// Copyright 2015-2018 Hans Dembinski
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//
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// Distributed under the Boost Software License, version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_HISTOGRAM_ACCUMULATORS_MEAN_HPP
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#define BOOST_HISTOGRAM_ACCUMULATORS_MEAN_HPP
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#include <boost/core/nvp.hpp>
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#include <boost/histogram/fwd.hpp> // for mean<>
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#include <boost/throw_exception.hpp>
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#include <cassert>
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#include <stdexcept>
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#include <type_traits>
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namespace boost {
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namespace histogram {
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namespace accumulators {
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/** Calculates mean and variance of sample.
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Uses Welfords's incremental algorithm to improve the numerical
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stability of mean and variance computation.
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*/
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template <class ValueType>
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class mean {
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public:
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using value_type = ValueType;
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using const_reference = const value_type&;
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mean() = default;
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/// Allow implicit conversion from mean<T>
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template <class T>
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mean(const mean<T>& o) noexcept
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: sum_{o.sum_}, mean_{o.mean_}, sum_of_deltas_squared_{o.sum_of_deltas_squared_} {}
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/// Initialize to external count, mean, and variance
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mean(const_reference n, const_reference mean, const_reference variance) noexcept
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: sum_(n), mean_(mean), sum_of_deltas_squared_(variance * (n - 1)) {}
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/// Insert sample x
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void operator()(const_reference x) noexcept {
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sum_ += static_cast<value_type>(1);
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const auto delta = x - mean_;
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mean_ += delta / sum_;
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sum_of_deltas_squared_ += delta * (x - mean_);
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}
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/// Insert sample x with weight w
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void operator()(const weight_type<value_type>& w, const_reference x) noexcept {
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sum_ += w.value;
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const auto delta = x - mean_;
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mean_ += w.value * delta / sum_;
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sum_of_deltas_squared_ += w.value * delta * (x - mean_);
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}
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/// Add another mean accumulator
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mean& operator+=(const mean& rhs) noexcept {
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if (sum_ != 0 || rhs.sum_ != 0) {
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const auto tmp = mean_ * sum_ + rhs.mean_ * rhs.sum_;
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sum_ += rhs.sum_;
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mean_ = tmp / sum_;
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}
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sum_of_deltas_squared_ += rhs.sum_of_deltas_squared_;
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return *this;
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}
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/** Scale by value
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This acts as if all samples were scaled by the value.
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*/
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mean& operator*=(const_reference s) noexcept {
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mean_ *= s;
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sum_of_deltas_squared_ *= s * s;
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return *this;
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}
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bool operator==(const mean& rhs) const noexcept {
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return sum_ == rhs.sum_ && mean_ == rhs.mean_ &&
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sum_of_deltas_squared_ == rhs.sum_of_deltas_squared_;
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}
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bool operator!=(const mean& rhs) const noexcept { return !operator==(rhs); }
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/// Return how many samples were accumulated
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const_reference count() const noexcept { return sum_; }
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/** Return mean value of accumulated samples.
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The result is undefined, if `count() < 1`.
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*/
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const_reference value() const noexcept { return mean_; }
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/** Return variance of accumulated samples
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The result is undefined, if `count() < 2`.
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*/
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value_type variance() const noexcept { return sum_of_deltas_squared_ / (sum_ - 1); }
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template <class Archive>
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void serialize(Archive& ar, unsigned version) {
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if (version == 0) {
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// read only
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std::size_t sum;
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ar& make_nvp("sum", sum);
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sum_ = static_cast<value_type>(sum);
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} else {
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ar& make_nvp("sum", sum_);
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}
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ar& make_nvp("mean", mean_);
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ar& make_nvp("sum_of_deltas_squared", sum_of_deltas_squared_);
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}
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private:
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value_type sum_{};
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value_type mean_{};
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value_type sum_of_deltas_squared_{};
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};
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} // namespace accumulators
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} // namespace histogram
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} // namespace boost
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#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
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namespace boost {
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namespace serialization {
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template <class T>
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struct version;
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// version 1 for boost::histogram::accumulators::mean<T>
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template <class T>
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struct version<boost::histogram::accumulators::mean<T>> : std::integral_constant<int, 1> {
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};
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} // namespace serialization
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} // namespace boost
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namespace std {
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template <class T, class U>
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/// Specialization for boost::histogram::accumulators::mean.
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struct common_type<boost::histogram::accumulators::mean<T>,
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boost::histogram::accumulators::mean<U>> {
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using type = boost::histogram::accumulators::mean<common_type_t<T, U>>;
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};
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} // namespace std
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#endif
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#endif
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