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- // Copyright 2015-2018 Hans Dembinski
- //
- // 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_HISTOGRAM_ACCUMULATORS_MEAN_HPP
- #define BOOST_HISTOGRAM_ACCUMULATORS_MEAN_HPP
- #include <boost/assert.hpp>
- #include <boost/core/nvp.hpp>
- #include <boost/histogram/fwd.hpp> // for mean<>
- #include <boost/throw_exception.hpp>
- #include <stdexcept>
- #include <type_traits>
- namespace boost {
- namespace histogram {
- namespace accumulators {
- /** Calculates mean and variance of sample.
- Uses Welfords's incremental algorithm to improve the numerical
- stability of mean and variance computation.
- */
- template <class RealType>
- class mean {
- public:
- mean() = default;
- mean(const RealType& n, const RealType& mean, const RealType& variance) noexcept
- : sum_(n), mean_(mean), sum_of_deltas_squared_(variance * (n - 1)) {}
- void operator()(const RealType& x) noexcept {
- sum_ += static_cast<RealType>(1);
- const auto delta = x - mean_;
- mean_ += delta / sum_;
- sum_of_deltas_squared_ += delta * (x - mean_);
- }
- void operator()(const weight_type<RealType>& w, const RealType& x) noexcept {
- sum_ += w.value;
- const auto delta = x - mean_;
- mean_ += w.value * delta / sum_;
- sum_of_deltas_squared_ += w.value * delta * (x - mean_);
- }
- template <class T>
- mean& operator+=(const mean<T>& rhs) noexcept {
- if (sum_ != 0 || rhs.sum_ != 0) {
- const auto tmp = mean_ * sum_ + static_cast<RealType>(rhs.mean_ * rhs.sum_);
- sum_ += rhs.sum_;
- mean_ = tmp / sum_;
- }
- sum_of_deltas_squared_ += static_cast<RealType>(rhs.sum_of_deltas_squared_);
- return *this;
- }
- mean& operator*=(const RealType& s) noexcept {
- mean_ *= s;
- sum_of_deltas_squared_ *= s * s;
- return *this;
- }
- template <class T>
- bool operator==(const mean<T>& rhs) const noexcept {
- return sum_ == rhs.sum_ && mean_ == rhs.mean_ &&
- sum_of_deltas_squared_ == rhs.sum_of_deltas_squared_;
- }
- template <class T>
- bool operator!=(const mean<T>& rhs) const noexcept {
- return !operator==(rhs);
- }
- const RealType& count() const noexcept { return sum_; }
- const RealType& value() const noexcept { return mean_; }
- RealType variance() const noexcept { return sum_of_deltas_squared_ / (sum_ - 1); }
- template <class Archive>
- void serialize(Archive& ar, unsigned version) {
- if (version == 0) {
- // read only
- std::size_t sum;
- ar& make_nvp("sum", sum);
- sum_ = static_cast<RealType>(sum);
- } else {
- ar& make_nvp("sum", sum_);
- }
- ar& make_nvp("mean", mean_);
- ar& make_nvp("sum_of_deltas_squared", sum_of_deltas_squared_);
- }
- private:
- RealType sum_ = 0, mean_ = 0, sum_of_deltas_squared_ = 0;
- };
- } // namespace accumulators
- } // namespace histogram
- } // namespace boost
- #ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
- namespace boost {
- namespace serialization {
- template <class T>
- struct version;
- // version 1 for boost::histogram::accumulators::mean<RealType>
- template <class RealType>
- struct version<boost::histogram::accumulators::mean<RealType>>
- : std::integral_constant<int, 1> {};
- } // namespace serialization
- } // namespace boost
- namespace std {
- template <class T, class U>
- /// Specialization for boost::histogram::accumulators::mean.
- struct common_type<boost::histogram::accumulators::mean<T>,
- boost::histogram::accumulators::mean<U>> {
- using type = boost::histogram::accumulators::mean<common_type_t<T, U>>;
- };
- } // namespace std
- #endif
- #endif
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