Boost C++ Libraries

boost/histogram/accumulators/mean.hpp

// 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