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246 lines
9.1 KiB
246 lines
9.1 KiB
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/////////////////////////////////////////////////////////////////////////////// |
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// density.hpp |
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// |
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// Copyright 2006 Daniel Egloff, Olivier Gygi. 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_STATISTICS_DENSITY_HPP_DE_01_01_2006 |
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#define BOOST_ACCUMULATORS_STATISTICS_DENSITY_HPP_DE_01_01_2006 |
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#include <vector> |
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#include <limits> |
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#include <functional> |
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#include <boost/range.hpp> |
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#include <boost/parameter/keyword.hpp> |
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#include <boost/mpl/placeholders.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/numeric/functional.hpp> |
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#include <boost/accumulators/framework/parameters/sample.hpp> |
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#include <boost/accumulators/framework/depends_on.hpp> |
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#include <boost/accumulators/statistics_fwd.hpp> |
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#include <boost/accumulators/statistics/count.hpp> |
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#include <boost/accumulators/statistics/max.hpp> |
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#include <boost/accumulators/statistics/min.hpp> |
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namespace boost { namespace accumulators |
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{ |
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/////////////////////////////////////////////////////////////////////////////// |
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// cache_size and num_bins named parameters |
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// |
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BOOST_PARAMETER_NESTED_KEYWORD(tag, density_cache_size, cache_size) |
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BOOST_PARAMETER_NESTED_KEYWORD(tag, density_num_bins, num_bins) |
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namespace impl |
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{ |
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/////////////////////////////////////////////////////////////////////////////// |
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// density_impl |
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// density histogram |
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/** |
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@brief Histogram density estimator |
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The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins |
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are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the |
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maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally, |
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an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined, |
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the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is |
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return, where each pair contains the position of the bin (lower bound) and the samples count (normalized with the |
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total number of samples). |
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@param density_cache_size Number of first samples used to determine min and max. |
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@param density_num_bins Number of bins (two additional bins collect under- and overflow samples). |
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*/ |
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template<typename Sample> |
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struct density_impl |
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: accumulator_base |
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{ |
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typedef typename numeric::functional::average<Sample, std::size_t>::result_type float_type; |
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typedef std::vector<std::pair<float_type, float_type> > histogram_type; |
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typedef std::vector<float_type> array_type; |
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// for boost::result_of |
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typedef iterator_range<typename histogram_type::iterator> result_type; |
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template<typename Args> |
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density_impl(Args const &args) |
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: cache_size(args[density_cache_size]) |
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, cache(cache_size) |
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, num_bins(args[density_num_bins]) |
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, samples_in_bin(num_bins + 2, 0.) |
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, bin_positions(num_bins + 2) |
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, histogram( |
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num_bins + 2 |
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, std::make_pair( |
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numeric::average(args[sample | Sample()],(std::size_t)1) |
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, numeric::average(args[sample | Sample()],(std::size_t)1) |
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) |
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) |
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, is_dirty(true) |
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{ |
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} |
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template<typename Args> |
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void operator ()(Args const &args) |
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{ |
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this->is_dirty = true; |
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std::size_t cnt = count(args); |
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// Fill up cache with cache_size first samples |
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if (cnt <= this->cache_size) |
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{ |
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this->cache[cnt - 1] = args[sample]; |
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} |
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// Once cache_size samples have been accumulated, create num_bins bins of same size between |
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// the minimum and maximum of the cached samples as well as an under- and and an overflow bin. |
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// Store their lower bounds (bin_positions) and fill the bins with the cached samples (samples_in_bin). |
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if (cnt == this->cache_size) |
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{ |
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float_type minimum = numeric::average((min)(args), (std::size_t)1); |
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float_type maximum = numeric::average((max)(args), (std::size_t)1); |
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float_type bin_size = numeric::average(maximum - minimum, this->num_bins ); |
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// determine bin positions (their lower bounds) |
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for (std::size_t i = 0; i < this->num_bins + 2; ++i) |
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{ |
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this->bin_positions[i] = minimum + (i - 1.) * bin_size; |
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} |
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for (typename array_type::const_iterator iter = this->cache.begin(); iter != this->cache.end(); ++iter) |
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{ |
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if (*iter < this->bin_positions[1]) |
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{ |
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++(this->samples_in_bin[0]); |
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} |
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else if (*iter >= this->bin_positions[this->num_bins + 1]) |
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{ |
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++(this->samples_in_bin[this->num_bins + 1]); |
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} |
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else |
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{ |
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typename array_type::iterator it = std::upper_bound( |
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this->bin_positions.begin() |
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, this->bin_positions.end() |
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, *iter |
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); |
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std::size_t d = std::distance(this->bin_positions.begin(), it); |
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++(this->samples_in_bin[d - 1]); |
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} |
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} |
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} |
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// Add each subsequent sample to the correct bin |
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else if (cnt > this->cache_size) |
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{ |
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if (args[sample] < this->bin_positions[1]) |
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{ |
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++(this->samples_in_bin[0]); |
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} |
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else if (args[sample] >= this->bin_positions[this->num_bins + 1]) |
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{ |
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++(this->samples_in_bin[this->num_bins + 1]); |
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} |
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else |
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{ |
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typename array_type::iterator it = std::upper_bound( |
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this->bin_positions.begin() |
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, this->bin_positions.end() |
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, args[sample] |
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); |
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std::size_t d = std::distance(this->bin_positions.begin(), it); |
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++(this->samples_in_bin[d - 1]); |
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} |
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} |
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} |
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/** |
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@pre The number of samples must meet or exceed the cache size |
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*/ |
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template<typename Args> |
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result_type result(Args const &args) const |
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{ |
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if (this->is_dirty) |
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{ |
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this->is_dirty = false; |
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// creates a vector of std::pair where each pair i holds |
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// the values bin_positions[i] (x-axis of histogram) and |
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// samples_in_bin[i] / cnt (y-axis of histogram). |
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for (std::size_t i = 0; i < this->num_bins + 2; ++i) |
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{ |
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this->histogram[i] = std::make_pair(this->bin_positions[i], numeric::average(this->samples_in_bin[i], count(args))); |
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} |
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} |
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// returns a range of pairs |
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return make_iterator_range(this->histogram); |
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} |
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private: |
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std::size_t cache_size; // number of cached samples |
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array_type cache; // cache to store the first cache_size samples |
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std::size_t num_bins; // number of bins |
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array_type samples_in_bin; // number of samples in each bin |
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array_type bin_positions; // lower bounds of bins |
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mutable histogram_type histogram; // histogram |
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mutable bool is_dirty; |
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}; |
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} // namespace impl |
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/////////////////////////////////////////////////////////////////////////////// |
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// tag::density |
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// |
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namespace tag |
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{ |
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struct density |
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: depends_on<count, min, max> |
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, density_cache_size |
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, density_num_bins |
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{ |
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/// INTERNAL ONLY |
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/// |
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typedef accumulators::impl::density_impl<mpl::_1> impl; |
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#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED |
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/// tag::density::cache_size named parameter |
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/// tag::density::num_bins named parameter |
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static boost::parameter::keyword<density_cache_size> const cache_size; |
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static boost::parameter::keyword<density_num_bins> const num_bins; |
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#endif |
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}; |
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} |
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/////////////////////////////////////////////////////////////////////////////// |
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// extract::density |
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// |
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namespace extract |
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{ |
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extractor<tag::density> const density = {}; |
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(density) |
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} |
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using extract::density; |
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// So that density can be automatically substituted |
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// with weighted_density when the weight parameter is non-void. |
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template<> |
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struct as_weighted_feature<tag::density> |
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{ |
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typedef tag::weighted_density type; |
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}; |
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template<> |
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struct feature_of<tag::weighted_density> |
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: feature_of<tag::density> |
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{ |
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}; |
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}} // namespace boost::accumulators |
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#endif
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