// adjust heights and actual_positions of markers 1 to num_markers - 2 if necessary
|
||||
for (std::size_t i = 1; i <= num_markers - 2; ++i)
|
||||
{
|
||||
// offset to desired position
|
||||
float_type d = this->desired_positions[i] - this->actual_positions[i];
|
||||
|
||||
// offset to next position
|
||||
float_type dp = this->actual_positions[i + 1] - this->actual_positions[i];
|
||||
|
||||
// offset to previous position
|
||||
float_type dm = this->actual_positions[i - 1] - this->actual_positions[i];
|
||||
|
||||
// height ds
|
||||
float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
|
||||
float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
|
||||
|
||||
if((d >= 1 && dp > 1) || (d <= -1 && dm < -1))
|
||||
{
|
||||
short sign_d = static_cast<short>(d / std::abs(d));
|
||||
|
||||
float_type h = this->heights[i] + sign_d / (dp - dm) * ((sign_d - dm)*hp + (dp - sign_d) * hm);
|
||||
|
||||
// try adjusting heights[i] using p-squared formula
|
||||
if(this->heights[i - 1] < h && h < this->heights[i + 1])
|
||||
{
|
||||
this->heights[i] = h;
|
||||
}
|
||||
else
|
||||
{
|
||||
// use linear formula
|
||||
if(d > 0)
|
||||
{
|
||||
this->heights[i] += hp;
|
||||
}
|
||||
if(d < 0)
|
||||
{
|
||||
this->heights[i] -= hm;
|
||||
}
|
||||
}
|
||||
this->actual_positions[i] += sign_d;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
// for i in [1,probabilities.size()], return heights[i * 2]
|
||||
detail::times2_iterator idx_begin = detail::make_times2_iterator(1);
|
||||
detail::times2_iterator idx_end = detail::make_times2_iterator(this->probabilities.size() + 1);
|
||||
|
||||
return result_type(
|
||||
make_permutation_iterator(this->heights.begin(), idx_begin)
|
||||
, make_permutation_iterator(this->heights.begin(), idx_end)
|
||||
);
|
||||
}
|
||||
|
||||
private:
|
||||
array_type probabilities; // the quantile probabilities
|
||||
array_type heights; // q_i
|
||||
array_type actual_positions; // n_i
|
||||
array_type desired_positions; // d_i
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_extended_p_square
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_extended_p_square
|
||||
: depends_on<count, sum_of_weights>
|
||||
, extended_p_square_probabilities
|
||||
{
|
||||
typedef accumulators::impl::weighted_extended_p_square_impl<mpl::_1, mpl::_2> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_extended_p_square
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::weighted_extended_p_square> const weighted_extended_p_square = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_extended_p_square)
|
||||
}
|
||||
|
||||
using extract::weighted_extended_p_square;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,105 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_kurtosis.hpp
|
||||
//
|
||||
// Copyright 2006 Olivier Gygi, Daniel Egloff. 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_WEIGHTED_KURTOSIS_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_KURTOSIS_HPP_EAN_28_10_2005
|
||||
|
||||
#include <limits>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_moment.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_mean.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_kurtosis_impl
|
||||
/**
|
||||
@brief Kurtosis estimation for weighted samples
|
||||
|
||||
The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central
|
||||
moment (the variance) of the samples, minus 3. The term \f$ -3 \f$ is added in order to ensure that the normal distribution
|
||||
has zero kurtosis. The kurtosis can also be expressed by the simple moments:
|
||||
|
||||
\f[
|
||||
\hat{g}_2 =
|
||||
\frac
|
||||
{\widehat{m}_n^{(4)}-4\widehat{m}_n^{(3)}\hat{\mu}_n+6\widehat{m}_n^{(2)}\hat{\mu}_n^2-3\hat{\mu}_n^4}
|
||||
{\left(\widehat{m}_n^{(2)} - \hat{\mu}_n^{2}\right)^2} - 3,
|
||||
\f]
|
||||
|
||||
where \f$ \widehat{m}_n^{(i)} \f$ are the \f$ i \f$-th moment and \f$ \hat{\mu}_n \f$ the mean (first moment) of the
|
||||
\f$ n \f$ samples.
|
||||
|
||||
The kurtosis estimator for weighted samples is formally identical to the estimator for unweighted samples, except that
|
||||
the weighted counterparts of all measures it depends on are to be taken.
|
||||
*/
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_kurtosis_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, weighted_sample>::result_type result_type;
|
||||
|
||||
weighted_kurtosis_impl(dont_care)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return numeric::average(
|
||||
accumulators::weighted_moment<4>(args)
|
||||
- 4. * accumulators::weighted_moment<3>(args) * weighted_mean(args)
|
||||
+ 6. * accumulators::weighted_moment<2>(args) * weighted_mean(args) * weighted_mean(args)
|
||||
- 3. * weighted_mean(args) * weighted_mean(args) * weighted_mean(args) * weighted_mean(args)
|
||||
, ( accumulators::weighted_moment<2>(args) - weighted_mean(args) * weighted_mean(args) )
|
||||
* ( accumulators::weighted_moment<2>(args) - weighted_mean(args) * weighted_mean(args) )
|
||||
) - 3.;
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_kurtosis
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_kurtosis
|
||||
: depends_on<weighted_mean, weighted_moment<2>, weighted_moment<3>, weighted_moment<4> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_kurtosis_impl<mpl::_1, mpl::_2> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_kurtosis
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::weighted_kurtosis> const weighted_kurtosis = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_kurtosis)
|
||||
}
|
||||
|
||||
using extract::weighted_kurtosis;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,189 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_mean.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_WEIGHTED_MEAN_HPP_EAN_03_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MEAN_HPP_EAN_03_11_2005
|
||||
|
||||
#include <boost/mpl/assert.hpp>
|
||||
#include <boost/mpl/eval_if.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.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/weights.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/sum.hpp>
|
||||
#include <boost/accumulators/statistics/mean.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_sum.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_mean_impl
|
||||
// lazy, by default
|
||||
template<typename Sample, typename Weight, typename Tag>
|
||||
struct weighted_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type;
|
||||
|
||||
weighted_mean_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
typedef
|
||||
typename mpl::if_<
|
||||
is_same<Tag, tag::sample>
|
||||
, tag::weighted_sum
|
||||
, tag::weighted_sum_of_variates<Sample, Tag>
|
||||
>::type
|
||||
weighted_sum_tag;
|
||||
|
||||
extractor<weighted_sum_tag> const some_weighted_sum = {};
|
||||
|
||||
return numeric::average(some_weighted_sum(args), sum_of_weights(args));
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// immediate_weighted_mean_impl
|
||||
// immediate
|
||||
template<typename Sample, typename Weight, typename Tag>
|
||||
struct immediate_weighted_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
immediate_weighted_mean_impl(Args const &args)
|
||||
: mean(
|
||||
numeric::average(
|
||||
args[parameter::keyword<Tag>::get() | Sample()]
|
||||
* numeric::one<Weight>::value
|
||||
, numeric::one<Weight>::value
|
||||
)
|
||||
)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
// Matthias:
|
||||
// need to pass the argument pack since the weight might be an external
|
||||
// accumulator set passed as a named parameter
|
||||
Weight w_sum = sum_of_weights(args);
|
||||
Weight w = args[weight];
|
||||
weighted_sample const &s = args[parameter::keyword<Tag>::get()] * w;
|
||||
this->mean = numeric::average(this->mean * (w_sum - w) + s, w_sum);
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->mean;
|
||||
}
|
||||
|
||||
private:
|
||||
result_type mean;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_mean
|
||||
// tag::immediate_weighted_mean
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_mean
|
||||
: depends_on<sum_of_weights, weighted_sum>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
|
||||
};
|
||||
struct immediate_weighted_mean
|
||||
: depends_on<sum_of_weights>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::immediate_weighted_mean_impl<mpl::_1, mpl::_2, tag::sample> impl;
|
||||
};
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct weighted_mean_of_variates
|
||||
: depends_on<sum_of_weights, weighted_sum_of_variates<VariateType, VariateTag> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
|
||||
};
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct immediate_weighted_mean_of_variates
|
||||
: depends_on<sum_of_weights>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::immediate_weighted_mean_impl<VariateType, mpl::_2, VariateTag> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_mean
|
||||
// extract::weighted_mean_of_variates
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::mean> const weighted_mean = {};
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_mean_of_variates, (typename)(typename))
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_mean)
|
||||
}
|
||||
|
||||
using extract::weighted_mean;
|
||||
using extract::weighted_mean_of_variates;
|
||||
|
||||
// weighted_mean(lazy) -> weighted_mean
|
||||
template<>
|
||||
struct as_feature<tag::weighted_mean(lazy)>
|
||||
{
|
||||
typedef tag::weighted_mean type;
|
||||
};
|
||||
|
||||
// weighted_mean(immediate) -> immediate_weighted_mean
|
||||
template<>
|
||||
struct as_feature<tag::weighted_mean(immediate)>
|
||||
{
|
||||
typedef tag::immediate_weighted_mean type;
|
||||
};
|
||||
|
||||
// weighted_mean_of_variates<VariateType, VariateTag>(lazy) -> weighted_mean_of_variates<VariateType, VariateTag>
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(lazy)>
|
||||
{
|
||||
typedef tag::weighted_mean_of_variates<VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
// weighted_mean_of_variates<VariateType, VariateTag>(immediate) -> immediate_weighted_mean_of_variates<VariateType, VariateTag>
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::weighted_mean_of_variates<VariateType, VariateTag>(immediate)>
|
||||
{
|
||||
typedef tag::immediate_weighted_mean_of_variates<VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,237 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_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_WEIGHTED_MEDIAN_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_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/median.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_p_square_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_density.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_median_impl
|
||||
//
|
||||
/**
|
||||
@brief Median estimation for weighted samples based on the \f$P^2\f$ quantile estimator
|
||||
|
||||
The \f$P^2\f$ algorithm for weighted samples is invoked with a quantile probability of 0.5.
|
||||
*/
|
||||
template<typename Sample>
|
||||
struct weighted_median_impl
|
||||
: accumulator_base
|
||||
{
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<Sample, std::size_t>::result_type result_type;
|
||||
|
||||
weighted_median_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return weighted_p_square_quantile_for_median(args);
|
||||
}
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// with_density_weighted_median_impl
|
||||
//
|
||||
/**
|
||||
@brief Median estimation for weighted samples 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_weighted_median_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<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_weighted_median_impl(Args const &args)
|
||||
: sum(numeric::average(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 = weighted_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::average(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_weighted_median_impl
|
||||
//
|
||||
/**
|
||||
@brief Median estimation for weighted samples 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, typename Weight>
|
||||
struct with_p_square_cumulative_distribution_weighted_median_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
typedef typename numeric::functional::average<weighted_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_weighted_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 = weighted_p_square_cumulative_distribution(args);
|
||||
typename range_type::iterator it = histogram.begin();
|
||||
while (it->second < 0.5)
|
||||
{
|
||||
++it;
|
||||
}
|
||||
float_type over = numeric::average(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::weighted_median
|
||||
// tag::with_density_weighted_median
|
||||
// tag::with_p_square_cumulative_distribution_weighted_median
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_median
|
||||
: depends_on<weighted_p_square_quantile_for_median>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_median_impl<mpl::_1> impl;
|
||||
};
|
||||
struct with_density_weighted_median
|
||||
: depends_on<count, weighted_density>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::with_density_weighted_median_impl<mpl::_1> impl;
|
||||
};
|
||||
struct with_p_square_cumulative_distribution_weighted_median
|
||||
: depends_on<weighted_p_square_cumulative_distribution>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::with_p_square_cumulative_distribution_weighted_median_impl<mpl::_1, mpl::_2> impl;
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_median
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::median> const weighted_median = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_median)
|
||||
}
|
||||
|
||||
using extract::weighted_median;
|
||||
// weighted_median(with_p_square_quantile) -> weighted_median
|
||||
template<>
|
||||
struct as_feature<tag::weighted_median(with_p_square_quantile)>
|
||||
{
|
||||
typedef tag::weighted_median type;
|
||||
};
|
||||
|
||||
// weighted_median(with_density) -> with_density_weighted_median
|
||||
template<>
|
||||
struct as_feature<tag::weighted_median(with_density)>
|
||||
{
|
||||
typedef tag::with_density_weighted_median type;
|
||||
};
|
||||
|
||||
// weighted_median(with_p_square_cumulative_distribution) -> with_p_square_cumulative_distribution_weighted_median
|
||||
template<>
|
||||
struct as_feature<tag::weighted_median(with_p_square_cumulative_distribution)>
|
||||
{
|
||||
typedef tag::with_p_square_cumulative_distribution_weighted_median type;
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,96 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_moment.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_WEIGHTED_MOMENT_HPP_EAN_15_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_MOMENT_HPP_EAN_15_11_2005
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <boost/mpl/int.hpp>
|
||||
#include <boost/mpl/assert.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/preprocessor/arithmetic/inc.hpp>
|
||||
#include <boost/preprocessor/repetition/repeat_from_to.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_trailing_params.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_trailing_binary_params.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/moment.hpp> // for pow()
|
||||
#include <boost/accumulators/statistics/sum.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_moment_impl
|
||||
template<typename N, typename Sample, typename Weight>
|
||||
struct weighted_moment_impl
|
||||
: accumulator_base // TODO: also depends_on sum of powers
|
||||
{
|
||||
BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_moment_impl(Args const &args)
|
||||
: sum(args[sample | Sample()] * numeric::one<Weight>::value)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
this->sum += args[weight] * numeric::pow(args[sample], N());
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return numeric::average(this->sum, sum_of_weights(args));
|
||||
}
|
||||
|
||||
private:
|
||||
weighted_sample sum;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_moment
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<int N>
|
||||
struct weighted_moment
|
||||
: depends_on<count, sum_of_weights>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_moment_impl<mpl::int_<N>, mpl::_1, mpl::_2> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_moment
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, weighted_moment, (int))
|
||||
}
|
||||
|
||||
using extract::weighted_moment;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,262 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_p_square_cumulative_distribution.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_WEIGHTED_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_P_SQUARE_CUMULATIVE_DISTRIBUTION_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <functional>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/sum.hpp>
|
||||
#include <boost/accumulators/statistics/p_square_cumulative_distribution.hpp> // for named parameter p_square_cumulative_distribution_num_cells
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_p_square_cumulative_distribution_impl
|
||||
// cumulative distribution calculation (as histogram)
|
||||
/**
|
||||
@brief Histogram calculation of the cumulative distribution with the \f$P^2\f$ algorithm for weighted samples
|
||||
|
||||
A histogram of the sample cumulative distribution is computed dynamically without storing samples
|
||||
based on the \f$ P^2 \f$ algorithm for weighted samples. The returned histogram has a specifiable
|
||||
amount (num_cells) equiprobable (and not equal-sized) cells.
|
||||
|
||||
Note that applying importance sampling results in regions to be more and other regions to be less
|
||||
accurately estimated than without importance sampling, i.e., with unweighted samples.
|
||||
|
||||
For further details, see
|
||||
|
||||
R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
|
||||
histograms without storing observations, Communications of the ACM,
|
||||
Volume 28 (October), Number 10, 1985, p. 1076-1085.
|
||||
|
||||
@param p_square_cumulative_distribution_num_cells
|
||||
*/
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_p_square_cumulative_distribution_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
typedef typename numeric::functional::average<weighted_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>
|
||||
weighted_p_square_cumulative_distribution_impl(Args const &args)
|
||||
: num_cells(args[p_square_cumulative_distribution_num_cells])
|
||||
, heights(num_cells + 1)
|
||||
, actual_positions(num_cells + 1)
|
||||
, desired_positions(num_cells + 1)
|
||||
, histogram(num_cells + 1)
|
||||
, is_dirty(true)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
this->is_dirty = true;
|
||||
|
||||
std::size_t cnt = count(args);
|
||||
std::size_t sample_cell = 1; // k
|
||||
std::size_t b = this->num_cells;
|
||||
|
||||
// accumulate num_cells + 1 first samples
|
||||
if (cnt <= b + 1)
|
||||
{
|
||||
this->heights[cnt - 1] = args[sample];
|
||||
this->actual_positions[cnt - 1] = args[weight];
|
||||
|
||||
// complete the initialization of heights by sorting
|
||||
if (cnt == b + 1)
|
||||
{
|
||||
//std::sort(this->heights.begin(), this->heights.end());
|
||||
|
||||
// TODO: we need to sort the initial samples (in heights) in ascending order and
|
||||
// sort their weights (in actual_positions) the same way. The following lines do
|
||||
// it, but there must be a better and more efficient way of doing this.
|
||||
typename array_type::iterator it_begin, it_end, it_min;
|
||||
|
||||
it_begin = this->heights.begin();
|
||||
it_end = this->heights.end();
|
||||
|
||||
std::size_t pos = 0;
|
||||
|
||||
while (it_begin != it_end)
|
||||
{
|
||||
it_min = std::min_element(it_begin, it_end);
|
||||
std::size_t d = std::distance(it_begin, it_min);
|
||||
std::swap(*it_begin, *it_min);
|
||||
std::swap(this->actual_positions[pos], this->actual_positions[pos + d]);
|
||||
++it_begin;
|
||||
++pos;
|
||||
}
|
||||
|
||||
// calculate correct initial actual positions
|
||||
for (std::size_t i = 1; i < b; ++i)
|
||||
{
|
||||
this->actual_positions[i] += this->actual_positions[i - 1];
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// find cell k such that heights[k-1] <= args[sample] < heights[k] and adjust extreme values
|
||||
if (args[sample] < this->heights[0])
|
||||
{
|
||||
this->heights[0] = args[sample];
|
||||
this->actual_positions[0] = args[weight];
|
||||
sample_cell = 1;
|
||||
}
|
||||
else if (this->heights[b] <= args[sample])
|
||||
{
|
||||
this->heights[b] = args[sample];
|
||||
sample_cell = b;
|
||||
}
|
||||
else
|
||||
{
|
||||
typename array_type::iterator it;
|
||||
it = std::upper_bound(
|
||||
this->heights.begin()
|
||||
, this->heights.end()
|
||||
, args[sample]
|
||||
);
|
||||
|
||||
sample_cell = std::distance(this->heights.begin(), it);
|
||||
}
|
||||
|
||||
// increment positions of markers above sample_cell
|
||||
for (std::size_t i = sample_cell; i < b + 1; ++i)
|
||||
{
|
||||
this->actual_positions[i] += args[weight];
|
||||
}
|
||||
|
||||
// determine desired marker positions
|
||||
for (std::size_t i = 1; i < b + 1; ++i)
|
||||
{
|
||||
this->desired_positions[i] = this->actual_positions[0]
|
||||
+ numeric::average((i-1) * (sum_of_weights(args) - this->actual_positions[0]), b);
|
||||
}
|
||||
|
||||
// adjust heights of markers 2 to num_cells if necessary
|
||||
for (std::size_t i = 1; i < b; ++i)
|
||||
{
|
||||
// offset to desire position
|
||||
float_type d = this->desired_positions[i] - this->actual_positions[i];
|
||||
|
||||
// offset to next position
|
||||
float_type dp = this->actual_positions[i + 1] - this->actual_positions[i];
|
||||
|
||||
// offset to previous position
|
||||
float_type dm = this->actual_positions[i - 1] - this->actual_positions[i];
|
||||
|
||||
// height ds
|
||||
float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
|
||||
float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
|
||||
|
||||
if ( ( d >= 1. && dp > 1. ) || ( d <= -1. && dm < -1. ) )
|
||||
{
|
||||
short sign_d = static_cast<short>(d / std::abs(d));
|
||||
|
||||
// try adjusting heights[i] using p-squared formula
|
||||
float_type h = this->heights[i] + sign_d / (dp - dm) * ( (sign_d - dm) * hp + (dp - sign_d) * hm );
|
||||
|
||||
if ( this->heights[i - 1] < h && h < this->heights[i + 1] )
|
||||
{
|
||||
this->heights[i] = h;
|
||||
}
|
||||
else
|
||||
{
|
||||
// use linear formula
|
||||
if (d>0)
|
||||
{
|
||||
this->heights[i] += hp;
|
||||
}
|
||||
if (d<0)
|
||||
{
|
||||
this->heights[i] -= hm;
|
||||
}
|
||||
}
|
||||
this->actual_positions[i] += sign_d;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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 heights[i] (x-axis of histogram) and
|
||||
// actual_positions[i] / sum_of_weights (y-axis of histogram)
|
||||
|
||||
for (std::size_t i = 0; i < this->histogram.size(); ++i)
|
||||
{
|
||||
this->histogram[i] = std::make_pair(this->heights[i], numeric::average(this->actual_positions[i], sum_of_weights(args)));
|
||||
}
|
||||
}
|
||||
|
||||
return make_iterator_range(this->histogram);
|
||||
}
|
||||
|
||||
private:
|
||||
std::size_t num_cells; // number of cells b
|
||||
array_type heights; // q_i
|
||||
array_type actual_positions; // n_i
|
||||
array_type desired_positions; // n'_i
|
||||
mutable histogram_type histogram; // histogram
|
||||
mutable bool is_dirty;
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_p_square_cumulative_distribution
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_p_square_cumulative_distribution
|
||||
: depends_on<count, sum_of_weights>
|
||||
, p_square_cumulative_distribution_num_cells
|
||||
{
|
||||
typedef accumulators::impl::weighted_p_square_cumulative_distribution_impl<mpl::_1, mpl::_2> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_p_square_cumulative_distribution
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::weighted_p_square_cumulative_distribution> const weighted_p_square_cumulative_distribution = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_p_square_cumulative_distribution)
|
||||
}
|
||||
|
||||
using extract::weighted_p_square_cumulative_distribution;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,254 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_p_square_quantile.hpp
|
||||
//
|
||||
// Copyright 2005 Daniel Egloff. 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_WEIGHTED_P_SQUARE_QUANTILE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_P_SQUARE_QUANTILE_HPP_DE_01_01_2006
|
||||
|
||||
#include <functional>
|
||||
#include <boost/array.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.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/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/count.hpp>
|
||||
#include <boost/accumulators/statistics/sum.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl {
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_p_square_quantile_impl
|
||||
// single quantile estimation with weighted samples
|
||||
/**
|
||||
@brief Single quantile estimation with the \f$P^2\f$ algorithm for weighted samples
|
||||
|
||||
This version of the \f$P^2\f$ algorithm extends the \f$P^2\f$ algorithm to support weighted samples.
|
||||
The \f$P^2\f$ algorithm estimates a quantile dynamically without storing samples. Instead of
|
||||
storing the whole sample cumulative distribution, only five points (markers) are stored. The heights
|
||||
of these markers are the minimum and the maximum of the samples and the current estimates of the
|
||||
\f$(p/2)\f$-, \f$p\f$ - and \f$(1+p)/2\f$ -quantiles. Their positions are equal to the number
|
||||
of samples that are smaller or equal to the markers. Each time a new sample is added, the
|
||||
positions of the markers are updated and if necessary their heights are adjusted using a piecewise-
|
||||
parabolic formula.
|
||||
|
||||
For further details, see
|
||||
|
||||
R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
|
||||
histograms without storing observations, Communications of the ACM,
|
||||
Volume 28 (October), Number 10, 1985, p. 1076-1085.
|
||||
|
||||
@param quantile_probability
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename Impl>
|
||||
struct weighted_p_square_quantile_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
typedef typename numeric::functional::average<weighted_sample, std::size_t>::result_type float_type;
|
||||
typedef array<float_type, 5> array_type;
|
||||
// for boost::result_of
|
||||
typedef float_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_p_square_quantile_impl(Args const &args)
|
||||
: p(is_same<Impl, for_median>::value ? 0.5 : args[quantile_probability | 0.5])
|
||||
, heights()
|
||||
, actual_positions()
|
||||
, desired_positions()
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
// accumulate 5 first samples
|
||||
if (cnt <= 5)
|
||||
{
|
||||
this->heights[cnt - 1] = args[sample];
|
||||
|
||||
// In this initialization phase, actual_positions stores the weights of the
|
||||
// inital samples that are needed at the end of the initialization phase to
|
||||
// compute the correct initial positions of the markers.
|
||||
this->actual_positions[cnt - 1] = args[weight];
|
||||
|
||||
// complete the initialization of heights and actual_positions by sorting
|
||||
if (cnt == 5)
|
||||
{
|
||||
// TODO: we need to sort the initial samples (in heights) in ascending order and
|
||||
// sort their weights (in actual_positions) the same way. The following lines do
|
||||
// it, but there must be a better and more efficient way of doing this.
|
||||
typename array_type::iterator it_begin, it_end, it_min;
|
||||
|
||||
it_begin = this->heights.begin();
|
||||
it_end = this->heights.end();
|
||||
|
||||
std::size_t pos = 0;
|
||||
|
||||
while (it_begin != it_end)
|
||||
{
|
||||
it_min = std::min_element(it_begin, it_end);
|
||||
std::size_t d = std::distance(it_begin, it_min);
|
||||
std::swap(*it_begin, *it_min);
|
||||
std::swap(this->actual_positions[pos], this->actual_positions[pos + d]);
|
||||
++it_begin;
|
||||
++pos;
|
||||
}
|
||||
|
||||
// calculate correct initial actual positions
|
||||
for (std::size_t i = 1; i < 5; ++i)
|
||||
{
|
||||
this->actual_positions[i] += this->actual_positions[i - 1];
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
std::size_t sample_cell = 1; // k
|
||||
|
||||
// find cell k such that heights[k-1] <= args[sample] < heights[k] and adjust extreme values
|
||||
if (args[sample] < this->heights[0])
|
||||
{
|
||||
this->heights[0] = args[sample];
|
||||
this->actual_positions[0] = args[weight];
|
||||
sample_cell = 1;
|
||||
}
|
||||
else if (this->heights[4] <= args[sample])
|
||||
{
|
||||
this->heights[4] = args[sample];
|
||||
sample_cell = 4;
|
||||
}
|
||||
else
|
||||
{
|
||||
typedef typename array_type::iterator iterator;
|
||||
iterator it = std::upper_bound(
|
||||
this->heights.begin()
|
||||
, this->heights.end()
|
||||
, args[sample]
|
||||
);
|
||||
|
||||
sample_cell = std::distance(this->heights.begin(), it);
|
||||
}
|
||||
|
||||
// increment positions of markers above sample_cell
|
||||
for (std::size_t i = sample_cell; i < 5; ++i)
|
||||
{
|
||||
this->actual_positions[i] += args[weight];
|
||||
}
|
||||
|
||||
// update desired positions for all markers
|
||||
this->desired_positions[0] = this->actual_positions[0];
|
||||
this->desired_positions[1] = (sum_of_weights(args) - this->actual_positions[0])
|
||||
* this->p/2. + this->actual_positions[0];
|
||||
this->desired_positions[2] = (sum_of_weights(args) - this->actual_positions[0])
|
||||
* this->p + this->actual_positions[0];
|
||||
this->desired_positions[3] = (sum_of_weights(args) - this->actual_positions[0])
|
||||
* (1. + this->p)/2. + this->actual_positions[0];
|
||||
this->desired_positions[4] = sum_of_weights(args);
|
||||
|
||||
// adjust height and actual positions of markers 1 to 3 if necessary
|
||||
for (std::size_t i = 1; i <= 3; ++i)
|
||||
{
|
||||
// offset to desired positions
|
||||
float_type d = this->desired_positions[i] - this->actual_positions[i];
|
||||
|
||||
// offset to next position
|
||||
float_type dp = this->actual_positions[i + 1] - this->actual_positions[i];
|
||||
|
||||
// offset to previous position
|
||||
float_type dm = this->actual_positions[i - 1] - this->actual_positions[i];
|
||||
|
||||
// height ds
|
||||
float_type hp = (this->heights[i + 1] - this->heights[i]) / dp;
|
||||
float_type hm = (this->heights[i - 1] - this->heights[i]) / dm;
|
||||
|
||||
if ( ( d >= 1. && dp > 1. ) || ( d <= -1. && dm < -1. ) )
|
||||
{
|
||||
short sign_d = static_cast<short>(d / std::abs(d));
|
||||
|
||||
// try adjusting heights[i] using p-squared formula
|
||||
float_type h = this->heights[i] + sign_d / (dp - dm) * ( (sign_d - dm) * hp + (dp - sign_d) * hm );
|
||||
|
||||
if ( this->heights[i - 1] < h && h < this->heights[i + 1] )
|
||||
{
|
||||
this->heights[i] = h;
|
||||
}
|
||||
else
|
||||
{
|
||||
// use linear formula
|
||||
if (d>0)
|
||||
{
|
||||
this->heights[i] += hp;
|
||||
}
|
||||
if (d<0)
|
||||
{
|
||||
this->heights[i] -= hm;
|
||||
}
|
||||
}
|
||||
this->actual_positions[i] += sign_d;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->heights[2];
|
||||
}
|
||||
|
||||
private:
|
||||
float_type p; // the quantile probability p
|
||||
array_type heights; // q_i
|
||||
array_type actual_positions; // n_i
|
||||
array_type desired_positions; // n'_i
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_p_square_quantile
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_p_square_quantile
|
||||
: depends_on<count, sum_of_weights>
|
||||
{
|
||||
typedef accumulators::impl::weighted_p_square_quantile_impl<mpl::_1, mpl::_2, regular> impl;
|
||||
};
|
||||
struct weighted_p_square_quantile_for_median
|
||||
: depends_on<count, sum_of_weights>
|
||||
{
|
||||
typedef accumulators::impl::weighted_p_square_quantile_impl<mpl::_1, mpl::_2, for_median> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_p_square_quantile
|
||||
// extract::weighted_p_square_quantile_for_median
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::weighted_p_square_quantile> const weighted_p_square_quantile = {};
|
||||
extractor<tag::weighted_p_square_quantile_for_median> const weighted_p_square_quantile_for_median = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_p_square_quantile)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_p_square_quantile_for_median)
|
||||
}
|
||||
|
||||
using extract::weighted_p_square_quantile;
|
||||
using extract::weighted_p_square_quantile_for_median;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,288 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_peaks_over_threshold.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_WEIGHTED_PEAKS_OVER_THRESHOLD_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_PEAKS_OVER_THRESHOLD_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <numeric>
|
||||
#include <functional>
|
||||
#include <boost/range.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/tuple/tuple.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.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/parameters/quantile_probability.hpp>
|
||||
#include <boost/accumulators/statistics/peaks_over_threshold.hpp> // for named parameters pot_threshold_value and pot_threshold_probability
|
||||
#include <boost/accumulators/statistics/sum.hpp>
|
||||
#include <boost/accumulators/statistics/tail_variate.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_peaks_over_threshold_impl
|
||||
// works with an explicit threshold value and does not depend on order statistics of weighted samples
|
||||
/**
|
||||
@brief Weighted Peaks over Threshold Method for Weighted Quantile and Weighted Tail Mean Estimation
|
||||
|
||||
@sa peaks_over_threshold_impl
|
||||
|
||||
@param quantile_probability
|
||||
@param pot_threshold_value
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct weighted_peaks_over_threshold_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Weight, Sample>::result_type weighted_sample;
|
||||
typedef typename numeric::functional::average<weighted_sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef boost::tuple<float_type, float_type, float_type> result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_peaks_over_threshold_impl(Args const &args)
|
||||
: sign_((is_same<LeftRight, left>::value) ? -1 : 1)
|
||||
, mu_(sign_ * numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, sigma2_(numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, w_sum_(numeric::average(args[weight | Weight()], (std::size_t)1))
|
||||
, threshold_(sign_ * args[pot_threshold_value])
|
||||
, fit_parameters_(boost::make_tuple(0., 0., 0.))
|
||||
, is_dirty_(true)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
this->is_dirty_ = true;
|
||||
|
||||
if (this->sign_ * args[sample] > this->threshold_)
|
||||
{
|
||||
this->mu_ += args[weight] * args[sample];
|
||||
this->sigma2_ += args[weight] * args[sample] * args[sample];
|
||||
this->w_sum_ += args[weight];
|
||||
}
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
if (this->is_dirty_)
|
||||
{
|
||||
this->is_dirty_ = false;
|
||||
|
||||
this->mu_ = this->sign_ * numeric::average(this->mu_, this->w_sum_);
|
||||
this->sigma2_ = numeric::average(this->sigma2_, this->w_sum_);
|
||||
this->sigma2_ -= this->mu_ * this->mu_;
|
||||
|
||||
float_type threshold_probability = numeric::average(sum_of_weights(args) - this->w_sum_, sum_of_weights(args));
|
||||
|
||||
float_type tmp = numeric::average(( this->mu_ - this->threshold_ )*( this->mu_ - this->threshold_ ), this->sigma2_);
|
||||
float_type xi_hat = 0.5 * ( 1. - tmp );
|
||||
float_type beta_hat = 0.5 * ( this->mu_ - this->threshold_ ) * ( 1. + tmp );
|
||||
float_type beta_bar = beta_hat * std::pow(1. - threshold_probability, xi_hat);
|
||||
float_type u_bar = this->threshold_ - beta_bar * ( std::pow(1. - threshold_probability, -xi_hat) - 1.)/xi_hat;
|
||||
this->fit_parameters_ = boost::make_tuple(u_bar, beta_bar, xi_hat);
|
||||
}
|
||||
|
||||
return this->fit_parameters_;
|
||||
}
|
||||
|
||||
private:
|
||||
short sign_; // for left tail fitting, mirror the extreme values
|
||||
mutable float_type mu_; // mean of samples above threshold
|
||||
mutable float_type sigma2_; // variance of samples above threshold
|
||||
mutable float_type w_sum_; // sum of weights of samples above threshold
|
||||
float_type threshold_;
|
||||
mutable result_type fit_parameters_; // boost::tuple that stores fit parameters
|
||||
mutable bool is_dirty_;
|
||||
};
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_peaks_over_threshold_prob_impl
|
||||
// determines threshold from a given threshold probability using order statistics
|
||||
/**
|
||||
@brief Peaks over Threshold Method for Quantile and Tail Mean Estimation
|
||||
|
||||
@sa weighted_peaks_over_threshold_impl
|
||||
|
||||
@param quantile_probability
|
||||
@param pot_threshold_probability
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct weighted_peaks_over_threshold_prob_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Weight, Sample>::result_type weighted_sample;
|
||||
typedef typename numeric::functional::average<weighted_sample, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef boost::tuple<float_type, float_type, float_type> result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_peaks_over_threshold_prob_impl(Args const &args)
|
||||
: sign_((is_same<LeftRight, left>::value) ? -1 : 1)
|
||||
, mu_(sign_ * numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, sigma2_(numeric::average(args[sample | Sample()], (std::size_t)1))
|
||||
, threshold_probability_(args[pot_threshold_probability])
|
||||
, fit_parameters_(boost::make_tuple(0., 0., 0.))
|
||||
, 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;
|
||||
|
||||
float_type threshold = sum_of_weights(args)
|
||||
* ( ( is_same<LeftRight, left>::value ) ? this->threshold_probability_ : 1. - this->threshold_probability_ );
|
||||
|
||||
std::size_t n = 0;
|
||||
Weight sum = Weight(0);
|
||||
|
||||
while (sum < threshold)
|
||||
{
|
||||
if (n < static_cast<std::size_t>(tail_weights(args).size()))
|
||||
{
|
||||
mu_ += *(tail_weights(args).begin() + n) * *(tail(args).begin() + n);
|
||||
sigma2_ += *(tail_weights(args).begin() + n) * *(tail(args).begin() + n) * (*(tail(args).begin() + n));
|
||||
sum += *(tail_weights(args).begin() + n);
|
||||
n++;
|
||||
}
|
||||
else
|
||||
{
|
||||
if (std::numeric_limits<float_type>::has_quiet_NaN)
|
||||
{
|
||||
return boost::make_tuple(
|
||||
std::numeric_limits<float_type>::quiet_NaN()
|
||||
, std::numeric_limits<float_type>::quiet_NaN()
|
||||
, std::numeric_limits<float_type>::quiet_NaN()
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
return boost::make_tuple(Sample(0), Sample(0), Sample(0));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
float_type u = *(tail(args).begin() + n - 1) * this->sign_;
|
||||
|
||||
|
||||
this->mu_ = this->sign_ * numeric::average(this->mu_, sum);
|
||||
this->sigma2_ = numeric::average(this->sigma2_, sum);
|
||||
this->sigma2_ -= this->mu_ * this->mu_;
|
||||
|
||||
if (is_same<LeftRight, left>::value)
|
||||
this->threshold_probability_ = 1. - this->threshold_probability_;
|
||||
|
||||
float_type tmp = numeric::average(( this->mu_ - u )*( this->mu_ - u ), this->sigma2_);
|
||||
float_type xi_hat = 0.5 * ( 1. - tmp );
|
||||
float_type beta_hat = 0.5 * ( this->mu_ - u ) * ( 1. + tmp );
|
||||
float_type beta_bar = beta_hat * std::pow(1. - threshold_probability_, xi_hat);
|
||||
float_type u_bar = u - beta_bar * ( std::pow(1. - threshold_probability_, -xi_hat) - 1.)/xi_hat;
|
||||
this->fit_parameters_ = boost::make_tuple(u_bar, beta_bar, xi_hat);
|
||||
|
||||
}
|
||||
|
||||
return this->fit_parameters_;
|
||||
}
|
||||
|
||||
private:
|
||||
short sign_; // for left tail fitting, mirror the extreme values
|
||||
mutable float_type mu_; // mean of samples above threshold u
|
||||
mutable float_type sigma2_; // variance of samples above threshold u
|
||||
mutable float_type threshold_probability_;
|
||||
mutable result_type fit_parameters_; // boost::tuple that stores fit parameters
|
||||
mutable bool is_dirty_;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_peaks_over_threshold
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct weighted_peaks_over_threshold
|
||||
: depends_on<sum_of_weights>
|
||||
, pot_threshold_value
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
typedef accumulators::impl::weighted_peaks_over_threshold_impl<mpl::_1, mpl::_2, LeftRight> impl;
|
||||
};
|
||||
|
||||
template<typename LeftRight>
|
||||
struct weighted_peaks_over_threshold_prob
|
||||
: depends_on<sum_of_weights, tail_weights<LeftRight> >
|
||||
, pot_threshold_probability
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
typedef accumulators::impl::weighted_peaks_over_threshold_prob_impl<mpl::_1, mpl::_2, LeftRight> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_peaks_over_threshold
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_peaks_over_threshold> const weighted_peaks_over_threshold = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_peaks_over_threshold)
|
||||
}
|
||||
|
||||
using extract::weighted_peaks_over_threshold;
|
||||
|
||||
// weighted_peaks_over_threshold<LeftRight>(with_threshold_value) -> weighted_peaks_over_threshold<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::weighted_peaks_over_threshold<LeftRight>(with_threshold_value)>
|
||||
{
|
||||
typedef tag::weighted_peaks_over_threshold<LeftRight> type;
|
||||
};
|
||||
|
||||
// weighted_peaks_over_threshold<LeftRight>(with_threshold_probability) -> weighted_peaks_over_threshold_prob<LeftRight>
|
||||
template<typename LeftRight>
|
||||
struct as_feature<tag::weighted_peaks_over_threshold<LeftRight>(with_threshold_probability)>
|
||||
{
|
||||
typedef tag::weighted_peaks_over_threshold_prob<LeftRight> type;
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,101 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_skewness.hpp
|
||||
//
|
||||
// Copyright 2006 Olivier Gygi, Daniel Egloff. 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_WEIGHTED_SKEWNESS_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SKEWNESS_HPP_EAN_28_10_2005
|
||||
|
||||
#include <limits>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_moment.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_mean.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_skewness_impl
|
||||
/**
|
||||
@brief Skewness estimation for weighted samples
|
||||
|
||||
The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the \f$ 3/2 \f$-th power $
|
||||
of the 2nd central moment (the variance) of the samples. The skewness can also be expressed by the simple moments:
|
||||
|
||||
\f[
|
||||
\hat{g}_1 =
|
||||
\frac
|
||||
{\widehat{m}_n^{(3)}-3\widehat{m}_n^{(2)}\hat{\mu}_n+2\hat{\mu}_n^3}
|
||||
{\left(\widehat{m}_n^{(2)} - \hat{\mu}_n^{2}\right)^{3/2}}
|
||||
\f]
|
||||
|
||||
where \f$ \widehat{m}_n^{(i)} \f$ are the \f$ i \f$-th moment and \f$ \hat{\mu}_n \f$ the mean (first moment) of the
|
||||
\f$ n \f$ samples.
|
||||
|
||||
The skewness estimator for weighted samples is formally identical to the estimator for unweighted samples, except that
|
||||
the weighted counterparts of all measures it depends on are to be taken.
|
||||
*/
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_skewness_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, weighted_sample>::result_type result_type;
|
||||
|
||||
weighted_skewness_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
return numeric::average(
|
||||
accumulators::weighted_moment<3>(args)
|
||||
- 3. * accumulators::weighted_moment<2>(args) * weighted_mean(args)
|
||||
+ 2. * weighted_mean(args) * weighted_mean(args) * weighted_mean(args)
|
||||
, ( accumulators::weighted_moment<2>(args) - weighted_mean(args) * weighted_mean(args) )
|
||||
* std::sqrt( accumulators::weighted_moment<2>(args) - weighted_mean(args) * weighted_mean(args) )
|
||||
);
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_skewness
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_skewness
|
||||
: depends_on<weighted_mean, weighted_moment<2>, weighted_moment<3> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_skewness_impl<mpl::_1, mpl::_2> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_skewness
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::weighted_skewness> const weighted_skewness = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_skewness)
|
||||
}
|
||||
|
||||
using extract::weighted_skewness;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,116 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_sum.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_WEIGHTED_SUM_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/mpl/placeholders.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/parameters/weight.hpp>
|
||||
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_sum_impl
|
||||
template<typename Sample, typename Weight, typename Tag>
|
||||
struct weighted_sum_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
|
||||
// for boost::result_of
|
||||
typedef weighted_sample result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_sum_impl(Args const &args)
|
||||
: weighted_sum_(
|
||||
args[parameter::keyword<Tag>::get() | Sample()]
|
||||
* numeric::one<Weight>::value
|
||||
)
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
// what about overflow?
|
||||
this->weighted_sum_ += args[parameter::keyword<Tag>::get()] * args[weight];
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->weighted_sum_;
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
weighted_sample weighted_sum_;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_sum
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct weighted_sum
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_sum_impl<mpl::_1, mpl::_2, tag::sample> impl;
|
||||
};
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct weighted_sum_of_variates
|
||||
: depends_on<>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_sum_impl<VariateType, mpl::_2, VariateTag> impl;
|
||||
};
|
||||
|
||||
struct abstract_weighted_sum_of_variates
|
||||
: depends_on<>
|
||||
{
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_sum
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::weighted_sum> const weighted_sum = {};
|
||||
extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates)
|
||||
}
|
||||
|
||||
using extract::weighted_sum;
|
||||
using extract::weighted_sum_of_variates;
|
||||
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct feature_of<tag::weighted_sum_of_variates<VariateType, VariateTag> >
|
||||
: feature_of<tag::abstract_weighted_sum_of_variates>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,169 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_tail_mean.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_WEIGHTED_TAIL_MEAN_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_MEAN_HPP_DE_01_01_2006
|
||||
|
||||
#include <numeric>
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <functional>
|
||||
#include <sstream>
|
||||
#include <stdexcept>
|
||||
#include <boost/throw_exception.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/tail_mean.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// coherent_weighted_tail_mean_impl
|
||||
//
|
||||
// TODO
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// non_coherent_weighted_tail_mean_impl
|
||||
//
|
||||
/**
|
||||
@brief Estimation of the (non-coherent) weighted tail mean based on order statistics (for both left and right tails)
|
||||
|
||||
|
||||
|
||||
An estimation of the non-coherent, weighted tail mean \f$\widehat{NCTM}_{n,\alpha}(X)\f$ is given by the weighted mean
|
||||
of the
|
||||
|
||||
\f[
|
||||
\lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
|
||||
\f]
|
||||
|
||||
smallest samples (left tail) or the weighted mean of the
|
||||
|
||||
\f[
|
||||
n + 1 - \rho = n + 1 - \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\}
|
||||
\f]
|
||||
|
||||
largest samples (right tail) above a quantile \f$\hat{q}_{\alpha}\f$ of level \f$\alpha\f$, \f$n\f$ being the total number of sample
|
||||
and \f$\bar{w}_n\f$ the sum of all \f$n\f$ weights:
|
||||
|
||||
\f[
|
||||
\widehat{NCTM}_{n,\alpha}^{\mathrm{left}}(X) = \frac{\sum_{i=1}^{\lambda} w_i X_{i:n}}{\sum_{i=1}^{\lambda} w_i},
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{NCTM}_{n,\alpha}^{\mathrm{right}}(X) = \frac{\sum_{i=\rho}^n w_i X_{i:n}}{\sum_{i=\rho}^n w_i}.
|
||||
\f]
|
||||
|
||||
@param quantile_probability
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct non_coherent_weighted_tail_mean_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
typedef typename numeric::functional::average<Weight, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, std::size_t>::result_type result_type;
|
||||
|
||||
non_coherent_weighted_tail_mean_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
float_type threshold = sum_of_weights(args)
|
||||
* ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
|
||||
|
||||
std::size_t n = 0;
|
||||
Weight sum = Weight(0);
|
||||
|
||||
while (sum < threshold)
|
||||
{
|
||||
if (n < static_cast<std::size_t>(tail_weights(args).size()))
|
||||
{
|
||||
sum += *(tail_weights(args).begin() + n);
|
||||
n++;
|
||||
}
|
||||
else
|
||||
{
|
||||
if (std::numeric_limits<result_type>::has_quiet_NaN)
|
||||
{
|
||||
return std::numeric_limits<result_type>::quiet_NaN();
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
return result_type(0);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return numeric::average(
|
||||
std::inner_product(
|
||||
tail(args).begin()
|
||||
, tail(args).begin() + n
|
||||
, tail_weights(args).begin()
|
||||
, weighted_sample(0)
|
||||
)
|
||||
, sum
|
||||
);
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::non_coherent_weighted_tail_mean<>
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct non_coherent_weighted_tail_mean
|
||||
: depends_on<sum_of_weights, tail_weights<LeftRight> >
|
||||
{
|
||||
typedef accumulators::impl::non_coherent_weighted_tail_mean_impl<mpl::_1, mpl::_2, LeftRight> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::non_coherent_weighted_tail_mean;
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_non_coherent_tail_mean> const non_coherent_weighted_tail_mean = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(non_coherent_weighted_tail_mean)
|
||||
}
|
||||
|
||||
using extract::non_coherent_weighted_tail_mean;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,146 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_tail_quantile.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_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <functional>
|
||||
#include <sstream>
|
||||
#include <stdexcept>
|
||||
#include <boost/throw_exception.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/tail_quantile.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_tail_quantile_impl
|
||||
// Tail quantile estimation based on order statistics of weighted samples
|
||||
/**
|
||||
@brief Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)
|
||||
|
||||
An estimator \f$\hat{q}\f$ of tail quantiles with level \f$\alpha\f$ based on order statistics
|
||||
\f$X_{1:n} \leq X_{2:n} \leq\dots\leq X_{n:n}\f$ of weighted samples are given by \f$X_{\lambda:n}\f$ (left tail)
|
||||
and \f$X_{\rho:n}\f$ (right tail), where
|
||||
|
||||
\f[
|
||||
\lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
|
||||
\f]
|
||||
|
||||
and
|
||||
|
||||
\f[
|
||||
\rho = \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\},
|
||||
\f]
|
||||
|
||||
\f$n\f$ being the number of samples and \f$\bar{w}_n\f$ the sum of all weights.
|
||||
|
||||
@param quantile_probability
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct weighted_tail_quantile_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Weight, std::size_t>::result_type float_type;
|
||||
// for boost::result_of
|
||||
typedef Sample result_type;
|
||||
|
||||
weighted_tail_quantile_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
float_type threshold = sum_of_weights(args)
|
||||
* ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
|
||||
|
||||
std::size_t n = 0;
|
||||
Weight sum = Weight(0);
|
||||
|
||||
while (sum < threshold)
|
||||
{
|
||||
if (n < static_cast<std::size_t>(tail_weights(args).size()))
|
||||
{
|
||||
sum += *(tail_weights(args).begin() + n);
|
||||
n++;
|
||||
}
|
||||
else
|
||||
{
|
||||
if (std::numeric_limits<result_type>::has_quiet_NaN)
|
||||
{
|
||||
return std::numeric_limits<result_type>::quiet_NaN();
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
return Sample(0);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Note that the cached samples of the left are sorted in ascending order,
|
||||
// whereas the samples of the right tail are sorted in descending order
|
||||
return *(boost::begin(tail(args)) + n - 1);
|
||||
}
|
||||
};
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_tail_quantile<>
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight>
|
||||
struct weighted_tail_quantile
|
||||
: depends_on<sum_of_weights, tail_weights<LeftRight> >
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
typedef accumulators::impl::weighted_tail_quantile_impl<mpl::_1, mpl::_2, LeftRight> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_tail_quantile
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::quantile> const weighted_tail_quantile = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_tail_quantile)
|
||||
}
|
||||
|
||||
using extract::weighted_tail_quantile;
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,242 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_tail_variate_means.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_WEIGHTED_TAIL_VARIATE_MEANS_HPP_DE_01_01_2006
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_VARIATE_MEANS_HPP_DE_01_01_2006
|
||||
|
||||
#include <numeric>
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <functional>
|
||||
#include <sstream>
|
||||
#include <stdexcept>
|
||||
#include <boost/throw_exception.hpp>
|
||||
#include <boost/parameter/keyword.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/type_traits/is_same.hpp>
|
||||
#include <boost/accumulators/numeric/functional.hpp>
|
||||
#include <boost/accumulators/framework/accumulator_base.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
#include <boost/accumulators/framework/parameters/sample.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/tail.hpp>
|
||||
#include <boost/accumulators/statistics/tail_variate.hpp>
|
||||
#include <boost/accumulators/statistics/tail_variate_means.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_tail_mean.hpp>
|
||||
#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(push)
|
||||
# pragma warning(disable: 4127) // conditional expression is constant
|
||||
#endif
|
||||
|
||||
namespace boost
|
||||
{
|
||||
// for _BinaryOperatrion2 in std::inner_product below
|
||||
// mutliplies two values and promotes the result to double
|
||||
namespace numeric { namespace functional
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// numeric::functional::multiply_and_promote_to_double
|
||||
template<typename T, typename U>
|
||||
struct multiply_and_promote_to_double
|
||||
: multiplies<T, double const>
|
||||
{
|
||||
};
|
||||
}}
|
||||
}
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
/**
|
||||
@brief Estimation of the absolute and relative weighted tail variate means (for both left and right tails)
|
||||
|
||||
For all \f$j\f$-th variates associated to the
|
||||
|
||||
\f[
|
||||
\lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
|
||||
\f]
|
||||
|
||||
smallest samples (left tail) or the weighted mean of the
|
||||
|
||||
\f[
|
||||
n + 1 - \rho = n + 1 - \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\}
|
||||
\f]
|
||||
|
||||
largest samples (right tail), the absolute weighted tail means \f$\widehat{ATM}_{n,\alpha}(X, j)\f$
|
||||
are computed and returned as an iterator range. Alternatively, the relative weighted tail means
|
||||
\f$\widehat{RTM}_{n,\alpha}(X, j)\f$ are returned, which are the absolute weighted tail means
|
||||
normalized with the weighted (non-coherent) sample tail mean \f$\widehat{NCTM}_{n,\alpha}(X)\f$.
|
||||
|
||||
\f[
|
||||
\widehat{ATM}_{n,\alpha}^{\mathrm{right}}(X, j) =
|
||||
\frac{1}{\sum_{i=\rho}^n w_i}
|
||||
\sum_{i=\rho}^n w_i \xi_{j,i}
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{ATM}_{n,\alpha}^{\mathrm{left}}(X, j) =
|
||||
\frac{1}{\sum_{i=1}^{\lambda}}
|
||||
\sum_{i=1}^{\lambda} w_i \xi_{j,i}
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{RTM}_{n,\alpha}^{\mathrm{right}}(X, j) =
|
||||
\frac{\sum_{i=\rho}^n w_i \xi_{j,i}}
|
||||
{\sum_{i=\rho}^n w_i \widehat{NCTM}_{n,\alpha}^{\mathrm{right}}(X)}
|
||||
\f]
|
||||
|
||||
\f[
|
||||
\widehat{RTM}_{n,\alpha}^{\mathrm{left}}(X, j) =
|
||||
\frac{\sum_{i=1}^{\lambda} w_i \xi_{j,i}}
|
||||
{\sum_{i=1}^{\lambda} w_i \widehat{NCTM}_{n,\alpha}^{\mathrm{left}}(X)}
|
||||
\f]
|
||||
*/
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_tail_variate_means_impl
|
||||
// by default: absolute weighted_tail_variate_means
|
||||
template<typename Sample, typename Weight, typename Impl, typename LeftRight, typename VariateType>
|
||||
struct weighted_tail_variate_means_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::average<Weight, Weight>::result_type float_type;
|
||||
typedef typename numeric::functional::average<typename numeric::functional::multiplies<VariateType, Weight>::result_type, Weight>::result_type array_type;
|
||||
// for boost::result_of
|
||||
typedef iterator_range<typename array_type::iterator> result_type;
|
||||
|
||||
weighted_tail_variate_means_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
float_type threshold = sum_of_weights(args)
|
||||
* ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
|
||||
|
||||
std::size_t n = 0;
|
||||
Weight sum = Weight(0);
|
||||
|
||||
while (sum < threshold)
|
||||
{
|
||||
if (n < static_cast<std::size_t>(tail_weights(args).size()))
|
||||
{
|
||||
sum += *(tail_weights(args).begin() + n);
|
||||
n++;
|
||||
}
|
||||
else
|
||||
{
|
||||
if (std::numeric_limits<float_type>::has_quiet_NaN)
|
||||
{
|
||||
std::fill(
|
||||
this->tail_means_.begin()
|
||||
, this->tail_means_.end()
|
||||
, std::numeric_limits<float_type>::quiet_NaN()
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
std::ostringstream msg;
|
||||
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
|
||||
boost::throw_exception(std::runtime_error(msg.str()));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
std::size_t num_variates = tail_variate(args).begin()->size();
|
||||
|
||||
this->tail_means_.clear();
|
||||
this->tail_means_.resize(num_variates, Sample(0));
|
||||
|
||||
this->tail_means_ = std::inner_product(
|
||||
tail_variate(args).begin()
|
||||
, tail_variate(args).begin() + n
|
||||
, tail_weights(args).begin()
|
||||
, this->tail_means_
|
||||
, numeric::functional::plus<array_type const, array_type const>()
|
||||
, numeric::functional::multiply_and_promote_to_double<VariateType const, Weight const>()
|
||||
);
|
||||
|
||||
float_type factor = sum * ( (is_same<Impl, relative>::value) ? non_coherent_weighted_tail_mean(args) : 1. );
|
||||
|
||||
std::transform(
|
||||
this->tail_means_.begin()
|
||||
, this->tail_means_.end()
|
||||
, this->tail_means_.begin()
|
||||
, std::bind2nd(numeric::functional::divides<typename array_type::value_type const, float_type const>(), factor)
|
||||
);
|
||||
|
||||
return make_iterator_range(this->tail_means_);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
mutable array_type tail_means_;
|
||||
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::absolute_weighted_tail_variate_means
|
||||
// tag::relative_weighted_tail_variate_means
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct absolute_weighted_tail_variate_means
|
||||
: depends_on<non_coherent_weighted_tail_mean<LeftRight>, tail_variate<VariateType, VariateTag, LeftRight>, tail_weights<LeftRight> >
|
||||
{
|
||||
typedef accumulators::impl::weighted_tail_variate_means_impl<mpl::_1, mpl::_2, absolute, LeftRight, VariateType> impl;
|
||||
};
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct relative_weighted_tail_variate_means
|
||||
: depends_on<non_coherent_weighted_tail_mean<LeftRight>, tail_variate<VariateType, VariateTag, LeftRight>, tail_weights<LeftRight> >
|
||||
{
|
||||
typedef accumulators::impl::weighted_tail_variate_means_impl<mpl::_1, mpl::_2, relative, LeftRight, VariateType> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_tail_variate_means
|
||||
// extract::relative_weighted_tail_variate_means
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::abstract_absolute_tail_variate_means> const weighted_tail_variate_means = {};
|
||||
extractor<tag::abstract_relative_tail_variate_means> const relative_weighted_tail_variate_means = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_tail_variate_means)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(relative_weighted_tail_variate_means)
|
||||
}
|
||||
|
||||
using extract::weighted_tail_variate_means;
|
||||
using extract::relative_weighted_tail_variate_means;
|
||||
|
||||
// weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(absolute) -> absolute_weighted_tail_variate_means<LeftRight, VariateType, VariateTag>
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(absolute)>
|
||||
{
|
||||
typedef tag::absolute_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
// weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(relative) -> relative_weighted_tail_variate_means<LeftRight, VariateType, VariateTag>
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct as_feature<tag::weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(relative)>
|
||||
{
|
||||
typedef tag::relative_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> type;
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma warning(pop)
|
||||
#endif
|
||||
|
||||
#endif
|
|
@ -0,0 +1,186 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// weighted_variance.hpp
|
||||
//
|
||||
// Copyright 2005 Daniel Egloff, Eric Niebler. 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_WEIGHTED_VARIANCE_HPP_EAN_28_10_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_VARIANCE_HPP_EAN_28_10_2005
|
||||
|
||||
#include <boost/mpl/placeholders.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/variance.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_sum.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_mean.hpp>
|
||||
#include <boost/accumulators/statistics/weighted_moment.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace impl
|
||||
{
|
||||
//! Lazy calculation of variance of weighted samples.
|
||||
/*!
|
||||
The default implementation of the variance of weighted samples is based on the second moment
|
||||
\f$\widehat{m}_n^{(2)}\f$ (weighted_moment<2>) and the mean\f$ \hat{\mu}_n\f$ (weighted_mean):
|
||||
\f[
|
||||
\hat{\sigma}_n^2 = \widehat{m}_n^{(2)}-\hat{\mu}_n^2,
|
||||
\f]
|
||||
where \f$n\f$ is the number of samples.
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename MeanFeature>
|
||||
struct lazy_weighted_variance_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type;
|
||||
|
||||
lazy_weighted_variance_impl(dont_care) {}
|
||||
|
||||
template<typename Args>
|
||||
result_type result(Args const &args) const
|
||||
{
|
||||
extractor<MeanFeature> const some_mean = {};
|
||||
result_type tmp = some_mean(args);
|
||||
return accumulators::weighted_moment<2>(args) - tmp * tmp;
|
||||
}
|
||||
};
|
||||
|
||||
//! Iterative calculation of variance of weighted samples.
|
||||
/*!
|
||||
Iterative calculation of variance of weighted samples:
|
||||
\f[
|
||||
\hat{\sigma}_n^2 =
|
||||
\frac{\bar{w}_n - w_n}{\bar{w}_n}\hat{\sigma}_{n - 1}^2
|
||||
+ \frac{w_n}{\bar{w}_n - w_n}\left(X_n - \hat{\mu}_n\right)^2
|
||||
,\quad n\ge2,\quad\hat{\sigma}_0^2 = 0.
|
||||
\f]
|
||||
where \f$\bar{w}_n\f$ is the sum of the \f$n\f$ weights \f$w_i\f$ and \f$\hat{\mu}_n\f$
|
||||
the estimate of the mean of the weighted smaples. Note that the sample variance is not defined for
|
||||
\f$n <= 1\f$.
|
||||
*/
|
||||
template<typename Sample, typename Weight, typename MeanFeature, typename Tag>
|
||||
struct weighted_variance_impl
|
||||
: accumulator_base
|
||||
{
|
||||
typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
|
||||
// for boost::result_of
|
||||
typedef typename numeric::functional::average<weighted_sample, Weight>::result_type result_type;
|
||||
|
||||
template<typename Args>
|
||||
weighted_variance_impl(Args const &args)
|
||||
: weighted_variance(numeric::average(args[sample | Sample()], numeric::one<Weight>::value))
|
||||
{
|
||||
}
|
||||
|
||||
template<typename Args>
|
||||
void operator ()(Args const &args)
|
||||
{
|
||||
std::size_t cnt = count(args);
|
||||
|
||||
if(cnt > 1)
|
||||
{
|
||||
extractor<MeanFeature> const some_mean = {};
|
||||
|
||||
result_type tmp = args[parameter::keyword<Tag>::get()] - some_mean(args);
|
||||
|
||||
this->weighted_variance =
|
||||
numeric::average(this->weighted_variance * (sum_of_weights(args) - args[weight]), sum_of_weights(args))
|
||||
+ numeric::average(tmp * tmp * args[weight], sum_of_weights(args) - args[weight] );
|
||||
}
|
||||
}
|
||||
|
||||
result_type result(dont_care) const
|
||||
{
|
||||
return this->weighted_variance;
|
||||
}
|
||||
|
||||
private:
|
||||
result_type weighted_variance;
|
||||
};
|
||||
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// tag::weighted_variance
|
||||
// tag::immediate_weighted_variance
|
||||
//
|
||||
namespace tag
|
||||
{
|
||||
struct lazy_weighted_variance
|
||||
: depends_on<weighted_moment<2>, weighted_mean>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::lazy_weighted_variance_impl<mpl::_1, mpl::_2, weighted_mean> impl;
|
||||
};
|
||||
|
||||
struct weighted_variance
|
||||
: depends_on<count, immediate_weighted_mean>
|
||||
{
|
||||
/// INTERNAL ONLY
|
||||
///
|
||||
typedef accumulators::impl::weighted_variance_impl<mpl::_1, mpl::_2, immediate_weighted_mean, sample> impl;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// extract::weighted_variance
|
||||
// extract::immediate_weighted_variance
|
||||
//
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::lazy_weighted_variance> const lazy_weighted_variance = {};
|
||||
extractor<tag::weighted_variance> const weighted_variance = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(lazy_weighted_variance)
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_variance)
|
||||
}
|
||||
|
||||
using extract::lazy_weighted_variance;
|
||||
using extract::weighted_variance;
|
||||
|
||||
// weighted_variance(lazy) -> lazy_weighted_variance
|
||||
template<>
|
||||
struct as_feature<tag::weighted_variance(lazy)>
|
||||
{
|
||||
typedef tag::lazy_weighted_variance type;
|
||||
};
|
||||
|
||||
// weighted_variance(immediate) -> weighted_variance
|
||||
template<>
|
||||
struct as_feature<tag::weighted_variance(immediate)>
|
||||
{
|
||||
typedef tag::weighted_variance type;
|
||||
};
|
||||
|
||||
////////////////////////////////////////////////////////////////////////////
|
||||
//// droppable_accumulator<weighted_variance_impl>
|
||||
//// need to specialize droppable lazy weighted_variance to cache the result at the
|
||||
//// point the accumulator is dropped.
|
||||
///// INTERNAL ONLY
|
||||
/////
|
||||
//template<typename Sample, typename Weight, typename MeanFeature>
|
||||
//struct droppable_accumulator<impl::weighted_variance_impl<Sample, Weight, MeanFeature> >
|
||||
// : droppable_accumulator_base<
|
||||
// with_cached_result<impl::weighted_variance_impl<Sample, Weight, MeanFeature> >
|
||||
// >
|
||||
//{
|
||||
// template<typename Args>
|
||||
// droppable_accumulator(Args const &args)
|
||||
// : droppable_accumulator::base(args)
|
||||
// {
|
||||
// }
|
||||
//};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
|
@ -0,0 +1,44 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// with_error.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_WITH_ERROR_HPP_EAN_01_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_WITH_ERROR_HPP_EAN_01_11_2005
|
||||
|
||||
#include <boost/preprocessor/repetition/enum_params.hpp>
|
||||
#include <boost/mpl/vector.hpp>
|
||||
#include <boost/mpl/transform_view.hpp>
|
||||
#include <boost/mpl/placeholders.hpp>
|
||||
#include <boost/accumulators/statistics_fwd.hpp>
|
||||
#include <boost/accumulators/statistics/error_of.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
namespace detail
|
||||
{
|
||||
template<typename Feature>
|
||||
struct error_of_tag
|
||||
{
|
||||
typedef tag::error_of<Feature> type;
|
||||
};
|
||||
}
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// with_error
|
||||
//
|
||||
template<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature)>
|
||||
struct with_error
|
||||
: mpl::transform_view<
|
||||
mpl::vector<BOOST_PP_ENUM_PARAMS(BOOST_ACCUMULATORS_MAX_FEATURES, Feature)>
|
||||
, detail::error_of_tag<mpl::_1>
|
||||
>
|
||||
{
|
||||
};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
419
other/mysql/mac/include/boost/accumulators/statistics_fwd.hpp
Normal file
419
other/mysql/mac/include/boost/accumulators/statistics_fwd.hpp
Normal file
|
@ -0,0 +1,419 @@
|
|||
///////////////////////////////////////////////////////////////////////////////
|
||||
// statistics_fwd.hpp
|
||||
//
|
||||
// Copyright 2005 Eric Niebler. 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_STATISTICS_FWD_HPP_EAN_23_11_2005
|
||||
#define BOOST_ACCUMULATORS_STATISTICS_STATISTICS_FWD_HPP_EAN_23_11_2005
|
||||
|
||||
#include <boost/mpl/apply_fwd.hpp> // for mpl::na
|
||||
#include <boost/mpl/print.hpp>
|
||||
#include <boost/preprocessor/repetition/enum_params_with_a_default.hpp>
|
||||
#include <boost/accumulators/accumulators_fwd.hpp>
|
||||
#include <boost/accumulators/framework/depends_on.hpp>
|
||||
#include <boost/accumulators/framework/extractor.hpp>
|
||||
|
||||
namespace boost { namespace accumulators
|
||||
{
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// base struct and base extractor for quantiles
|
||||
namespace tag
|
||||
{
|
||||
struct quantile
|
||||
: depends_on<>
|
||||
{
|
||||
typedef mpl::print<class ____MISSING_SPECIFIC_QUANTILE_FEATURE_IN_ACCUMULATOR_SET____ > impl;
|
||||
};
|
||||
}
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::quantile> const quantile = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(quantile)
|
||||
}
|
||||
using extract::quantile;
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// base struct and base extractor for *coherent* tail means
|
||||
namespace tag
|
||||
{
|
||||
struct tail_mean
|
||||
: depends_on<>
|
||||
{
|
||||
typedef mpl::print<class ____MISSING_SPECIFIC_TAIL_MEAN_FEATURE_IN_ACCUMULATOR_SET____ > impl;
|
||||
};
|
||||
}
|
||||
namespace extract
|
||||
{
|
||||
extractor<tag::tail_mean> const tail_mean = {};
|
||||
|
||||
BOOST_ACCUMULATORS_IGNORE_GLOBAL(tail_mean)
|
||||
}
|
||||
using extract::tail_mean;
|
||||
|
||||
namespace tag
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Variates tags
|
||||
struct weights;
|
||||
struct covariate1;
|
||||
struct covariate2;
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Statistic tags
|
||||
struct count;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct covariance;
|
||||
struct density;
|
||||
template<typename Feature>
|
||||
struct error_of;
|
||||
struct extended_p_square;
|
||||
struct extended_p_square_quantile;
|
||||
struct extended_p_square_quantile_quadratic;
|
||||
struct kurtosis;
|
||||
struct max;
|
||||
struct mean;
|
||||
struct immediate_mean;
|
||||
struct mean_of_weights;
|
||||
struct immediate_mean_of_weights;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct mean_of_variates;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct immediate_mean_of_variates;
|
||||
struct median;
|
||||
struct with_density_median;
|
||||
struct with_p_square_cumulative_distribution_median;
|
||||
struct min;
|
||||
template<int N>
|
||||
struct moment;
|
||||
template<typename LeftRight>
|
||||
struct peaks_over_threshold;
|
||||
template<typename LeftRight>
|
||||
struct peaks_over_threshold_prob;
|
||||
template<typename LeftRight>
|
||||
struct pot_tail_mean;
|
||||
template<typename LeftRight>
|
||||
struct pot_tail_mean_prob;
|
||||
template<typename LeftRight>
|
||||
struct pot_quantile;
|
||||
template<typename LeftRight>
|
||||
struct pot_quantile_prob;
|
||||
struct p_square_cumulative_distribution;
|
||||
struct p_square_quantile;
|
||||
struct p_square_quantile_for_median;
|
||||
struct skewness;
|
||||
struct sum;
|
||||
struct sum_of_weights;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct sum_of_variates;
|
||||
template<typename LeftRight>
|
||||
struct tail;
|
||||
template<typename LeftRight>
|
||||
struct coherent_tail_mean;
|
||||
template<typename LeftRight>
|
||||
struct non_coherent_tail_mean;
|
||||
template<typename LeftRight>
|
||||
struct tail_quantile;
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct tail_variate;
|
||||
template<typename LeftRight>
|
||||
struct tail_weights;
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct right_tail_variate;
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct left_tail_variate;
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct tail_variate_means;
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct absolute_tail_variate_means;
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct relative_tail_variate_means;
|
||||
struct lazy_variance;
|
||||
struct variance;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct weighted_covariance;
|
||||
struct weighted_density;
|
||||
struct weighted_kurtosis;
|
||||
struct weighted_mean;
|
||||
struct immediate_weighted_mean;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct weighted_mean_of_variates;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct immediate_weighted_mean_of_variates;
|
||||
struct weighted_median;
|
||||
struct with_density_weighted_median;
|
||||
struct with_p_square_cumulative_distribution_weighted_median;
|
||||
struct weighted_extended_p_square;
|
||||
struct weighted_extended_p_square_quantile;
|
||||
struct weighted_extended_p_square_quantile_quadratic;
|
||||
template<int N>
|
||||
struct weighted_moment;
|
||||
template<typename LeftRight>
|
||||
struct weighted_peaks_over_threshold;
|
||||
template<typename LeftRight>
|
||||
struct weighted_peaks_over_threshold_prob;
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_quantile;
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_quantile_prob;
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_tail_mean;
|
||||
template<typename LeftRight>
|
||||
struct weighted_pot_tail_mean_prob;
|
||||
struct weighted_p_square_cumulative_distribution;
|
||||
struct weighted_p_square_quantile;
|
||||
struct weighted_p_square_quantile_for_median;
|
||||
struct weighted_skewness;
|
||||
template<typename LeftRight>
|
||||
struct weighted_tail_quantile;
|
||||
template<typename LeftRight>
|
||||
struct non_coherent_weighted_tail_mean;
|
||||
template<typename LeftRight>
|
||||
struct weighted_tail_quantile;
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct weighted_tail_variate_means;
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct absolute_weighted_tail_variate_means;
|
||||
template<typename LeftRight, typename VariateType, typename VariateTag>
|
||||
struct relative_weighted_tail_variate_means;
|
||||
struct lazy_weighted_variance;
|
||||
struct weighted_variance;
|
||||
struct weighted_sum;
|
||||
template<typename VariateType, typename VariateTag>
|
||||
struct weighted_sum_of_variates;
|
||||
struct rolling_window_plus1;
|
||||
struct rolling_window;
|
||||
struct rolling_sum;
|
||||
struct rolling_count;
|
||||
struct rolling_mean;
|
||||
} // namespace tag
|
||||
|
||||
namespace impl
|
||||
{
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// Statistics impls
|
||||
struct count_impl;
|
||||
|
||||
template<typename Sample, typename VariateType, typename VariateTag>
|
||||
struct covariance_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct density_impl;
|
||||
|
||||
template<typename Sample, typename Feature>
|
||||
struct error_of_impl;
|
||||
|
||||
template<typename Sample, typename Variance>
|
||||
struct error_of_mean_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct extended_p_square_impl;
|
||||
|
||||
template<typename Sample, typename Impl1, typename Impl2>
|
||||
struct extended_p_square_quantile_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct kurtosis_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct max_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct median_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct with_density_median_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct with_p_square_cumulative_distribution_median_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct min_impl;
|
||||
|
||||
template<typename Sample, typename SumFeature = tag::sum>
|
||||
struct mean_impl;
|
||||
|
||||
template<typename Sample, typename Tag = tag::sample>
|
||||
struct immediate_mean_impl;
|
||||
|
||||
template<typename N, typename Sample>
|
||||
struct moment_impl;
|
||||
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct peaks_over_threshold_prob_impl;
|
||||
|
||||
template<typename Sample, typename Impl, typename LeftRight>
|
||||
struct pot_quantile_impl;
|
||||
|
||||
template<typename Sample, typename Impl, typename LeftRight>
|
||||
struct pot_tail_mean_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct p_square_cumulative_distribution_impl;
|
||||
|
||||
template<typename Sample, typename Impl>
|
||||
struct p_square_quantile_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct skewness_impl;
|
||||
|
||||
template<typename Sample, typename Tag = tag::sample>
|
||||
struct sum_impl;
|
||||
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct tail_impl;
|
||||
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct coherent_tail_mean_impl;
|
||||
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct non_coherent_tail_mean_impl;
|
||||
|
||||
template<typename Sample, typename LeftRight>
|
||||
struct tail_quantile_impl;
|
||||
|
||||
template<typename VariateType, typename VariateTag, typename LeftRight>
|
||||
struct tail_variate_impl;
|
||||
|
||||
template<typename Sample, typename Impl, typename LeftRight, typename VariateTag>
|
||||
struct tail_variate_means_impl;
|
||||
|
||||
template<typename Sample, typename MeanFeature>
|
||||
struct lazy_variance_impl;
|
||||
|
||||
template<typename Sample, typename MeanFeature, typename Tag>
|
||||
struct variance_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename VariateType, typename VariateTag>
|
||||
struct weighted_covariance_impl;
|
||||
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_density_impl;
|
||||
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_kurtosis_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct weighted_median_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct with_density_weighted_median_impl;
|
||||
|
||||
template<typename Sample, typename Weight>
|
||||
struct with_p_square_cumulative_distribution_weighted_median_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename Tag>
|
||||
struct weighted_mean_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename Tag>
|
||||
struct immediate_weighted_mean_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct weighted_peaks_over_threshold_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct weighted_peaks_over_threshold_prob_impl;
|
||||
|
||||
template<typename Sample, typename Weight>
|
||||
struct with_p_square_cumulative_distribution_weighted_median_impl;
|
||||
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_extended_p_square_impl;
|
||||
|
||||
template<typename N, typename Sample, typename Weight>
|
||||
struct weighted_moment_impl;
|
||||
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_p_square_cumulative_distribution_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename Impl>
|
||||
struct weighted_p_square_quantile_impl;
|
||||
|
||||
template<typename Sample, typename Weight>
|
||||
struct weighted_skewness_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename Tag>
|
||||
struct weighted_sum_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct non_coherent_weighted_tail_mean_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename LeftRight>
|
||||
struct weighted_tail_quantile_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename Impl, typename LeftRight, typename VariateType>
|
||||
struct weighted_tail_variate_means_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename MeanFeature>
|
||||
struct lazy_weighted_variance_impl;
|
||||
|
||||
template<typename Sample, typename Weight, typename MeanFeature, typename Tag>
|
||||
struct weighted_variance_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct rolling_window_plus1_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct rolling_window_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct rolling_sum_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct rolling_count_impl;
|
||||
|
||||
template<typename Sample>
|
||||
struct rolling_mean_impl;
|
||||
} // namespace impl
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////
|
||||
// stats
|
||||
// A more descriptive name for an MPL sequence of statistics.
|
||||
template<BOOST_PP_ENUM_PARAMS_WITH_A_DEFAULT(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature, mpl::na)>
|
||||
struct stats;
|
||||
|
||||
template<BOOST_PP_ENUM_PARAMS_WITH_A_DEFAULT(BOOST_ACCUMULATORS_MAX_FEATURES, typename Feature, mpl::na)>
|
||||
struct with_error;
|
||||
|
||||
// modifiers for the mean and variance stats
|
||||
struct lazy {};
|
||||
struct immediate {};
|
||||
|
||||
// modifiers for the variance stat
|
||||
// struct fast {};
|
||||
// struct accurate {};
|
||||
|
||||
// modifiers for order
|
||||
struct right {};
|
||||
struct left {};
|
||||
// typedef right default_order_tag_type;
|
||||
|
||||
// modifiers for the tail_variate_means stat
|
||||
struct absolute {};
|
||||
struct relative {};
|
||||
|
||||
// modifiers for median and weighted_median stats
|
||||
struct with_density {};
|
||||
struct with_p_square_cumulative_distribution {};
|
||||
struct with_p_square_quantile {};
|
||||
|
||||
// modifiers for peaks_over_threshold stat
|
||||
struct with_threshold_value {};
|
||||
struct with_threshold_probability {};
|
||||
|
||||
// modifiers for extended_p_square_quantile and weighted_extended_p_square_quantile stats
|
||||
struct weighted {};
|
||||
struct unweighted {};
|
||||
struct linear {};
|
||||
struct quadratic {};
|
||||
|
||||
// modifiers for p_square_quantile
|
||||
struct regular {};
|
||||
struct for_median {};
|
||||
|
||||
}} // namespace boost::accumulators
|
||||
|
||||
#endif
|
47
other/mysql/mac/include/boost/algorithm/minmax.hpp
Normal file
47
other/mysql/mac/include/boost/algorithm/minmax.hpp
Normal file
|
@ -0,0 +1,47 @@
|
|||
// (C) Copyright Herve Bronnimann 2004.
|
||||
//
|
||||
// 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)
|
||||
|
||||
/*
|
||||
Revision history:
|
||||
1 July 2004
|
||||
Split the code into two headers to lessen dependence on
|
||||
Boost.tuple. (Herve)
|
||||
26 June 2004
|
||||
Added the code for the boost minmax library. (Herve)
|
||||
*/
|
||||
|
||||
#ifndef BOOST_ALGORITHM_MINMAX_HPP
|
||||
#define BOOST_ALGORITHM_MINMAX_HPP
|
||||
|
||||
/* PROPOSED STANDARD EXTENSIONS:
|
||||
*
|
||||
* minmax(a, b)
|
||||
* Effect: (b<a) ? std::make_pair(b,a) : std::make_pair(a,b);
|
||||
*
|
||||
* minmax(a, b, comp)
|
||||
* Effect: comp(b,a) ? std::make_pair(b,a) : std::make_pair(a,b);
|
||||
*
|
||||
*/
|
||||
|
||||
#include <boost/tuple/tuple.hpp> // for using pairs with boost::cref
|
||||
#include <boost/ref.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
template <typename T>
|
||||
tuple< T const&, T const& >
|
||||
minmax(T const& a, T const& b) {
|
||||
return (b<a) ? make_tuple(cref(b),cref(a)) : make_tuple(cref(a),cref(b));
|
||||
}
|
||||
|
||||
template <typename T, class BinaryPredicate>
|
||||
tuple< T const&, T const& >
|
||||
minmax(T const& a, T const& b, BinaryPredicate comp) {
|
||||
return comp(b,a) ? make_tuple(cref(b),cref(a)) : make_tuple(cref(a),cref(b));
|
||||
}
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_ALGORITHM_MINMAX_HPP
|
551
other/mysql/mac/include/boost/algorithm/minmax_element.hpp
Normal file
551
other/mysql/mac/include/boost/algorithm/minmax_element.hpp
Normal file
|
@ -0,0 +1,551 @@
|
|||
// (C) Copyright Herve Bronnimann 2004.
|
||||
//
|
||||
// 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)
|
||||
|
||||
/*
|
||||
Revision history:
|
||||
1 July 2004
|
||||
Split the code into two headers to lessen dependence on
|
||||
Boost.tuple. (Herve)
|
||||
26 June 2004
|
||||
Added the code for the boost minmax library. (Herve)
|
||||
*/
|
||||
|
||||
#ifndef BOOST_ALGORITHM_MINMAX_ELEMENT_HPP
|
||||
#define BOOST_ALGORITHM_MINMAX_ELEMENT_HPP
|
||||
|
||||
/* PROPOSED STANDARD EXTENSIONS:
|
||||
*
|
||||
* minmax_element(first, last)
|
||||
* Effect: std::make_pair( std::min_element(first, last),
|
||||
* std::max_element(first, last) );
|
||||
*
|
||||
* minmax_element(first, last, comp)
|
||||
* Effect: std::make_pair( std::min_element(first, last, comp),
|
||||
* std::max_element(first, last, comp) );
|
||||
*/
|
||||
|
||||
#include <utility> // for std::pair and std::make_pair
|
||||
|
||||
namespace boost {
|
||||
|
||||
namespace detail { // for obtaining a uniform version of minmax_element
|
||||
// that compiles with VC++ 6.0 -- avoid the iterator_traits by
|
||||
// having comparison object over iterator, not over dereferenced value
|
||||
|
||||
template <typename Iterator>
|
||||
struct less_over_iter {
|
||||
bool operator()(Iterator const& it1,
|
||||
Iterator const& it2) const { return *it1 < *it2; }
|
||||
};
|
||||
|
||||
template <typename Iterator, class BinaryPredicate>
|
||||
struct binary_pred_over_iter {
|
||||
explicit binary_pred_over_iter(BinaryPredicate const& p ) : m_p( p ) {}
|
||||
bool operator()(Iterator const& it1,
|
||||
Iterator const& it2) const { return m_p(*it1, *it2); }
|
||||
private:
|
||||
BinaryPredicate m_p;
|
||||
};
|
||||
|
||||
// common base for the two minmax_element overloads
|
||||
|
||||
template <typename ForwardIter, class Compare >
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
basic_minmax_element(ForwardIter first, ForwardIter last, Compare comp)
|
||||
{
|
||||
if (first == last)
|
||||
return std::make_pair(last,last);
|
||||
|
||||
ForwardIter min_result = first;
|
||||
ForwardIter max_result = first;
|
||||
|
||||
// if only one element
|
||||
ForwardIter second = first; ++second;
|
||||
if (second == last)
|
||||
return std::make_pair(min_result, max_result);
|
||||
|
||||
// treat first pair separately (only one comparison for first two elements)
|
||||
ForwardIter potential_min_result = last;
|
||||
if (comp(first, second))
|
||||
max_result = second;
|
||||
else {
|
||||
min_result = second;
|
||||
potential_min_result = first;
|
||||
}
|
||||
|
||||
// then each element by pairs, with at most 3 comparisons per pair
|
||||
first = ++second; if (first != last) ++second;
|
||||
while (second != last) {
|
||||
if (comp(first, second)) {
|
||||
if (comp(first, min_result)) {
|
||||
min_result = first;
|
||||
potential_min_result = last;
|
||||
}
|
||||
if (comp(max_result, second))
|
||||
max_result = second;
|
||||
} else {
|
||||
if (comp(second, min_result)) {
|
||||
min_result = second;
|
||||
potential_min_result = first;
|
||||
}
|
||||
if (comp(max_result, first))
|
||||
max_result = first;
|
||||
}
|
||||
first = ++second;
|
||||
if (first != last) ++second;
|
||||
}
|
||||
|
||||
// if odd number of elements, treat last element
|
||||
if (first != last) { // odd number of elements
|
||||
if (comp(first, min_result))
|
||||
min_result = first, potential_min_result = last;
|
||||
else if (comp(max_result, first))
|
||||
max_result = first;
|
||||
}
|
||||
|
||||
// resolve min_result being incorrect with one extra comparison
|
||||
// (in which case potential_min_result is necessarily the correct result)
|
||||
if (potential_min_result != last
|
||||
&& !comp(min_result, potential_min_result))
|
||||
min_result = potential_min_result;
|
||||
|
||||
return std::make_pair(min_result,max_result);
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
|
||||
template <typename ForwardIter>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
minmax_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_minmax_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
minmax_element(ForwardIter first, ForwardIter last, BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_minmax_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
/* PROPOSED BOOST EXTENSIONS
|
||||
* In the description below, [rfirst,rlast) denotes the reversed range
|
||||
* of [first,last). Even though the iterator type of first and last may
|
||||
* be only a Forward Iterator, it is possible to explain the semantics
|
||||
* by assuming that it is a Bidirectional Iterator. In the sequel,
|
||||
* reverse(ForwardIterator&) returns the reverse_iterator adaptor.
|
||||
* This is not how the functions would be implemented!
|
||||
*
|
||||
* first_min_element(first, last)
|
||||
* Effect: std::min_element(first, last);
|
||||
*
|
||||
* first_min_element(first, last, comp)
|
||||
* Effect: std::min_element(first, last, comp);
|
||||
*
|
||||
* last_min_element(first, last)
|
||||
* Effect: reverse( std::min_element(reverse(last), reverse(first)) );
|
||||
*
|
||||
* last_min_element(first, last, comp)
|
||||
* Effect: reverse( std::min_element(reverse(last), reverse(first), comp) );
|
||||
*
|
||||
* first_max_element(first, last)
|
||||
* Effect: std::max_element(first, last);
|
||||
*
|
||||
* first_max_element(first, last, comp)
|
||||
* Effect: max_element(first, last);
|
||||
*
|
||||
* last_max_element(first, last)
|
||||
* Effect: reverse( std::max_element(reverse(last), reverse(first)) );
|
||||
*
|
||||
* last_max_element(first, last, comp)
|
||||
* Effect: reverse( std::max_element(reverse(last), reverse(first), comp) );
|
||||
*
|
||||
* first_min_first_max_element(first, last)
|
||||
* Effect: std::make_pair( first_min_element(first, last),
|
||||
* first_max_element(first, last) );
|
||||
*
|
||||
* first_min_first_max_element(first, last, comp)
|
||||
* Effect: std::make_pair( first_min_element(first, last, comp),
|
||||
* first_max_element(first, last, comp) );
|
||||
*
|
||||
* first_min_last_max_element(first, last)
|
||||
* Effect: std::make_pair( first_min_element(first, last),
|
||||
* last_max_element(first, last) );
|
||||
*
|
||||
* first_min_last_max_element(first, last, comp)
|
||||
* Effect: std::make_pair( first_min_element(first, last, comp),
|
||||
* last_max_element(first, last, comp) );
|
||||
*
|
||||
* last_min_first_max_element(first, last)
|
||||
* Effect: std::make_pair( last_min_element(first, last),
|
||||
* first_max_element(first, last) );
|
||||
*
|
||||
* last_min_first_max_element(first, last, comp)
|
||||
* Effect: std::make_pair( last_min_element(first, last, comp),
|
||||
* first_max_element(first, last, comp) );
|
||||
*
|
||||
* last_min_last_max_element(first, last)
|
||||
* Effect: std::make_pair( last_min_element(first, last),
|
||||
* last_max_element(first, last) );
|
||||
*
|
||||
* last_min_last_max_element(first, last, comp)
|
||||
* Effect: std::make_pair( last_min_element(first, last, comp),
|
||||
* last_max_element(first, last, comp) );
|
||||
*/
|
||||
|
||||
namespace boost {
|
||||
|
||||
// Min_element and max_element variants
|
||||
|
||||
namespace detail { // common base for the overloads
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
basic_first_min_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
if (first == last) return last;
|
||||
ForwardIter min_result = first;
|
||||
while (++first != last)
|
||||
if (comp(first, min_result))
|
||||
min_result = first;
|
||||
return min_result;
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
basic_last_min_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
if (first == last) return last;
|
||||
ForwardIter min_result = first;
|
||||
while (++first != last)
|
||||
if (!comp(min_result, first))
|
||||
min_result = first;
|
||||
return min_result;
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
basic_first_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
if (first == last) return last;
|
||||
ForwardIter max_result = first;
|
||||
while (++first != last)
|
||||
if (comp(max_result, first))
|
||||
max_result = first;
|
||||
return max_result;
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
basic_last_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
if (first == last) return last;
|
||||
ForwardIter max_result = first;
|
||||
while (++first != last)
|
||||
if (!comp(first, max_result))
|
||||
max_result = first;
|
||||
return max_result;
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
|
||||
template <typename ForwardIter>
|
||||
ForwardIter
|
||||
first_min_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_first_min_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
first_min_element(ForwardIter first, ForwardIter last, BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_first_min_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
template <typename ForwardIter>
|
||||
ForwardIter
|
||||
last_min_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_last_min_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
last_min_element(ForwardIter first, ForwardIter last, BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_last_min_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
template <typename ForwardIter>
|
||||
ForwardIter
|
||||
first_max_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_first_max_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
first_max_element(ForwardIter first, ForwardIter last, BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_first_max_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
template <typename ForwardIter>
|
||||
ForwardIter
|
||||
last_max_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_last_max_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
ForwardIter
|
||||
last_max_element(ForwardIter first, ForwardIter last, BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_last_max_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
|
||||
// Minmax_element variants -- comments removed
|
||||
|
||||
namespace detail {
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
basic_first_min_last_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
if (first == last)
|
||||
return std::make_pair(last,last);
|
||||
|
||||
ForwardIter min_result = first;
|
||||
ForwardIter max_result = first;
|
||||
|
||||
ForwardIter second = ++first;
|
||||
if (second == last)
|
||||
return std::make_pair(min_result, max_result);
|
||||
|
||||
if (comp(second, min_result))
|
||||
min_result = second;
|
||||
else
|
||||
max_result = second;
|
||||
|
||||
first = ++second; if (first != last) ++second;
|
||||
while (second != last) {
|
||||
if (!comp(second, first)) {
|
||||
if (comp(first, min_result))
|
||||
min_result = first;
|
||||
if (!comp(second, max_result))
|
||||
max_result = second;
|
||||
} else {
|
||||
if (comp(second, min_result))
|
||||
min_result = second;
|
||||
if (!comp(first, max_result))
|
||||
max_result = first;
|
||||
}
|
||||
first = ++second; if (first != last) ++second;
|
||||
}
|
||||
|
||||
if (first != last) {
|
||||
if (comp(first, min_result))
|
||||
min_result = first;
|
||||
else if (!comp(first, max_result))
|
||||
max_result = first;
|
||||
}
|
||||
|
||||
return std::make_pair(min_result, max_result);
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
basic_last_min_first_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
if (first == last) return std::make_pair(last,last);
|
||||
|
||||
ForwardIter min_result = first;
|
||||
ForwardIter max_result = first;
|
||||
|
||||
ForwardIter second = ++first;
|
||||
if (second == last)
|
||||
return std::make_pair(min_result, max_result);
|
||||
|
||||
if (comp(max_result, second))
|
||||
max_result = second;
|
||||
else
|
||||
min_result = second;
|
||||
|
||||
first = ++second; if (first != last) ++second;
|
||||
while (second != last) {
|
||||
if (comp(first, second)) {
|
||||
if (!comp(min_result, first))
|
||||
min_result = first;
|
||||
if (comp(max_result, second))
|
||||
max_result = second;
|
||||
} else {
|
||||
if (!comp(min_result, second))
|
||||
min_result = second;
|
||||
if (comp(max_result, first))
|
||||
max_result = first;
|
||||
}
|
||||
first = ++second; if (first != last) ++second;
|
||||
}
|
||||
|
||||
if (first != last) {
|
||||
if (!comp(min_result, first))
|
||||
min_result = first;
|
||||
else if (comp(max_result, first))
|
||||
max_result = first;
|
||||
}
|
||||
|
||||
return std::make_pair(min_result, max_result);
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
basic_last_min_last_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
if (first == last) return std::make_pair(last,last);
|
||||
|
||||
ForwardIter min_result = first;
|
||||
ForwardIter max_result = first;
|
||||
|
||||
ForwardIter second = first; ++second;
|
||||
if (second == last)
|
||||
return std::make_pair(min_result,max_result);
|
||||
|
||||
ForwardIter potential_max_result = last;
|
||||
if (comp(first, second))
|
||||
max_result = second;
|
||||
else {
|
||||
min_result = second;
|
||||
potential_max_result = second;
|
||||
}
|
||||
|
||||
first = ++second; if (first != last) ++second;
|
||||
while (second != last) {
|
||||
if (comp(first, second)) {
|
||||
if (!comp(min_result, first))
|
||||
min_result = first;
|
||||
if (!comp(second, max_result)) {
|
||||
max_result = second;
|
||||
potential_max_result = last;
|
||||
}
|
||||
} else {
|
||||
if (!comp(min_result, second))
|
||||
min_result = second;
|
||||
if (!comp(first, max_result)) {
|
||||
max_result = first;
|
||||
potential_max_result = second;
|
||||
}
|
||||
}
|
||||
first = ++second;
|
||||
if (first != last) ++second;
|
||||
}
|
||||
|
||||
if (first != last) {
|
||||
if (!comp(min_result, first))
|
||||
min_result = first;
|
||||
if (!comp(first, max_result)) {
|
||||
max_result = first;
|
||||
potential_max_result = last;
|
||||
}
|
||||
}
|
||||
|
||||
if (potential_max_result != last
|
||||
&& !comp(potential_max_result, max_result))
|
||||
max_result = potential_max_result;
|
||||
|
||||
return std::make_pair(min_result,max_result);
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
|
||||
template <typename ForwardIter>
|
||||
inline std::pair<ForwardIter,ForwardIter>
|
||||
first_min_first_max_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return minmax_element(first, last);
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
inline std::pair<ForwardIter,ForwardIter>
|
||||
first_min_first_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
return minmax_element(first, last, comp);
|
||||
}
|
||||
|
||||
template <typename ForwardIter>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
first_min_last_max_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_first_min_last_max_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
inline std::pair<ForwardIter,ForwardIter>
|
||||
first_min_last_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_first_min_last_max_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
template <typename ForwardIter>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
last_min_first_max_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_last_min_first_max_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
inline std::pair<ForwardIter,ForwardIter>
|
||||
last_min_first_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_last_min_first_max_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
template <typename ForwardIter>
|
||||
std::pair<ForwardIter,ForwardIter>
|
||||
last_min_last_max_element(ForwardIter first, ForwardIter last)
|
||||
{
|
||||
return detail::basic_last_min_last_max_element(first, last,
|
||||
detail::less_over_iter<ForwardIter>() );
|
||||
}
|
||||
|
||||
template <typename ForwardIter, class BinaryPredicate>
|
||||
inline std::pair<ForwardIter,ForwardIter>
|
||||
last_min_last_max_element(ForwardIter first, ForwardIter last,
|
||||
BinaryPredicate comp)
|
||||
{
|
||||
return detail::basic_last_min_last_max_element(first, last,
|
||||
detail::binary_pred_over_iter<ForwardIter,BinaryPredicate>(comp) );
|
||||
}
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_ALGORITHM_MINMAX_ELEMENT_HPP
|
31
other/mysql/mac/include/boost/algorithm/string.hpp
Normal file
31
other/mysql/mac/include/boost/algorithm/string.hpp
Normal file
|
@ -0,0 +1,31 @@
|
|||
// Boost string_algo library string_algo.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2004.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_ALGO_HPP
|
||||
#define BOOST_STRING_ALGO_HPP
|
||||
|
||||
/*! \file
|
||||
Cumulative include for string_algo library
|
||||
*/
|
||||
|
||||
#include <boost/algorithm/string/std_containers_traits.hpp>
|
||||
#include <boost/algorithm/string/trim.hpp>
|
||||
#include <boost/algorithm/string/case_conv.hpp>
|
||||
#include <boost/algorithm/string/predicate.hpp>
|
||||
#include <boost/algorithm/string/find.hpp>
|
||||
#include <boost/algorithm/string/split.hpp>
|
||||
#include <boost/algorithm/string/join.hpp>
|
||||
#include <boost/algorithm/string/replace.hpp>
|
||||
#include <boost/algorithm/string/erase.hpp>
|
||||
#include <boost/algorithm/string/classification.hpp>
|
||||
#include <boost/algorithm/string/find_iterator.hpp>
|
||||
|
||||
|
||||
#endif // BOOST_STRING_ALGO_HPP
|
176
other/mysql/mac/include/boost/algorithm/string/case_conv.hpp
Normal file
176
other/mysql/mac/include/boost/algorithm/string/case_conv.hpp
Normal file
|
@ -0,0 +1,176 @@
|
|||
// Boost string_algo library case_conv.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_CASE_CONV_HPP
|
||||
#define BOOST_STRING_CASE_CONV_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <algorithm>
|
||||
#include <locale>
|
||||
#include <boost/iterator/transform_iterator.hpp>
|
||||
|
||||
#include <boost/range/as_literal.hpp>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
#include <boost/range/value_type.hpp>
|
||||
|
||||
#include <boost/algorithm/string/detail/case_conv.hpp>
|
||||
|
||||
/*! \file
|
||||
Defines sequence case-conversion algorithms.
|
||||
Algorithms convert each element in the input sequence to the
|
||||
desired case using provided locales.
|
||||
*/
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
|
||||
// to_lower -----------------------------------------------//
|
||||
|
||||
//! Convert to lower case
|
||||
/*!
|
||||
Each element of the input sequence is converted to lower
|
||||
case. The result is a copy of the input converted to lower case.
|
||||
It is returned as a sequence or copied to the output iterator.
|
||||
|
||||
\param Output An output iterator to which the result will be copied
|
||||
\param Input An input range
|
||||
\param Loc A locale used for conversion
|
||||
\return
|
||||
An output iterator pointing just after the last inserted character or
|
||||
a copy of the input
|
||||
|
||||
\note The second variant of this function provides the strong exception-safety guarantee
|
||||
|
||||
*/
|
||||
template<typename OutputIteratorT, typename RangeT>
|
||||
inline OutputIteratorT
|
||||
to_lower_copy(
|
||||
OutputIteratorT Output,
|
||||
const RangeT& Input,
|
||||
const std::locale& Loc=std::locale())
|
||||
{
|
||||
return ::boost::algorithm::detail::transform_range_copy(
|
||||
Output,
|
||||
::boost::as_literal(Input),
|
||||
::boost::algorithm::detail::to_lowerF<
|
||||
typename range_value<RangeT>::type >(Loc));
|
||||
}
|
||||
|
||||
//! Convert to lower case
|
||||
/*!
|
||||
\overload
|
||||
*/
|
||||
template<typename SequenceT>
|
||||
inline SequenceT to_lower_copy(
|
||||
const SequenceT& Input,
|
||||
const std::locale& Loc=std::locale())
|
||||
{
|
||||
return ::boost::algorithm::detail::transform_range_copy<SequenceT>(
|
||||
Input,
|
||||
::boost::algorithm::detail::to_lowerF<
|
||||
typename range_value<SequenceT>::type >(Loc));
|
||||
}
|
||||
|
||||
//! Convert to lower case
|
||||
/*!
|
||||
Each element of the input sequence is converted to lower
|
||||
case. The input sequence is modified in-place.
|
||||
|
||||
\param Input A range
|
||||
\param Loc a locale used for conversion
|
||||
*/
|
||||
template<typename WritableRangeT>
|
||||
inline void to_lower(
|
||||
WritableRangeT& Input,
|
||||
const std::locale& Loc=std::locale())
|
||||
{
|
||||
::boost::algorithm::detail::transform_range(
|
||||
::boost::as_literal(Input),
|
||||
::boost::algorithm::detail::to_lowerF<
|
||||
typename range_value<WritableRangeT>::type >(Loc));
|
||||
}
|
||||
|
||||
// to_upper -----------------------------------------------//
|
||||
|
||||
//! Convert to upper case
|
||||
/*!
|
||||
Each element of the input sequence is converted to upper
|
||||
case. The result is a copy of the input converted to upper case.
|
||||
It is returned as a sequence or copied to the output iterator
|
||||
|
||||
\param Output An output iterator to which the result will be copied
|
||||
\param Input An input range
|
||||
\param Loc A locale used for conversion
|
||||
\return
|
||||
An output iterator pointing just after the last inserted character or
|
||||
a copy of the input
|
||||
|
||||
\note The second variant of this function provides the strong exception-safety guarantee
|
||||
*/
|
||||
template<typename OutputIteratorT, typename RangeT>
|
||||
inline OutputIteratorT
|
||||
to_upper_copy(
|
||||
OutputIteratorT Output,
|
||||
const RangeT& Input,
|
||||
const std::locale& Loc=std::locale())
|
||||
{
|
||||
return ::boost::algorithm::detail::transform_range_copy(
|
||||
Output,
|
||||
::boost::as_literal(Input),
|
||||
::boost::algorithm::detail::to_upperF<
|
||||
typename range_value<RangeT>::type >(Loc));
|
||||
}
|
||||
|
||||
//! Convert to upper case
|
||||
/*!
|
||||
\overload
|
||||
*/
|
||||
template<typename SequenceT>
|
||||
inline SequenceT to_upper_copy(
|
||||
const SequenceT& Input,
|
||||
const std::locale& Loc=std::locale())
|
||||
{
|
||||
return ::boost::algorithm::detail::transform_range_copy<SequenceT>(
|
||||
Input,
|
||||
::boost::algorithm::detail::to_upperF<
|
||||
typename range_value<SequenceT>::type >(Loc));
|
||||
}
|
||||
|
||||
//! Convert to upper case
|
||||
/*!
|
||||
Each element of the input sequence is converted to upper
|
||||
case. The input sequence is modified in-place.
|
||||
|
||||
\param Input An input range
|
||||
\param Loc a locale used for conversion
|
||||
*/
|
||||
template<typename WritableRangeT>
|
||||
inline void to_upper(
|
||||
WritableRangeT& Input,
|
||||
const std::locale& Loc=std::locale())
|
||||
{
|
||||
::boost::algorithm::detail::transform_range(
|
||||
::boost::as_literal(Input),
|
||||
::boost::algorithm::detail::to_upperF<
|
||||
typename range_value<WritableRangeT>::type >(Loc));
|
||||
}
|
||||
|
||||
} // namespace algorithm
|
||||
|
||||
// pull names to the boost namespace
|
||||
using algorithm::to_lower;
|
||||
using algorithm::to_lower_copy;
|
||||
using algorithm::to_upper;
|
||||
using algorithm::to_upper_copy;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_STRING_CASE_CONV_HPP
|
|
@ -0,0 +1,312 @@
|
|||
// Boost string_algo library classification.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_CLASSIFICATION_HPP
|
||||
#define BOOST_STRING_CLASSIFICATION_HPP
|
||||
|
||||
#include <algorithm>
|
||||
#include <locale>
|
||||
#include <boost/range/value_type.hpp>
|
||||
#include <boost/range/as_literal.hpp>
|
||||
#include <boost/algorithm/string/detail/classification.hpp>
|
||||
#include <boost/algorithm/string/predicate_facade.hpp>
|
||||
|
||||
|
||||
/*! \file
|
||||
Classification predicates are included in the library to give
|
||||
some more convenience when using algorithms like \c trim() and \c all().
|
||||
They wrap functionality of STL classification functions ( e.g. \c std::isspace() )
|
||||
into generic functors.
|
||||
*/
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
|
||||
// classification functor generator -------------------------------------//
|
||||
|
||||
//! is_classified predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate. This predicate holds if the input is
|
||||
of specified \c std::ctype category.
|
||||
|
||||
\param Type A \c std::ctype category
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_classified(std::ctype_base::mask Type, const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(Type, Loc);
|
||||
}
|
||||
|
||||
//! is_space predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::space category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_space(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::space, Loc);
|
||||
}
|
||||
|
||||
//! is_alnum predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::alnum category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_alnum(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::alnum, Loc);
|
||||
}
|
||||
|
||||
//! is_alpha predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::alpha category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_alpha(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::alpha, Loc);
|
||||
}
|
||||
|
||||
//! is_cntrl predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::cntrl category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_cntrl(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::cntrl, Loc);
|
||||
}
|
||||
|
||||
//! is_digit predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::digit category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_digit(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::digit, Loc);
|
||||
}
|
||||
|
||||
//! is_graph predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::graph category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_graph(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::graph, Loc);
|
||||
}
|
||||
|
||||
//! is_lower predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::lower category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_lower(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::lower, Loc);
|
||||
}
|
||||
|
||||
//! is_print predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::print category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_print(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::print, Loc);
|
||||
}
|
||||
|
||||
//! is_punct predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::punct category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_punct(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::punct, Loc);
|
||||
}
|
||||
|
||||
//! is_upper predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::upper category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_upper(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::upper, Loc);
|
||||
}
|
||||
|
||||
//! is_xdigit predicate
|
||||
/*!
|
||||
Construct the \c is_classified predicate for the \c ctype_base::xdigit category.
|
||||
|
||||
\param Loc A locale used for classification
|
||||
\return An instance of the \c is_classified predicate
|
||||
*/
|
||||
inline detail::is_classifiedF
|
||||
is_xdigit(const std::locale& Loc=std::locale())
|
||||
{
|
||||
return detail::is_classifiedF(std::ctype_base::xdigit, Loc);
|
||||
}
|
||||
|
||||
//! is_any_of predicate
|
||||
/*!
|
||||
Construct the \c is_any_of predicate. The predicate holds if the input
|
||||
is included in the specified set of characters.
|
||||
|
||||
\param Set A set of characters to be recognized
|
||||
\return An instance of the \c is_any_of predicate
|
||||
*/
|
||||
template<typename RangeT>
|
||||
inline detail::is_any_ofF<
|
||||
BOOST_STRING_TYPENAME range_value<RangeT>::type>
|
||||
is_any_of( const RangeT& Set )
|
||||
{
|
||||
iterator_range<BOOST_STRING_TYPENAME range_const_iterator<RangeT>::type> lit_set(boost::as_literal(Set));
|
||||
return detail::is_any_ofF<BOOST_STRING_TYPENAME range_value<RangeT>::type>(lit_set);
|
||||
}
|
||||
|
||||
//! is_from_range predicate
|
||||
/*!
|
||||
Construct the \c is_from_range predicate. The predicate holds if the input
|
||||
is included in the specified range. (i.e. From <= Ch <= To )
|
||||
|
||||
\param From The start of the range
|
||||
\param To The end of the range
|
||||
\return An instance of the \c is_from_range predicate
|
||||
*/
|
||||
template<typename CharT>
|
||||
inline detail::is_from_rangeF<CharT> is_from_range(CharT From, CharT To)
|
||||
{
|
||||
return detail::is_from_rangeF<CharT>(From,To);
|
||||
}
|
||||
|
||||
// predicate combinators ---------------------------------------------------//
|
||||
|
||||
//! predicate 'and' composition predicate
|
||||
/*!
|
||||
Construct the \c class_and predicate. This predicate can be used
|
||||
to logically combine two classification predicates. \c class_and holds,
|
||||
if both predicates return true.
|
||||
|
||||
\param Pred1 The first predicate
|
||||
\param Pred2 The second predicate
|
||||
\return An instance of the \c class_and predicate
|
||||
*/
|
||||
template<typename Pred1T, typename Pred2T>
|
||||
inline detail::pred_andF<Pred1T, Pred2T>
|
||||
operator&&(
|
||||
const predicate_facade<Pred1T>& Pred1,
|
||||
const predicate_facade<Pred2T>& Pred2 )
|
||||
{
|
||||
// Doing the static_cast with the pointer instead of the reference
|
||||
// is a workaround for some compilers which have problems with
|
||||
// static_cast's of template references, i.e. CW8. /grafik/
|
||||
return detail::pred_andF<Pred1T,Pred2T>(
|
||||
*static_cast<const Pred1T*>(&Pred1),
|
||||
*static_cast<const Pred2T*>(&Pred2) );
|
||||
}
|
||||
|
||||
//! predicate 'or' composition predicate
|
||||
/*!
|
||||
Construct the \c class_or predicate. This predicate can be used
|
||||
to logically combine two classification predicates. \c class_or holds,
|
||||
if one of the predicates return true.
|
||||
|
||||
\param Pred1 The first predicate
|
||||
\param Pred2 The second predicate
|
||||
\return An instance of the \c class_or predicate
|
||||
*/
|
||||
template<typename Pred1T, typename Pred2T>
|
||||
inline detail::pred_orF<Pred1T, Pred2T>
|
||||
operator||(
|
||||
const predicate_facade<Pred1T>& Pred1,
|
||||
const predicate_facade<Pred2T>& Pred2 )
|
||||
{
|
||||
// Doing the static_cast with the pointer instead of the reference
|
||||
// is a workaround for some compilers which have problems with
|
||||
// static_cast's of template references, i.e. CW8. /grafik/
|
||||
return detail::pred_orF<Pred1T,Pred2T>(
|
||||
*static_cast<const Pred1T*>(&Pred1),
|
||||
*static_cast<const Pred2T*>(&Pred2));
|
||||
}
|
||||
|
||||
//! predicate negation operator
|
||||
/*!
|
||||
Construct the \c class_not predicate. This predicate represents a negation.
|
||||
\c class_or holds if of the predicates return false.
|
||||
|
||||
\param Pred The predicate to be negated
|
||||
\return An instance of the \c class_not predicate
|
||||
*/
|
||||
template<typename PredT>
|
||||
inline detail::pred_notF<PredT>
|
||||
operator!( const predicate_facade<PredT>& Pred )
|
||||
{
|
||||
// Doing the static_cast with the pointer instead of the reference
|
||||
// is a workaround for some compilers which have problems with
|
||||
// static_cast's of template references, i.e. CW8. /grafik/
|
||||
return detail::pred_notF<PredT>(*static_cast<const PredT*>(&Pred));
|
||||
}
|
||||
|
||||
} // namespace algorithm
|
||||
|
||||
// pull names to the boost namespace
|
||||
using algorithm::is_classified;
|
||||
using algorithm::is_space;
|
||||
using algorithm::is_alnum;
|
||||
using algorithm::is_alpha;
|
||||
using algorithm::is_cntrl;
|
||||
using algorithm::is_digit;
|
||||
using algorithm::is_graph;
|
||||
using algorithm::is_lower;
|
||||
using algorithm::is_upper;
|
||||
using algorithm::is_print;
|
||||
using algorithm::is_punct;
|
||||
using algorithm::is_xdigit;
|
||||
using algorithm::is_any_of;
|
||||
using algorithm::is_from_range;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_STRING_PREDICATE_HPP
|
199
other/mysql/mac/include/boost/algorithm/string/compare.hpp
Normal file
199
other/mysql/mac/include/boost/algorithm/string/compare.hpp
Normal file
|
@ -0,0 +1,199 @@
|
|||
// Boost string_algo library compare.hpp header file -------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2006.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_COMPARE_HPP
|
||||
#define BOOST_STRING_COMPARE_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <locale>
|
||||
|
||||
/*! \file
|
||||
Defines element comparison predicates. Many algorithms in this library can
|
||||
take an additional argument with a predicate used to compare elements.
|
||||
This makes it possible, for instance, to have case insensitive versions
|
||||
of the algorithms.
|
||||
*/
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
|
||||
// is_equal functor -----------------------------------------------//
|
||||
|
||||
//! is_equal functor
|
||||
/*!
|
||||
Standard STL equal_to only handle comparison between arguments
|
||||
of the same type. This is a less restrictive version which wraps operator ==.
|
||||
*/
|
||||
struct is_equal
|
||||
{
|
||||
//! Function operator
|
||||
/*!
|
||||
Compare two operands for equality
|
||||
*/
|
||||
template< typename T1, typename T2 >
|
||||
bool operator()( const T1& Arg1, const T2& Arg2 ) const
|
||||
{
|
||||
return Arg1==Arg2;
|
||||
}
|
||||
};
|
||||
|
||||
//! case insensitive version of is_equal
|
||||
/*!
|
||||
Case insensitive comparison predicate. Comparison is done using
|
||||
specified locales.
|
||||
*/
|
||||
struct is_iequal
|
||||
{
|
||||
//! Constructor
|
||||
/*!
|
||||
\param Loc locales used for comparison
|
||||
*/
|
||||
is_iequal( const std::locale& Loc=std::locale() ) :
|
||||
m_Loc( Loc ) {}
|
||||
|
||||
//! Function operator
|
||||
/*!
|
||||
Compare two operands. Case is ignored.
|
||||
*/
|
||||
template< typename T1, typename T2 >
|
||||
bool operator()( const T1& Arg1, const T2& Arg2 ) const
|
||||
{
|
||||
#if defined(__BORLANDC__) && (__BORLANDC__ >= 0x560) && (__BORLANDC__ <= 0x564) && !defined(_USE_OLD_RW_STL)
|
||||
return std::toupper(Arg1)==std::toupper(Arg2);
|
||||
#else
|
||||
return std::toupper<T1>(Arg1,m_Loc)==std::toupper<T2>(Arg2,m_Loc);
|
||||
#endif
|
||||
}
|
||||
|
||||
private:
|
||||
std::locale m_Loc;
|
||||
};
|
||||
|
||||
// is_less functor -----------------------------------------------//
|
||||
|
||||
//! is_less functor
|
||||
/*!
|
||||
Convenient version of standard std::less. Operation is templated, therefore it is
|
||||
not required to specify the exact types upon the construction
|
||||
*/
|
||||
struct is_less
|
||||
{
|
||||
//! Functor operation
|
||||
/*!
|
||||
Compare two operands using > operator
|
||||
*/
|
||||
template< typename T1, typename T2 >
|
||||
bool operator()( const T1& Arg1, const T2& Arg2 ) const
|
||||
{
|
||||
return Arg1<Arg2;
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
//! case insensitive version of is_less
|
||||
/*!
|
||||
Case insensitive comparison predicate. Comparison is done using
|
||||
specified locales.
|
||||
*/
|
||||
struct is_iless
|
||||
{
|
||||
//! Constructor
|
||||
/*!
|
||||
\param Loc locales used for comparison
|
||||
*/
|
||||
is_iless( const std::locale& Loc=std::locale() ) :
|
||||
m_Loc( Loc ) {}
|
||||
|
||||
//! Function operator
|
||||
/*!
|
||||
Compare two operands. Case is ignored.
|
||||
*/
|
||||
template< typename T1, typename T2 >
|
||||
bool operator()( const T1& Arg1, const T2& Arg2 ) const
|
||||
{
|
||||
#if defined(__BORLANDC__) && (__BORLANDC__ >= 0x560) && (__BORLANDC__ <= 0x564) && !defined(_USE_OLD_RW_STL)
|
||||
return std::toupper(Arg1)<std::toupper(Arg2);
|
||||
#else
|
||||
return std::toupper<T1>(Arg1,m_Loc)<std::toupper<T2>(Arg2,m_Loc);
|
||||
#endif
|
||||
}
|
||||
|
||||
private:
|
||||
std::locale m_Loc;
|
||||
};
|
||||
|
||||
// is_not_greater functor -----------------------------------------------//
|
||||
|
||||
//! is_not_greater functor
|
||||
/*!
|
||||
Convenient version of standard std::not_greater_to. Operation is templated, therefore it is
|
||||
not required to specify the exact types upon the construction
|
||||
*/
|
||||
struct is_not_greater
|
||||
{
|
||||
//! Functor operation
|
||||
/*!
|
||||
Compare two operands using > operator
|
||||
*/
|
||||
template< typename T1, typename T2 >
|
||||
bool operator()( const T1& Arg1, const T2& Arg2 ) const
|
||||
{
|
||||
return Arg1<=Arg2;
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
//! case insensitive version of is_not_greater
|
||||
/*!
|
||||
Case insensitive comparison predicate. Comparison is done using
|
||||
specified locales.
|
||||
*/
|
||||
struct is_not_igreater
|
||||
{
|
||||
//! Constructor
|
||||
/*!
|
||||
\param Loc locales used for comparison
|
||||
*/
|
||||
is_not_igreater( const std::locale& Loc=std::locale() ) :
|
||||
m_Loc( Loc ) {}
|
||||
|
||||
//! Function operator
|
||||
/*!
|
||||
Compare two operands. Case is ignored.
|
||||
*/
|
||||
template< typename T1, typename T2 >
|
||||
bool operator()( const T1& Arg1, const T2& Arg2 ) const
|
||||
{
|
||||
#if defined(__BORLANDC__) && (__BORLANDC__ >= 0x560) && (__BORLANDC__ <= 0x564) && !defined(_USE_OLD_RW_STL)
|
||||
return std::toupper(Arg1)<=std::toupper(Arg2);
|
||||
#else
|
||||
return std::toupper<T1>(Arg1,m_Loc)<=std::toupper<T2>(Arg2,m_Loc);
|
||||
#endif
|
||||
}
|
||||
|
||||
private:
|
||||
std::locale m_Loc;
|
||||
};
|
||||
|
||||
|
||||
} // namespace algorithm
|
||||
|
||||
// pull names to the boost namespace
|
||||
using algorithm::is_equal;
|
||||
using algorithm::is_iequal;
|
||||
using algorithm::is_less;
|
||||
using algorithm::is_iless;
|
||||
using algorithm::is_not_greater;
|
||||
using algorithm::is_not_igreater;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
|
||||
#endif // BOOST_STRING_COMPARE_HPP
|
83
other/mysql/mac/include/boost/algorithm/string/concept.hpp
Normal file
83
other/mysql/mac/include/boost/algorithm/string/concept.hpp
Normal file
|
@ -0,0 +1,83 @@
|
|||
// Boost string_algo library concept.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_CONCEPT_HPP
|
||||
#define BOOST_STRING_CONCEPT_HPP
|
||||
|
||||
#include <boost/concept_check.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
|
||||
/*! \file
|
||||
Defines concepts used in string_algo library
|
||||
*/
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
|
||||
//! Finder concept
|
||||
/*!
|
||||
Defines the Finder concept. Finder is a functor which selects
|
||||
an arbitrary part of a string. Search is performed on
|
||||
the range specified by starting and ending iterators.
|
||||
|
||||
Result of the find operation must be convertible to iterator_range.
|
||||
*/
|
||||
template<typename FinderT, typename IteratorT>
|
||||
struct FinderConcept
|
||||
{
|
||||
private:
|
||||
typedef iterator_range<IteratorT> range;
|
||||
public:
|
||||
void constraints()
|
||||
{
|
||||
// Operation
|
||||
r=(*pF)(i,i);
|
||||
}
|
||||
private:
|
||||
range r;
|
||||
IteratorT i;
|
||||
FinderT* pF;
|
||||
}; // Finder_concept
|
||||
|
||||
|
||||
//! Formatter concept
|
||||
/*!
|
||||
Defines the Formatter concept. Formatter is a functor, which
|
||||
takes a result from a finder operation and transforms it
|
||||
in a specific way.
|
||||
|
||||
Result must be a container supported by container_traits,
|
||||
or a reference to it.
|
||||
*/
|
||||
template<typename FormatterT, typename FinderT, typename IteratorT>
|
||||
struct FormatterConcept
|
||||
{
|
||||
public:
|
||||
void constraints()
|
||||
{
|
||||
// Operation
|
||||
::boost::begin((*pFo)( (*pF)(i,i) ));
|
||||
::boost::end((*pFo)( (*pF)(i,i) ));
|
||||
}
|
||||
private:
|
||||
IteratorT i;
|
||||
FinderT* pF;
|
||||
FormatterT *pFo;
|
||||
}; // FormatterConcept;
|
||||
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
|
||||
|
||||
|
||||
#endif // BOOST_STRING_CONCEPT_HPP
|
28
other/mysql/mac/include/boost/algorithm/string/config.hpp
Normal file
28
other/mysql/mac/include/boost/algorithm/string/config.hpp
Normal file
|
@ -0,0 +1,28 @@
|
|||
// Boost string_algo library config.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_CONFIG_HPP
|
||||
#define BOOST_STRING_CONFIG_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
|
||||
#ifdef BOOST_STRING_DEDUCED_TYPENAME
|
||||
# error "macro already defined!"
|
||||
#endif
|
||||
|
||||
#define BOOST_STRING_TYPENAME BOOST_DEDUCED_TYPENAME
|
||||
|
||||
// Metrowerks workaround
|
||||
#if BOOST_WORKAROUND(__MWERKS__, <= 0x3003) // 8.x
|
||||
#pragma parse_func_templ off
|
||||
#endif
|
||||
|
||||
#endif // BOOST_STRING_CONFIG_HPP
|
36
other/mysql/mac/include/boost/algorithm/string/constants.hpp
Normal file
36
other/mysql/mac/include/boost/algorithm/string/constants.hpp
Normal file
|
@ -0,0 +1,36 @@
|
|||
// Boost string_algo library constants.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_CONSTANTS_HPP
|
||||
#define BOOST_STRING_CONSTANTS_HPP
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
|
||||
//! Token compression mode
|
||||
/*!
|
||||
Specifies token compression mode for the token_finder.
|
||||
*/
|
||||
enum token_compress_mode_type
|
||||
{
|
||||
token_compress_on, //!< Compress adjacent tokens
|
||||
token_compress_off //!< Do not compress adjacent tokens
|
||||
};
|
||||
|
||||
} // namespace algorithm
|
||||
|
||||
// pull the names to the boost namespace
|
||||
using algorithm::token_compress_on;
|
||||
using algorithm::token_compress_off;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_STRING_CONSTANTS_HPP
|
||||
|
|
@ -0,0 +1,121 @@
|
|||
// Boost string_algo library string_funct.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_CASE_CONV_DETAIL_HPP
|
||||
#define BOOST_STRING_CASE_CONV_DETAIL_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <locale>
|
||||
#include <functional>
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
namespace detail {
|
||||
|
||||
// case conversion functors -----------------------------------------------//
|
||||
|
||||
#if BOOST_WORKAROUND(BOOST_MSVC, >= 1400)
|
||||
#pragma warning(push)
|
||||
#pragma warning(disable:4512) //assignment operator could not be generated
|
||||
#endif
|
||||
|
||||
// a tolower functor
|
||||
template<typename CharT>
|
||||
struct to_lowerF : public std::unary_function<CharT, CharT>
|
||||
{
|
||||
// Constructor
|
||||
to_lowerF( const std::locale& Loc ) : m_Loc( &Loc ) {}
|
||||
|
||||
// Operation
|
||||
CharT operator ()( CharT Ch ) const
|
||||
{
|
||||
#if defined(__BORLANDC__) && (__BORLANDC__ >= 0x560) && (__BORLANDC__ <= 0x564) && !defined(_USE_OLD_RW_STL)
|
||||
return std::tolower( Ch);
|
||||
#else
|
||||
return std::tolower<CharT>( Ch, *m_Loc );
|
||||
#endif
|
||||
}
|
||||
private:
|
||||
const std::locale* m_Loc;
|
||||
};
|
||||
|
||||
// a toupper functor
|
||||
template<typename CharT>
|
||||
struct to_upperF : public std::unary_function<CharT, CharT>
|
||||
{
|
||||
// Constructor
|
||||
to_upperF( const std::locale& Loc ) : m_Loc( &Loc ) {}
|
||||
|
||||
// Operation
|
||||
CharT operator ()( CharT Ch ) const
|
||||
{
|
||||
#if defined(__BORLANDC__) && (__BORLANDC__ >= 0x560) && (__BORLANDC__ <= 0x564) && !defined(_USE_OLD_RW_STL)
|
||||
return std::toupper( Ch);
|
||||
#else
|
||||
return std::toupper<CharT>( Ch, *m_Loc );
|
||||
#endif
|
||||
}
|
||||
private:
|
||||
const std::locale* m_Loc;
|
||||
};
|
||||
|
||||
#if BOOST_WORKAROUND(BOOST_MSVC, >= 1400)
|
||||
#pragma warning(pop)
|
||||
#endif
|
||||
|
||||
// algorithm implementation -------------------------------------------------------------------------
|
||||
|
||||
// Transform a range
|
||||
template<typename OutputIteratorT, typename RangeT, typename FunctorT>
|
||||
OutputIteratorT transform_range_copy(
|
||||
OutputIteratorT Output,
|
||||
const RangeT& Input,
|
||||
FunctorT Functor)
|
||||
{
|
||||
return std::transform(
|
||||
::boost::begin(Input),
|
||||
::boost::end(Input),
|
||||
Output,
|
||||
Functor);
|
||||
}
|
||||
|
||||
// Transform a range (in-place)
|
||||
template<typename RangeT, typename FunctorT>
|
||||
void transform_range(
|
||||
const RangeT& Input,
|
||||
FunctorT Functor)
|
||||
{
|
||||
std::transform(
|
||||
::boost::begin(Input),
|
||||
::boost::end(Input),
|
||||
::boost::begin(Input),
|
||||
Functor);
|
||||
}
|
||||
|
||||
template<typename SequenceT, typename RangeT, typename FunctorT>
|
||||
inline SequenceT transform_range_copy(
|
||||
const RangeT& Input,
|
||||
FunctorT Functor)
|
||||
{
|
||||
return SequenceT(
|
||||
::boost::make_transform_iterator(
|
||||
::boost::begin(Input),
|
||||
Functor),
|
||||
::boost::make_transform_iterator(
|
||||
::boost::end(Input),
|
||||
Functor));
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
|
||||
#endif // BOOST_STRING_CASE_CONV_DETAIL_HPP
|
|
@ -0,0 +1,353 @@
|
|||
// Boost string_algo library classification.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_CLASSIFICATION_DETAIL_HPP
|
||||
#define BOOST_STRING_CLASSIFICATION_DETAIL_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <algorithm>
|
||||
#include <functional>
|
||||
#include <locale>
|
||||
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
|
||||
#include <boost/algorithm/string/predicate_facade.hpp>
|
||||
#include <boost/type_traits/remove_const.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
namespace detail {
|
||||
|
||||
// classification functors -----------------------------------------------//
|
||||
|
||||
// is_classified functor
|
||||
struct is_classifiedF :
|
||||
public predicate_facade<is_classifiedF>
|
||||
{
|
||||
// Boost.ResultOf support
|
||||
typedef bool result_type;
|
||||
|
||||
// Constructor from a locale
|
||||
is_classifiedF(std::ctype_base::mask Type, std::locale const & Loc = std::locale()) :
|
||||
m_Type(Type), m_Locale(Loc) {}
|
||||
// Operation
|
||||
template<typename CharT>
|
||||
bool operator()( CharT Ch ) const
|
||||
{
|
||||
return std::use_facet< std::ctype<CharT> >(m_Locale).is( m_Type, Ch );
|
||||
}
|
||||
|
||||
#if defined(__BORLANDC__) && (__BORLANDC__ >= 0x560) && (__BORLANDC__ <= 0x582) && !defined(_USE_OLD_RW_STL)
|
||||
template<>
|
||||
bool operator()( char const Ch ) const
|
||||
{
|
||||
return std::use_facet< std::ctype<char> >(m_Locale).is( m_Type, Ch );
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
std::ctype_base::mask m_Type;
|
||||
std::locale m_Locale;
|
||||
};
|
||||
|
||||
|
||||
// is_any_of functor
|
||||
/*
|
||||
returns true if the value is from the specified set
|
||||
*/
|
||||
template<typename CharT>
|
||||
struct is_any_ofF :
|
||||
public predicate_facade<is_any_ofF<CharT> >
|
||||
{
|
||||
private:
|
||||
// set cannot operate on const value-type
|
||||
typedef typename ::boost::remove_const<CharT>::type set_value_type;
|
||||
|
||||
public:
|
||||
// Boost.ResultOf support
|
||||
typedef bool result_type;
|
||||
|
||||
// Constructor
|
||||
template<typename RangeT>
|
||||
is_any_ofF( const RangeT& Range ) : m_Size(0)
|
||||
{
|
||||
// Prepare storage
|
||||
m_Storage.m_dynSet=0;
|
||||
|
||||
std::size_t Size=::boost::distance(Range);
|
||||
m_Size=Size;
|
||||
set_value_type* Storage=0;
|
||||
|
||||
if(use_fixed_storage(m_Size))
|
||||
{
|
||||
// Use fixed storage
|
||||
Storage=&m_Storage.m_fixSet[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
// Use dynamic storage
|
||||
m_Storage.m_dynSet=new set_value_type[m_Size];
|
||||
Storage=m_Storage.m_dynSet;
|
||||
}
|
||||
|
||||
// Use fixed storage
|
||||
::std::copy(::boost::begin(Range), ::boost::end(Range), Storage);
|
||||
::std::sort(Storage, Storage+m_Size);
|
||||
}
|
||||
|
||||
// Copy constructor
|
||||
is_any_ofF(const is_any_ofF& Other) : m_Size(Other.m_Size)
|
||||
{
|
||||
// Prepare storage
|
||||
m_Storage.m_dynSet=0;
|
||||
const set_value_type* SrcStorage=0;
|
||||
set_value_type* DestStorage=0;
|
||||
|
||||
if(use_fixed_storage(m_Size))
|
||||
{
|
||||
// Use fixed storage
|
||||
DestStorage=&m_Storage.m_fixSet[0];
|
||||
SrcStorage=&Other.m_Storage.m_fixSet[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
// Use dynamic storage
|
||||
m_Storage.m_dynSet=new set_value_type[m_Size];
|
||||
DestStorage=m_Storage.m_dynSet;
|
||||
SrcStorage=Other.m_Storage.m_dynSet;
|
||||
}
|
||||
|
||||
// Use fixed storage
|
||||
::memcpy(DestStorage, SrcStorage, sizeof(set_value_type)*m_Size);
|
||||
}
|
||||
|
||||
// Destructor
|
||||
~is_any_ofF()
|
||||
{
|
||||
if(!use_fixed_storage(m_Size) && m_Storage.m_dynSet!=0)
|
||||
{
|
||||
delete [] m_Storage.m_dynSet;
|
||||
}
|
||||
}
|
||||
|
||||
// Assignment
|
||||
is_any_ofF& operator=(const is_any_ofF& Other)
|
||||
{
|
||||
// Handle self assignment
|
||||
if(this==&Other) return *this;
|
||||
|
||||
// Prepare storage
|
||||
const set_value_type* SrcStorage;
|
||||
set_value_type* DestStorage;
|
||||
|
||||
if(use_fixed_storage(Other.m_Size))
|
||||
{
|
||||
// Use fixed storage
|
||||
DestStorage=&m_Storage.m_fixSet[0];
|
||||
SrcStorage=&Other.m_Storage.m_fixSet[0];
|
||||
|
||||
// Delete old storage if was present
|
||||
if(!use_fixed_storage(m_Size) && m_Storage.m_dynSet!=0)
|
||||
{
|
||||
delete [] m_Storage.m_dynSet;
|
||||
}
|
||||
|
||||
// Set new size
|
||||
m_Size=Other.m_Size;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Other uses dynamic storage
|
||||
SrcStorage=Other.m_Storage.m_dynSet;
|
||||
|
||||
// Check what kind of storage are we using right now
|
||||
if(use_fixed_storage(m_Size))
|
||||
{
|
||||
// Using fixed storage, allocate new
|
||||
set_value_type* pTemp=new set_value_type[Other.m_Size];
|
||||
DestStorage=pTemp;
|
||||
m_Storage.m_dynSet=pTemp;
|
||||
m_Size=Other.m_Size;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Using dynamic storage, check if can reuse
|
||||
if(m_Storage.m_dynSet!=0 && m_Size>=Other.m_Size && m_Size<Other.m_Size*2)
|
||||
{
|
||||
// Reuse the current storage
|
||||
DestStorage=m_Storage.m_dynSet;
|
||||
m_Size=Other.m_Size;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Allocate the new one
|
||||
set_value_type* pTemp=new set_value_type[Other.m_Size];
|
||||
DestStorage=pTemp;
|
||||
|
||||
// Delete old storage if necessary
|
||||
if(m_Storage.m_dynSet!=0)
|
||||
{
|
||||
delete [] m_Storage.m_dynSet;
|
||||
}
|
||||
// Store the new storage
|
||||
m_Storage.m_dynSet=pTemp;
|
||||
// Set new size
|
||||
m_Size=Other.m_Size;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Copy the data
|
||||
::memcpy(DestStorage, SrcStorage, sizeof(set_value_type)*m_Size);
|
||||
|
||||
return *this;
|
||||
}
|
||||
|
||||
// Operation
|
||||
template<typename Char2T>
|
||||
bool operator()( Char2T Ch ) const
|
||||
{
|
||||
const set_value_type* Storage=
|
||||
(use_fixed_storage(m_Size))
|
||||
? &m_Storage.m_fixSet[0]
|
||||
: m_Storage.m_dynSet;
|
||||
|
||||
return ::std::binary_search(Storage, Storage+m_Size, Ch);
|
||||
}
|
||||
private:
|
||||
// check if the size is eligible for fixed storage
|
||||
static bool use_fixed_storage(std::size_t size)
|
||||
{
|
||||
return size<=sizeof(set_value_type*)*2;
|
||||
}
|
||||
|
||||
|
||||
private:
|
||||
// storage
|
||||
// The actual used storage is selected on the type
|
||||
union
|
||||
{
|
||||
set_value_type* m_dynSet;
|
||||
set_value_type m_fixSet[sizeof(set_value_type*)*2];
|
||||
}
|
||||
m_Storage;
|
||||
|
||||
// storage size
|
||||
::std::size_t m_Size;
|
||||
};
|
||||
|
||||
// is_from_range functor
|
||||
/*
|
||||
returns true if the value is from the specified range.
|
||||
(i.e. x>=From && x>=To)
|
||||
*/
|
||||
template<typename CharT>
|
||||
struct is_from_rangeF :
|
||||
public predicate_facade< is_from_rangeF<CharT> >
|
||||
{
|
||||
// Boost.ResultOf support
|
||||
typedef bool result_type;
|
||||
|
||||
// Constructor
|
||||
is_from_rangeF( CharT From, CharT To ) : m_From(From), m_To(To) {}
|
||||
|
||||
// Operation
|
||||
template<typename Char2T>
|
||||
bool operator()( Char2T Ch ) const
|
||||
{
|
||||
return ( m_From <= Ch ) && ( Ch <= m_To );
|
||||
}
|
||||
|
||||
private:
|
||||
CharT m_From;
|
||||
CharT m_To;
|
||||
};
|
||||
|
||||
// class_and composition predicate
|
||||
template<typename Pred1T, typename Pred2T>
|
||||
struct pred_andF :
|
||||
public predicate_facade< pred_andF<Pred1T,Pred2T> >
|
||||
{
|
||||
public:
|
||||
|
||||
// Boost.ResultOf support
|
||||
typedef bool result_type;
|
||||
|
||||
// Constructor
|
||||
pred_andF( Pred1T Pred1, Pred2T Pred2 ) :
|
||||
m_Pred1(Pred1), m_Pred2(Pred2) {}
|
||||
|
||||
// Operation
|
||||
template<typename CharT>
|
||||
bool operator()( CharT Ch ) const
|
||||
{
|
||||
return m_Pred1(Ch) && m_Pred2(Ch);
|
||||
}
|
||||
|
||||
private:
|
||||
Pred1T m_Pred1;
|
||||
Pred2T m_Pred2;
|
||||
};
|
||||
|
||||
// class_or composition predicate
|
||||
template<typename Pred1T, typename Pred2T>
|
||||
struct pred_orF :
|
||||
public predicate_facade< pred_orF<Pred1T,Pred2T> >
|
||||
{
|
||||
public:
|
||||
// Boost.ResultOf support
|
||||
typedef bool result_type;
|
||||
|
||||
// Constructor
|
||||
pred_orF( Pred1T Pred1, Pred2T Pred2 ) :
|
||||
m_Pred1(Pred1), m_Pred2(Pred2) {}
|
||||
|
||||
// Operation
|
||||
template<typename CharT>
|
||||
bool operator()( CharT Ch ) const
|
||||
{
|
||||
return m_Pred1(Ch) || m_Pred2(Ch);
|
||||
}
|
||||
|
||||
private:
|
||||
Pred1T m_Pred1;
|
||||
Pred2T m_Pred2;
|
||||
};
|
||||
|
||||
// class_not composition predicate
|
||||
template< typename PredT >
|
||||
struct pred_notF :
|
||||
public predicate_facade< pred_notF<PredT> >
|
||||
{
|
||||
public:
|
||||
// Boost.ResultOf support
|
||||
typedef bool result_type;
|
||||
|
||||
// Constructor
|
||||
pred_notF( PredT Pred ) : m_Pred(Pred) {}
|
||||
|
||||
// Operation
|
||||
template<typename CharT>
|
||||
bool operator()( CharT Ch ) const
|
||||
{
|
||||
return !m_Pred(Ch);
|
||||
}
|
||||
|
||||
private:
|
||||
PredT m_Pred;
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
|
||||
#endif // BOOST_STRING_CLASSIFICATION_DETAIL_HPP
|
|
@ -0,0 +1,204 @@
|
|||
// Boost string_algo library find_format.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_FIND_FORMAT_DETAIL_HPP
|
||||
#define BOOST_STRING_FIND_FORMAT_DETAIL_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/range/const_iterator.hpp>
|
||||
#include <boost/range/iterator.hpp>
|
||||
#include <boost/algorithm/string/detail/find_format_store.hpp>
|
||||
#include <boost/algorithm/string/detail/replace_storage.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
namespace detail {
|
||||
|
||||
// find_format_copy (iterator variant) implementation -------------------------------//
|
||||
|
||||
template<
|
||||
typename OutputIteratorT,
|
||||
typename InputT,
|
||||
typename FormatterT,
|
||||
typename FindResultT,
|
||||
typename FormatResultT >
|
||||
inline OutputIteratorT find_format_copy_impl2(
|
||||
OutputIteratorT Output,
|
||||
const InputT& Input,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult,
|
||||
const FormatResultT& FormatResult )
|
||||
{
|
||||
typedef find_format_store<
|
||||
BOOST_STRING_TYPENAME
|
||||
range_const_iterator<InputT>::type,
|
||||
FormatterT,
|
||||
FormatResultT > store_type;
|
||||
|
||||
// Create store for the find result
|
||||
store_type M( FindResult, FormatResult, Formatter );
|
||||
|
||||
if ( !M )
|
||||
{
|
||||
// Match not found - return original sequence
|
||||
Output = std::copy( ::boost::begin(Input), ::boost::end(Input), Output );
|
||||
return Output;
|
||||
}
|
||||
|
||||
// Copy the beginning of the sequence
|
||||
Output = std::copy( ::boost::begin(Input), ::boost::begin(M), Output );
|
||||
// Format find result
|
||||
// Copy formated result
|
||||
Output = std::copy( ::boost::begin(M.format_result()), ::boost::end(M.format_result()), Output );
|
||||
// Copy the rest of the sequence
|
||||
Output = std::copy( M.end(), ::boost::end(Input), Output );
|
||||
|
||||
return Output;
|
||||
}
|
||||
|
||||
template<
|
||||
typename OutputIteratorT,
|
||||
typename InputT,
|
||||
typename FormatterT,
|
||||
typename FindResultT >
|
||||
inline OutputIteratorT find_format_copy_impl(
|
||||
OutputIteratorT Output,
|
||||
const InputT& Input,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult )
|
||||
{
|
||||
if( ::boost::algorithm::detail::check_find_result(Input, FindResult) ) {
|
||||
return ::boost::algorithm::detail::find_format_copy_impl2(
|
||||
Output,
|
||||
Input,
|
||||
Formatter,
|
||||
FindResult,
|
||||
Formatter(FindResult) );
|
||||
} else {
|
||||
return std::copy( ::boost::begin(Input), ::boost::end(Input), Output );
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
// find_format_copy implementation --------------------------------------------------//
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FormatterT,
|
||||
typename FindResultT,
|
||||
typename FormatResultT >
|
||||
inline InputT find_format_copy_impl2(
|
||||
const InputT& Input,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult,
|
||||
const FormatResultT& FormatResult)
|
||||
{
|
||||
typedef find_format_store<
|
||||
BOOST_STRING_TYPENAME
|
||||
range_const_iterator<InputT>::type,
|
||||
FormatterT,
|
||||
FormatResultT > store_type;
|
||||
|
||||
// Create store for the find result
|
||||
store_type M( FindResult, FormatResult, Formatter );
|
||||
|
||||
if ( !M )
|
||||
{
|
||||
// Match not found - return original sequence
|
||||
return InputT( Input );
|
||||
}
|
||||
|
||||
InputT Output;
|
||||
// Copy the beginning of the sequence
|
||||
insert( Output, ::boost::end(Output), ::boost::begin(Input), M.begin() );
|
||||
// Copy formated result
|
||||
insert( Output, ::boost::end(Output), M.format_result() );
|
||||
// Copy the rest of the sequence
|
||||
insert( Output, ::boost::end(Output), M.end(), ::boost::end(Input) );
|
||||
|
||||
return Output;
|
||||
}
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FormatterT,
|
||||
typename FindResultT >
|
||||
inline InputT find_format_copy_impl(
|
||||
const InputT& Input,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult)
|
||||
{
|
||||
if( ::boost::algorithm::detail::check_find_result(Input, FindResult) ) {
|
||||
return ::boost::algorithm::detail::find_format_copy_impl2(
|
||||
Input,
|
||||
Formatter,
|
||||
FindResult,
|
||||
Formatter(FindResult) );
|
||||
} else {
|
||||
return Input;
|
||||
}
|
||||
}
|
||||
|
||||
// replace implementation ----------------------------------------------------//
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FormatterT,
|
||||
typename FindResultT,
|
||||
typename FormatResultT >
|
||||
inline void find_format_impl2(
|
||||
InputT& Input,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult,
|
||||
const FormatResultT& FormatResult)
|
||||
{
|
||||
typedef find_format_store<
|
||||
BOOST_STRING_TYPENAME
|
||||
range_iterator<InputT>::type,
|
||||
FormatterT,
|
||||
FormatResultT > store_type;
|
||||
|
||||
// Create store for the find result
|
||||
store_type M( FindResult, FormatResult, Formatter );
|
||||
|
||||
if ( !M )
|
||||
{
|
||||
// Search not found - return original sequence
|
||||
return;
|
||||
}
|
||||
|
||||
// Replace match
|
||||
::boost::algorithm::detail::replace( Input, M.begin(), M.end(), M.format_result() );
|
||||
}
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FormatterT,
|
||||
typename FindResultT >
|
||||
inline void find_format_impl(
|
||||
InputT& Input,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult)
|
||||
{
|
||||
if( ::boost::algorithm::detail::check_find_result(Input, FindResult) ) {
|
||||
::boost::algorithm::detail::find_format_impl2(
|
||||
Input,
|
||||
Formatter,
|
||||
FindResult,
|
||||
Formatter(FindResult) );
|
||||
}
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_STRING_FIND_FORMAT_DETAIL_HPP
|
|
@ -0,0 +1,273 @@
|
|||
// Boost string_algo library find_format_all.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_FIND_FORMAT_ALL_DETAIL_HPP
|
||||
#define BOOST_STRING_FIND_FORMAT_ALL_DETAIL_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/range/const_iterator.hpp>
|
||||
#include <boost/range/value_type.hpp>
|
||||
#include <boost/algorithm/string/detail/find_format_store.hpp>
|
||||
#include <boost/algorithm/string/detail/replace_storage.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
namespace detail {
|
||||
|
||||
// find_format_all_copy (iterator variant) implementation ---------------------------//
|
||||
|
||||
template<
|
||||
typename OutputIteratorT,
|
||||
typename InputT,
|
||||
typename FinderT,
|
||||
typename FormatterT,
|
||||
typename FindResultT,
|
||||
typename FormatResultT >
|
||||
inline OutputIteratorT find_format_all_copy_impl2(
|
||||
OutputIteratorT Output,
|
||||
const InputT& Input,
|
||||
FinderT Finder,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult,
|
||||
const FormatResultT& FormatResult )
|
||||
{
|
||||
typedef BOOST_STRING_TYPENAME
|
||||
range_const_iterator<InputT>::type input_iterator_type;
|
||||
|
||||
typedef find_format_store<
|
||||
input_iterator_type,
|
||||
FormatterT,
|
||||
FormatResultT > store_type;
|
||||
|
||||
// Create store for the find result
|
||||
store_type M( FindResult, FormatResult, Formatter );
|
||||
|
||||
// Initialize last match
|
||||
input_iterator_type LastMatch=::boost::begin(Input);
|
||||
|
||||
// Iterate through all matches
|
||||
while( M )
|
||||
{
|
||||
// Copy the beginning of the sequence
|
||||
Output = std::copy( LastMatch, M.begin(), Output );
|
||||
// Copy formated result
|
||||
Output = std::copy( ::boost::begin(M.format_result()), ::boost::end(M.format_result()), Output );
|
||||
|
||||
// Proceed to the next match
|
||||
LastMatch=M.end();
|
||||
M=Finder( LastMatch, ::boost::end(Input) );
|
||||
}
|
||||
|
||||
// Copy the rest of the sequence
|
||||
Output = std::copy( LastMatch, ::boost::end(Input), Output );
|
||||
|
||||
return Output;
|
||||
}
|
||||
|
||||
template<
|
||||
typename OutputIteratorT,
|
||||
typename InputT,
|
||||
typename FinderT,
|
||||
typename FormatterT,
|
||||
typename FindResultT >
|
||||
inline OutputIteratorT find_format_all_copy_impl(
|
||||
OutputIteratorT Output,
|
||||
const InputT& Input,
|
||||
FinderT Finder,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult )
|
||||
{
|
||||
if( ::boost::algorithm::detail::check_find_result(Input, FindResult) ) {
|
||||
return ::boost::algorithm::detail::find_format_all_copy_impl2(
|
||||
Output,
|
||||
Input,
|
||||
Finder,
|
||||
Formatter,
|
||||
FindResult,
|
||||
Formatter(FindResult) );
|
||||
} else {
|
||||
return std::copy( ::boost::begin(Input), ::boost::end(Input), Output );
|
||||
}
|
||||
}
|
||||
|
||||
// find_format_all_copy implementation ----------------------------------------------//
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FinderT,
|
||||
typename FormatterT,
|
||||
typename FindResultT,
|
||||
typename FormatResultT >
|
||||
inline InputT find_format_all_copy_impl2(
|
||||
const InputT& Input,
|
||||
FinderT Finder,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult,
|
||||
const FormatResultT& FormatResult)
|
||||
{
|
||||
typedef BOOST_STRING_TYPENAME
|
||||
range_const_iterator<InputT>::type input_iterator_type;
|
||||
|
||||
typedef find_format_store<
|
||||
input_iterator_type,
|
||||
FormatterT,
|
||||
FormatResultT > store_type;
|
||||
|
||||
// Create store for the find result
|
||||
store_type M( FindResult, FormatResult, Formatter );
|
||||
|
||||
// Initialize last match
|
||||
input_iterator_type LastMatch=::boost::begin(Input);
|
||||
|
||||
// Output temporary
|
||||
InputT Output;
|
||||
|
||||
// Iterate through all matches
|
||||
while( M )
|
||||
{
|
||||
// Copy the beginning of the sequence
|
||||
insert( Output, ::boost::end(Output), LastMatch, M.begin() );
|
||||
// Copy formated result
|
||||
insert( Output, ::boost::end(Output), M.format_result() );
|
||||
|
||||
// Proceed to the next match
|
||||
LastMatch=M.end();
|
||||
M=Finder( LastMatch, ::boost::end(Input) );
|
||||
}
|
||||
|
||||
// Copy the rest of the sequence
|
||||
::boost::algorithm::detail::insert( Output, ::boost::end(Output), LastMatch, ::boost::end(Input) );
|
||||
|
||||
return Output;
|
||||
}
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FinderT,
|
||||
typename FormatterT,
|
||||
typename FindResultT >
|
||||
inline InputT find_format_all_copy_impl(
|
||||
const InputT& Input,
|
||||
FinderT Finder,
|
||||
FormatterT Formatter,
|
||||
const FindResultT& FindResult)
|
||||
{
|
||||
if( ::boost::algorithm::detail::check_find_result(Input, FindResult) ) {
|
||||
return ::boost::algorithm::detail::find_format_all_copy_impl2(
|
||||
Input,
|
||||
Finder,
|
||||
Formatter,
|
||||
FindResult,
|
||||
Formatter(FindResult) );
|
||||
} else {
|
||||
return Input;
|
||||
}
|
||||
}
|
||||
|
||||
// find_format_all implementation ------------------------------------------------//
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FinderT,
|
||||
typename FormatterT,
|
||||
typename FindResultT,
|
||||
typename FormatResultT >
|
||||
inline void find_format_all_impl2(
|
||||
InputT& Input,
|
||||
FinderT Finder,
|
||||
FormatterT Formatter,
|
||||
FindResultT FindResult,
|
||||
FormatResultT FormatResult)
|
||||
{
|
||||
typedef BOOST_STRING_TYPENAME
|
||||
range_iterator<InputT>::type input_iterator_type;
|
||||
typedef find_format_store<
|
||||
input_iterator_type,
|
||||
FormatterT,
|
||||
FormatResultT > store_type;
|
||||
|
||||
// Create store for the find result
|
||||
store_type M( FindResult, FormatResult, Formatter );
|
||||
|
||||
// Instantiate replacement storage
|
||||
std::deque<
|
||||
BOOST_STRING_TYPENAME range_value<InputT>::type> Storage;
|
||||
|
||||
// Initialize replacement iterators
|
||||
input_iterator_type InsertIt=::boost::begin(Input);
|
||||
input_iterator_type SearchIt=::boost::begin(Input);
|
||||
|
||||
while( M )
|
||||
{
|
||||
// process the segment
|
||||
InsertIt=process_segment(
|
||||
Storage,
|
||||
Input,
|
||||
InsertIt,
|
||||
SearchIt,
|
||||
M.begin() );
|
||||
|
||||
// Adjust search iterator
|
||||
SearchIt=M.end();
|
||||
|
||||
// Copy formated replace to the storage
|
||||
::boost::algorithm::detail::copy_to_storage( Storage, M.format_result() );
|
||||
|
||||
// Find range for a next match
|
||||
M=Finder( SearchIt, ::boost::end(Input) );
|
||||
}
|
||||
|
||||
// process the last segment
|
||||
InsertIt=::boost::algorithm::detail::process_segment(
|
||||
Storage,
|
||||
Input,
|
||||
InsertIt,
|
||||
SearchIt,
|
||||
::boost::end(Input) );
|
||||
|
||||
if ( Storage.empty() )
|
||||
{
|
||||
// Truncate input
|
||||
::boost::algorithm::detail::erase( Input, InsertIt, ::boost::end(Input) );
|
||||
}
|
||||
else
|
||||
{
|
||||
// Copy remaining data to the end of input
|
||||
::boost::algorithm::detail::insert( Input, ::boost::end(Input), Storage.begin(), Storage.end() );
|
||||
}
|
||||
}
|
||||
|
||||
template<
|
||||
typename InputT,
|
||||
typename FinderT,
|
||||
typename FormatterT,
|
||||
typename FindResultT >
|
||||
inline void find_format_all_impl(
|
||||
InputT& Input,
|
||||
FinderT Finder,
|
||||
FormatterT Formatter,
|
||||
FindResultT FindResult)
|
||||
{
|
||||
if( ::boost::algorithm::detail::check_find_result(Input, FindResult) ) {
|
||||
::boost::algorithm::detail::find_format_all_impl2(
|
||||
Input,
|
||||
Finder,
|
||||
Formatter,
|
||||
FindResult,
|
||||
Formatter(FindResult) );
|
||||
}
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_STRING_FIND_FORMAT_ALL_DETAIL_HPP
|
|
@ -0,0 +1,89 @@
|
|||
// Boost string_algo library find_format_store.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_FIND_FORMAT_STORE_DETAIL_HPP
|
||||
#define BOOST_STRING_FIND_FORMAT_STORE_DETAIL_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
namespace detail {
|
||||
|
||||
// temporary format and find result storage --------------------------------//
|
||||
|
||||
#if BOOST_WORKAROUND(BOOST_MSVC, >= 1400)
|
||||
#pragma warning(push)
|
||||
#pragma warning(disable:4512) //assignment operator could not be generated
|
||||
#endif
|
||||
template<
|
||||
typename ForwardIteratorT,
|
||||
typename FormatterT,
|
||||
typename FormatResultT >
|
||||
class find_format_store :
|
||||
public iterator_range<ForwardIteratorT>
|
||||
{
|
||||
public:
|
||||
// typedefs
|
||||
typedef iterator_range<ForwardIteratorT> base_type;
|
||||
typedef FormatterT formatter_type;
|
||||
typedef FormatResultT format_result_type;
|
||||
|
||||
public:
|
||||
// Construction
|
||||
find_format_store(
|
||||
const base_type& FindResult,
|
||||
const format_result_type& FormatResult,
|
||||
const formatter_type& Formatter ) :
|
||||
base_type(FindResult),
|
||||
m_FormatResult(FormatResult),
|
||||
m_Formatter(Formatter) {}
|
||||
|
||||
// Assignment
|
||||
template< typename FindResultT >
|
||||
find_format_store& operator=( FindResultT FindResult )
|
||||
{
|
||||
iterator_range<ForwardIteratorT>::operator=(FindResult);
|
||||
if( !this->empty() ) {
|
||||
m_FormatResult=m_Formatter(FindResult);
|
||||
}
|
||||
|
||||
return *this;
|
||||
}
|
||||
|
||||
// Retrieve format result
|
||||
const format_result_type& format_result()
|
||||
{
|
||||
return m_FormatResult;
|
||||
}
|
||||
|
||||
private:
|
||||
format_result_type m_FormatResult;
|
||||
const formatter_type& m_Formatter;
|
||||
};
|
||||
|
||||
template<typename InputT, typename FindResultT>
|
||||
bool check_find_result(InputT& Input, FindResultT& FindResult)
|
||||
{
|
||||
typedef BOOST_STRING_TYPENAME
|
||||
range_const_iterator<InputT>::type input_iterator_type;
|
||||
iterator_range<input_iterator_type> ResultRange(FindResult);
|
||||
return !ResultRange.empty();
|
||||
}
|
||||
|
||||
#if BOOST_WORKAROUND(BOOST_MSVC, >= 1400)
|
||||
#pragma warning(pop)
|
||||
#endif
|
||||
} // namespace detail
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_STRING_FIND_FORMAT_STORE_DETAIL_HPP
|
|
@ -0,0 +1,87 @@
|
|||
// Boost string_algo library find_iterator.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2003.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_FIND_ITERATOR_DETAIL_HPP
|
||||
#define BOOST_STRING_FIND_ITERATOR_DETAIL_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/iterator/iterator_facade.hpp>
|
||||
#include <boost/iterator/iterator_categories.hpp>
|
||||
#include <boost/function.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
namespace detail {
|
||||
|
||||
// find_iterator base -----------------------------------------------//
|
||||
|
||||
// Find iterator base
|
||||
template<typename IteratorT>
|
||||
class find_iterator_base
|
||||
{
|
||||
protected:
|
||||
// typedefs
|
||||
typedef IteratorT input_iterator_type;
|
||||
typedef iterator_range<IteratorT> match_type;
|
||||
typedef function2<
|
||||
match_type,
|
||||
input_iterator_type,
|
||||
input_iterator_type> finder_type;
|
||||
|
||||
protected:
|
||||
// Protected construction/destruction
|
||||
|
||||
// Default constructor
|
||||
find_iterator_base() {};
|
||||
// Copy construction
|
||||
find_iterator_base( const find_iterator_base& Other ) :
|
||||
m_Finder(Other.m_Finder) {}
|
||||
|
||||
// Constructor
|
||||
template<typename FinderT>
|
||||
find_iterator_base( FinderT Finder, int ) :
|
||||
m_Finder(Finder) {}
|
||||
|
||||
// Destructor
|
||||
~find_iterator_base() {}
|
||||
|
||||
// Find operation
|
||||
match_type do_find(
|
||||
input_iterator_type Begin,
|
||||
input_iterator_type End ) const
|
||||
{
|
||||
if (!m_Finder.empty())
|
||||
{
|
||||
return m_Finder(Begin,End);
|
||||
}
|
||||
else
|
||||
{
|
||||
return match_type(End,End);
|
||||
}
|
||||
}
|
||||
|
||||
// Check
|
||||
bool is_null() const
|
||||
{
|
||||
return m_Finder.empty();
|
||||
}
|
||||
|
||||
private:
|
||||
// Finder
|
||||
finder_type m_Finder;
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
|
||||
#endif // BOOST_STRING_FIND_ITERATOR_DETAIL_HPP
|
646
other/mysql/mac/include/boost/algorithm/string/detail/finder.hpp
Normal file
646
other/mysql/mac/include/boost/algorithm/string/detail/finder.hpp
Normal file
|
@ -0,0 +1,646 @@
|
|||
// Boost string_algo library finder.hpp header file ---------------------------//
|
||||
|
||||
// Copyright Pavol Droba 2002-2006.
|
||||
//
|
||||
// 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)
|
||||
|
||||
// See http://www.boost.org/ for updates, documentation, and revision history.
|
||||
|
||||
#ifndef BOOST_STRING_FINDER_DETAIL_HPP
|
||||
#define BOOST_STRING_FINDER_DETAIL_HPP
|
||||
|
||||
#include <boost/algorithm/string/config.hpp>
|
||||
#include <boost/algorithm/string/constants.hpp>
|
||||
#include <boost/detail/iterator.hpp>
|
||||
|
||||
#include <boost/range/iterator_range.hpp>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
#include <boost/range/empty.hpp>
|
||||
#include <boost/range/as_literal.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace algorithm {
|
||||
namespace detail {
|
||||
|
||||
|
||||
// find first functor -----------------------------------------------//
|
||||
|
||||
// find a subsequence in the sequence ( functor )
|
||||
/*
|
||||
Returns a pair <begin,end> marking the subsequence in the sequence.
|
||||
If the find fails, functor returns <End,End>
|
||||
*/
|
||||
template<typename SearchIteratorT,typename PredicateT>
|
||||
struct first_finderF
|
||||
{
|
||||
typedef SearchIteratorT search_iterator_type;
|
||||
|
||||
// Construction
|
||||
template< typename SearchT >
|
||||
first_finderF( const SearchT& Search, PredicateT Comp ) :
|
||||
m_Search(::boost::begin(Search), ::boost::end(Search)), m_Comp(Comp) {}
|
||||
first_finderF(
|
||||
search_iterator_type SearchBegin,
|
||||
search_iterator_type SearchEnd,
|
||||
PredicateT Comp ) :
|
||||
m_Search(SearchBegin, SearchEnd), m_Comp(Comp) {}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
operator()(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End ) const
|
||||
{
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
|
||||
// Outer loop
|
||||
for(input_iterator_type OuterIt=Begin;
|
||||
OuterIt!=End;
|
||||
++OuterIt)
|
||||
{
|
||||
// Sanity check
|
||||
if( boost::empty(m_Search) )
|
||||
return result_type( End, End );
|
||||
|
||||
input_iterator_type InnerIt=OuterIt;
|
||||
search_iterator_type SubstrIt=m_Search.begin();
|
||||
for(;
|
||||
InnerIt!=End && SubstrIt!=m_Search.end();
|
||||
++InnerIt,++SubstrIt)
|
||||
{
|
||||
if( !( m_Comp(*InnerIt,*SubstrIt) ) )
|
||||
break;
|
||||
}
|
||||
|
||||
// Substring matching succeeded
|
||||
if ( SubstrIt==m_Search.end() )
|
||||
return result_type( OuterIt, InnerIt );
|
||||
}
|
||||
|
||||
return result_type( End, End );
|
||||
}
|
||||
|
||||
private:
|
||||
iterator_range<search_iterator_type> m_Search;
|
||||
PredicateT m_Comp;
|
||||
};
|
||||
|
||||
// find last functor -----------------------------------------------//
|
||||
|
||||
// find the last match a subseqeunce in the sequence ( functor )
|
||||
/*
|
||||
Returns a pair <begin,end> marking the subsequence in the sequence.
|
||||
If the find fails, returns <End,End>
|
||||
*/
|
||||
template<typename SearchIteratorT, typename PredicateT>
|
||||
struct last_finderF
|
||||
{
|
||||
typedef SearchIteratorT search_iterator_type;
|
||||
typedef first_finderF<
|
||||
search_iterator_type,
|
||||
PredicateT> first_finder_type;
|
||||
|
||||
// Construction
|
||||
template< typename SearchT >
|
||||
last_finderF( const SearchT& Search, PredicateT Comp ) :
|
||||
m_Search(::boost::begin(Search), ::boost::end(Search)), m_Comp(Comp) {}
|
||||
last_finderF(
|
||||
search_iterator_type SearchBegin,
|
||||
search_iterator_type SearchEnd,
|
||||
PredicateT Comp ) :
|
||||
m_Search(SearchBegin, SearchEnd), m_Comp(Comp) {}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
operator()(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End ) const
|
||||
{
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
if( boost::empty(m_Search) )
|
||||
return result_type( End, End );
|
||||
|
||||
typedef BOOST_STRING_TYPENAME boost::detail::
|
||||
iterator_traits<ForwardIteratorT>::iterator_category category;
|
||||
|
||||
return findit( Begin, End, category() );
|
||||
}
|
||||
|
||||
private:
|
||||
// forward iterator
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
findit(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
std::forward_iterator_tag ) const
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
first_finder_type first_finder(
|
||||
m_Search.begin(), m_Search.end(), m_Comp );
|
||||
|
||||
result_type M=first_finder( Begin, End );
|
||||
result_type Last=M;
|
||||
|
||||
while( M )
|
||||
{
|
||||
Last=M;
|
||||
M=first_finder( ::boost::end(M), End );
|
||||
}
|
||||
|
||||
return Last;
|
||||
}
|
||||
|
||||
// bidirectional iterator
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
findit(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
std::bidirectional_iterator_tag ) const
|
||||
{
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
|
||||
// Outer loop
|
||||
for(input_iterator_type OuterIt=End;
|
||||
OuterIt!=Begin; )
|
||||
{
|
||||
input_iterator_type OuterIt2=--OuterIt;
|
||||
|
||||
input_iterator_type InnerIt=OuterIt2;
|
||||
search_iterator_type SubstrIt=m_Search.begin();
|
||||
for(;
|
||||
InnerIt!=End && SubstrIt!=m_Search.end();
|
||||
++InnerIt,++SubstrIt)
|
||||
{
|
||||
if( !( m_Comp(*InnerIt,*SubstrIt) ) )
|
||||
break;
|
||||
}
|
||||
|
||||
// Substring matching succeeded
|
||||
if( SubstrIt==m_Search.end() )
|
||||
return result_type( OuterIt2, InnerIt );
|
||||
}
|
||||
|
||||
return result_type( End, End );
|
||||
}
|
||||
|
||||
private:
|
||||
iterator_range<search_iterator_type> m_Search;
|
||||
PredicateT m_Comp;
|
||||
};
|
||||
|
||||
// find n-th functor -----------------------------------------------//
|
||||
|
||||
// find the n-th match of a subsequence in the sequence ( functor )
|
||||
/*
|
||||
Returns a pair <begin,end> marking the subsequence in the sequence.
|
||||
If the find fails, returns <End,End>
|
||||
*/
|
||||
template<typename SearchIteratorT, typename PredicateT>
|
||||
struct nth_finderF
|
||||
{
|
||||
typedef SearchIteratorT search_iterator_type;
|
||||
typedef first_finderF<
|
||||
search_iterator_type,
|
||||
PredicateT> first_finder_type;
|
||||
typedef last_finderF<
|
||||
search_iterator_type,
|
||||
PredicateT> last_finder_type;
|
||||
|
||||
// Construction
|
||||
template< typename SearchT >
|
||||
nth_finderF(
|
||||
const SearchT& Search,
|
||||
int Nth,
|
||||
PredicateT Comp) :
|
||||
m_Search(::boost::begin(Search), ::boost::end(Search)),
|
||||
m_Nth(Nth),
|
||||
m_Comp(Comp) {}
|
||||
nth_finderF(
|
||||
search_iterator_type SearchBegin,
|
||||
search_iterator_type SearchEnd,
|
||||
int Nth,
|
||||
PredicateT Comp) :
|
||||
m_Search(SearchBegin, SearchEnd),
|
||||
m_Nth(Nth),
|
||||
m_Comp(Comp) {}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
operator()(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End ) const
|
||||
{
|
||||
if(m_Nth>=0)
|
||||
{
|
||||
return find_forward(Begin, End, m_Nth);
|
||||
}
|
||||
else
|
||||
{
|
||||
return find_backward(Begin, End, -m_Nth);
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
private:
|
||||
// Implementation helpers
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_forward(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N) const
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
// Sanity check
|
||||
if( boost::empty(m_Search) )
|
||||
return result_type( End, End );
|
||||
|
||||
// Instantiate find functor
|
||||
first_finder_type first_finder(
|
||||
m_Search.begin(), m_Search.end(), m_Comp );
|
||||
|
||||
result_type M( Begin, Begin );
|
||||
|
||||
for( unsigned int n=0; n<=N; ++n )
|
||||
{
|
||||
// find next match
|
||||
M=first_finder( ::boost::end(M), End );
|
||||
|
||||
if ( !M )
|
||||
{
|
||||
// Subsequence not found, return
|
||||
return M;
|
||||
}
|
||||
}
|
||||
|
||||
return M;
|
||||
}
|
||||
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_backward(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N) const
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
// Sanity check
|
||||
if( boost::empty(m_Search) )
|
||||
return result_type( End, End );
|
||||
|
||||
// Instantiate find functor
|
||||
last_finder_type last_finder(
|
||||
m_Search.begin(), m_Search.end(), m_Comp );
|
||||
|
||||
result_type M( End, End );
|
||||
|
||||
for( unsigned int n=1; n<=N; ++n )
|
||||
{
|
||||
// find next match
|
||||
M=last_finder( Begin, ::boost::begin(M) );
|
||||
|
||||
if ( !M )
|
||||
{
|
||||
// Subsequence not found, return
|
||||
return M;
|
||||
}
|
||||
}
|
||||
|
||||
return M;
|
||||
}
|
||||
|
||||
|
||||
private:
|
||||
iterator_range<search_iterator_type> m_Search;
|
||||
int m_Nth;
|
||||
PredicateT m_Comp;
|
||||
};
|
||||
|
||||
// find head/tail implementation helpers ---------------------------//
|
||||
|
||||
template<typename ForwardIteratorT>
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_head_impl(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N,
|
||||
std::forward_iterator_tag )
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
input_iterator_type It=Begin;
|
||||
for(
|
||||
unsigned int Index=0;
|
||||
Index<N && It!=End; ++Index,++It ) {};
|
||||
|
||||
return result_type( Begin, It );
|
||||
}
|
||||
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_head_impl(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N,
|
||||
std::random_access_iterator_tag )
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
if ( (End<=Begin) || ( static_cast<unsigned int>(End-Begin) < N ) )
|
||||
return result_type( Begin, End );
|
||||
|
||||
return result_type(Begin,Begin+N);
|
||||
}
|
||||
|
||||
// Find head implementation
|
||||
template<typename ForwardIteratorT>
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_head_impl(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N )
|
||||
{
|
||||
typedef BOOST_STRING_TYPENAME boost::detail::
|
||||
iterator_traits<ForwardIteratorT>::iterator_category category;
|
||||
|
||||
return ::boost::algorithm::detail::find_head_impl( Begin, End, N, category() );
|
||||
}
|
||||
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_tail_impl(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N,
|
||||
std::forward_iterator_tag )
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
unsigned int Index=0;
|
||||
input_iterator_type It=Begin;
|
||||
input_iterator_type It2=Begin;
|
||||
|
||||
// Advance It2 by N increments
|
||||
for( Index=0; Index<N && It2!=End; ++Index,++It2 ) {};
|
||||
|
||||
// Advance It, It2 to the end
|
||||
for(; It2!=End; ++It,++It2 ) {};
|
||||
|
||||
return result_type( It, It2 );
|
||||
}
|
||||
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_tail_impl(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N,
|
||||
std::bidirectional_iterator_tag )
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
input_iterator_type It=End;
|
||||
for(
|
||||
unsigned int Index=0;
|
||||
Index<N && It!=Begin; ++Index,--It ) {};
|
||||
|
||||
return result_type( It, End );
|
||||
}
|
||||
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_tail_impl(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N,
|
||||
std::random_access_iterator_tag )
|
||||
{
|
||||
typedef ForwardIteratorT input_iterator_type;
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
if ( (End<=Begin) || ( static_cast<unsigned int>(End-Begin) < N ) )
|
||||
return result_type( Begin, End );
|
||||
|
||||
return result_type( End-N, End );
|
||||
}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
find_tail_impl(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End,
|
||||
unsigned int N )
|
||||
{
|
||||
typedef BOOST_STRING_TYPENAME boost::detail::
|
||||
iterator_traits<ForwardIteratorT>::iterator_category category;
|
||||
|
||||
return ::boost::algorithm::detail::find_tail_impl( Begin, End, N, category() );
|
||||
}
|
||||
|
||||
|
||||
|
||||
// find head functor -----------------------------------------------//
|
||||
|
||||
|
||||
// find a head in the sequence ( functor )
|
||||
/*
|
||||
This functor find a head of the specified range. For
|
||||
a specified N, the head is a subsequence of N starting
|
||||
elements of the range.
|
||||
*/
|
||||
struct head_finderF
|
||||
{
|
||||
// Construction
|
||||
head_finderF( int N ) : m_N(N) {}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
operator()(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End ) const
|
||||
{
|
||||
if(m_N>=0)
|
||||
{
|
||||
return ::boost::algorithm::detail::find_head_impl( Begin, End, m_N );
|
||||
}
|
||||
else
|
||||
{
|
||||
iterator_range<ForwardIteratorT> Res=
|
||||
::boost::algorithm::detail::find_tail_impl( Begin, End, -m_N );
|
||||
|
||||
return ::boost::make_iterator_range(Begin, Res.begin());
|
||||
}
|
||||
}
|
||||
|
||||
private:
|
||||
int m_N;
|
||||
};
|
||||
|
||||
// find tail functor -----------------------------------------------//
|
||||
|
||||
|
||||
// find a tail in the sequence ( functor )
|
||||
/*
|
||||
This functor find a tail of the specified range. For
|
||||
a specified N, the head is a subsequence of N starting
|
||||
elements of the range.
|
||||
*/
|
||||
struct tail_finderF
|
||||
{
|
||||
// Construction
|
||||
tail_finderF( int N ) : m_N(N) {}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
operator()(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End ) const
|
||||
{
|
||||
if(m_N>=0)
|
||||
{
|
||||
return ::boost::algorithm::detail::find_tail_impl( Begin, End, m_N );
|
||||
}
|
||||
else
|
||||
{
|
||||
iterator_range<ForwardIteratorT> Res=
|
||||
::boost::algorithm::detail::find_head_impl( Begin, End, -m_N );
|
||||
|
||||
return ::boost::make_iterator_range(Res.end(), End);
|
||||
}
|
||||
}
|
||||
|
||||
private:
|
||||
int m_N;
|
||||
};
|
||||
|
||||
// find token functor -----------------------------------------------//
|
||||
|
||||
// find a token in a sequence ( functor )
|
||||
/*
|
||||
This find functor finds a token specified be a predicate
|
||||
in a sequence. It is equivalent of std::find algorithm,
|
||||
with an exception that it return range instead of a single
|
||||
iterator.
|
||||
|
||||
If bCompress is set to true, adjacent matching tokens are
|
||||
concatenated into one match.
|
||||
*/
|
||||
template< typename PredicateT >
|
||||
struct token_finderF
|
||||
{
|
||||
// Construction
|
||||
token_finderF(
|
||||
PredicateT Pred,
|
||||
token_compress_mode_type eCompress=token_compress_off ) :
|
||||
m_Pred(Pred), m_eCompress(eCompress) {}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIteratorT >
|
||||
iterator_range<ForwardIteratorT>
|
||||
operator()(
|
||||
ForwardIteratorT Begin,
|
||||
ForwardIteratorT End ) const
|
||||
{
|
||||
typedef iterator_range<ForwardIteratorT> result_type;
|
||||
|
||||
ForwardIteratorT It=std::find_if( Begin, End, m_Pred );
|
||||
|
||||
if( It==End )
|
||||
{
|
||||
return result_type( End, End );
|
||||
}
|
||||
else
|
||||
{
|
||||
ForwardIteratorT It2=It;
|
||||
|
||||
if( m_eCompress==token_compress_on )
|
||||
{
|
||||
// Find first non-matching character
|
||||
while( It2!=End && m_Pred(*It2) ) ++It2;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Advance by one position
|
||||
++It2;
|
||||
}
|
||||
|
||||
return result_type( It, It2 );
|
||||
}
|
||||
}
|
||||
|
||||
private:
|
||||
PredicateT m_Pred;
|
||||
token_compress_mode_type m_eCompress;
|
||||
};
|
||||
|
||||
// find range functor -----------------------------------------------//
|
||||
|
||||
// find a range in the sequence ( functor )
|
||||
/*
|
||||
This functor actually does not perform any find operation.
|
||||
It always returns given iterator range as a result.
|
||||
*/
|
||||
template<typename ForwardIterator1T>
|
||||
struct range_finderF
|
||||
{
|
||||
typedef ForwardIterator1T input_iterator_type;
|
||||
typedef iterator_range<input_iterator_type> result_type;
|
||||
|
||||
// Construction
|
||||
range_finderF(
|
||||
input_iterator_type Begin,
|
||||
input_iterator_type End ) : m_Range(Begin, End) {}
|
||||
|
||||
range_finderF(const iterator_range<input_iterator_type>& Range) :
|
||||
m_Range(Range) {}
|
||||
|
||||
// Operation
|
||||
template< typename ForwardIterator2T >
|
||||
iterator_range<ForwardIterator2T>
|
||||
operator()(
|
||||
ForwardIterator2T,
|
||||
ForwardIterator2T ) const
|
||||
{
|
||||
#if BOOST_WORKAROUND( __MWERKS__, <= 0x3003 )
|
||||
return iterator_range<const ForwardIterator2T>(this->m_Range);
|
||||
#elif BOOST_WORKAROUND(BOOST_MSVC, <= 1300)
|
||||
return iterator_range<ForwardIterator2T>(m_Range.begin(), m_Range.end());
|
||||
#else
|
||||
return m_Range;
|
||||
#endif
|
||||
}
|
||||
|
||||
private:
|
||||
iterator_range<input_iterator_type> m_Range;
|
||||
};
|
||||
|
||||
|
||||
} // namespace detail
|
||||
} // namespace algorithm
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_STRING_FINDER_DETAIL_HPP
|
Some files were not shown because too many files have changed in this diff Show more
Loading…
Reference in a new issue