134 lines
4.1 KiB
C++
134 lines
4.1 KiB
C++
// 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_WEIGHTED_SUM_HPP
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#define BOOST_HISTOGRAM_ACCUMULATORS_WEIGHTED_SUM_HPP
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#include <boost/core/nvp.hpp>
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#include <boost/histogram/detail/square.hpp>
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#include <boost/histogram/fwd.hpp> // for weighted_sum<>
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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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/// Holds sum of weights and its variance estimate
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template <class ValueType>
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class weighted_sum {
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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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weighted_sum() = default;
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/// Initialize sum to value and allow implicit conversion
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weighted_sum(const_reference value) noexcept : weighted_sum(value, value) {}
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/// Allow implicit conversion from sum<T>
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template <class T>
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weighted_sum(const weighted_sum<T>& s) noexcept
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: weighted_sum(s.value(), s.variance()) {}
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/// Initialize sum to value and variance
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weighted_sum(const_reference value, const_reference variance) noexcept
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: sum_of_weights_(value), sum_of_weights_squared_(variance) {}
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/// Increment by one.
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weighted_sum& operator++() {
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++sum_of_weights_;
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++sum_of_weights_squared_;
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return *this;
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}
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/// Increment by weight.
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weighted_sum& operator+=(const weight_type<value_type>& w) {
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sum_of_weights_ += w.value;
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sum_of_weights_squared_ += detail::square(w.value);
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return *this;
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}
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/// Added another weighted sum.
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weighted_sum& operator+=(const weighted_sum& rhs) {
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sum_of_weights_ += rhs.sum_of_weights_;
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sum_of_weights_squared_ += rhs.sum_of_weights_squared_;
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return *this;
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}
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/// Divide by another weighted sum.
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weighted_sum& operator/=(const weighted_sum& rhs) {
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const auto v = sum_of_weights_;
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const auto w = sum_of_weights_squared_;
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const auto rv = rhs.sum_of_weights_;
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const auto rw = rhs.sum_of_weights_squared_;
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sum_of_weights_ /= rv;
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// error propagation for independent a, b:
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// c = a / b: var(c) = (var(a)/a^2 + var(b)/b^2) c^2
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using detail::square;
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sum_of_weights_squared_ = (w / square(v) + rw / square(rv)) * square(sum_of_weights_);
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return *this;
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}
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/// Scale by value.
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weighted_sum& operator*=(const_reference x) {
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sum_of_weights_ *= x;
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sum_of_weights_squared_ *= x * x;
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return *this;
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}
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bool operator==(const weighted_sum& rhs) const noexcept {
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return sum_of_weights_ == rhs.sum_of_weights_ &&
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sum_of_weights_squared_ == rhs.sum_of_weights_squared_;
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}
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bool operator!=(const weighted_sum& rhs) const noexcept { return !operator==(rhs); }
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/// Return value of the sum.
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const_reference value() const noexcept { return sum_of_weights_; }
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/// Return estimated variance of the sum.
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const_reference variance() const noexcept { return sum_of_weights_squared_; }
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// lossy conversion must be explicit
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explicit operator const_reference() const { return sum_of_weights_; }
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template <class Archive>
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void serialize(Archive& ar, unsigned /* version */) {
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ar& make_nvp("sum_of_weights", sum_of_weights_);
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ar& make_nvp("sum_of_weights_squared", sum_of_weights_squared_);
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}
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private:
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value_type sum_of_weights_{};
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value_type sum_of_weights_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 std {
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template <class T, class U>
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struct common_type<boost::histogram::accumulators::weighted_sum<T>,
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boost::histogram::accumulators::weighted_sum<U>> {
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using type = boost::histogram::accumulators::weighted_sum<common_type_t<T, U>>;
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};
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template <class T, class U>
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struct common_type<boost::histogram::accumulators::weighted_sum<T>, U> {
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using type = boost::histogram::accumulators::weighted_sum<common_type_t<T, U>>;
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};
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template <class T, class U>
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struct common_type<T, boost::histogram::accumulators::weighted_sum<U>> {
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using type = boost::histogram::accumulators::weighted_sum<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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