Struct template weighted_p_square_cumulative_distribution_impl

boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl — Histogram calculation of the cumulative distribution with the algorithm for weighted samples.

Synopsis

// In header: <boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp>

template<typename Sample, typename Weight> 
struct weighted_p_square_cumulative_distribution_impl :
  public accumulator_base
{
  // types
  typedef numeric::functional::multiplies< Sample, Weight >::result_type         weighted_sample;
  typedef numeric::functional::fdiv< weighted_sample, std::size_t >::result_type float_type;     
  typedef std::vector< std::pair< float_type, float_type > >                     histogram_type; 
  typedef std::vector< float_type >                                              array_type;     
  typedef iterator_range< typename histogram_type::iterator >                    result_type;    

  // construct/copy/destruct
  template<typename Args> 
    weighted_p_square_cumulative_distribution_impl(Args const &);

  // public member functions
  template<typename Args> void operator()(Args const &);
  template<typename Args> result_type result(Args const &) const;
  template<typename Archive> void serialize(Archive &, const unsigned int);
};

Description

A histogram of the sample cumulative distribution is computed dynamically without storing samples based on the algorithm for weighted samples. The returned histogram has a specifiable amount (num_cells) equiprobable (and not equal-sized) cells.

Note that applying importance sampling results in regions to be more and other regions to be less accurately estimated than without importance sampling, i.e., with unweighted samples.

For further details, see

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

`weighted_p_square_cumulative_distribution_impl` public construct/copy/destruct

template<typename Args> 
  weighted_p_square_cumulative_distribution_impl(Args const & args);

`weighted_p_square_cumulative_distribution_impl` public member functions

template<typename Args> void operator()(Args const & args);

template<typename Args> result_type result(Args const & args) const;

template<typename Archive> 
  void serialize(Archive & ar, const unsigned int file_version);

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