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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/core/nvp.hpp>
#include <boost/histogram/fwd.hpp> // for mean<>
#include <boost/throw_exception.hpp>
#include <cassert>
#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 ValueType>
class mean {
public:
using value_type = ValueType;
using const_reference = const value_type&;
mean() = default;
/// Allow implicit conversion from mean<T>
template <class T>
mean(const mean<T>& o) noexcept
: sum_{o.sum_}, mean_{o.mean_}, sum_of_deltas_squared_{o.sum_of_deltas_squared_} {}
/// Initialize to external count, mean, and variance
mean(const_reference n, const_reference mean, const_reference variance) noexcept
: sum_(n), mean_(mean), sum_of_deltas_squared_(variance * (n - 1)) {}
/// Insert sample x
void operator()(const_reference x) noexcept {
sum_ += static_cast<value_type>(1);
const auto delta = x - mean_;
mean_ += delta / sum_;
sum_of_deltas_squared_ += delta * (x - mean_);
}
/// Insert sample x with weight w
void operator()(const weight_type<value_type>& w, const_reference x) noexcept {
sum_ += w.value;
const auto delta = x - mean_;
mean_ += w.value * delta / sum_;
sum_of_deltas_squared_ += w.value * delta * (x - mean_);
}
/// Add another mean accumulator
mean& operator+=(const mean& rhs) noexcept {
if (sum_ != 0 || rhs.sum_ != 0) {
const auto tmp = mean_ * sum_ + rhs.mean_ * rhs.sum_;
sum_ += rhs.sum_;
mean_ = tmp / sum_;
}
sum_of_deltas_squared_ += rhs.sum_of_deltas_squared_;
return *this;
}
/** Scale by value
This acts as if all samples were scaled by the value.
*/
mean& operator*=(const_reference s) noexcept {
mean_ *= s;
sum_of_deltas_squared_ *= s * s;
return *this;
}
bool operator==(const mean& rhs) const noexcept {
return sum_ == rhs.sum_ && mean_ == rhs.mean_ &&
sum_of_deltas_squared_ == rhs.sum_of_deltas_squared_;
}
bool operator!=(const mean& rhs) const noexcept { return !operator==(rhs); }
/// Return how many samples were accumulated
const_reference count() const noexcept { return sum_; }
/// Return mean value of accumulated samples
const_reference value() const noexcept { return mean_; }
/// Return variance of accumulated samples
value_type 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<value_type>(sum);
} else {
ar& make_nvp("sum", sum_);
}
ar& make_nvp("mean", mean_);
ar& make_nvp("sum_of_deltas_squared", sum_of_deltas_squared_);
}
private:
value_type sum_{};
value_type mean_{};
value_type sum_of_deltas_squared_{};
};
} // 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<T>
template <class T>
struct version<boost::histogram::accumulators::mean<T>> : 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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