1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262
|
///////////////////////////////////////////////////////////////////////////////
// main.hpp
//
// Copyright 2005 Eric Niebler. 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)
#include <iostream>
#include <fstream> // needed for de/serialization example (4)
#include <algorithm>
#include <boost/ref.hpp>
#include <boost/bind.hpp>
#include <boost/array.hpp>
#include <boost/foreach.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics.hpp>
// needed for de/serialization example (4)
#include <boost/archive/text_oarchive.hpp>
#include <boost/archive/text_iarchive.hpp>
using namespace boost;
using namespace boost::accumulators;
// Helper that uses BOOST_FOREACH to display a range of doubles
template<typename Range>
void output_range(Range const &rng)
{
bool first = true;
BOOST_FOREACH(double d, rng)
{
if(!first) std::cout << ", ";
std::cout << d;
first = false;
}
std::cout << '\n';
}
///////////////////////////////////////////////////////////////////////////////
// example1
//
// Calculate some useful stats using accumulator_set<> and std::for_each()
//
void example1()
{
accumulator_set<
double
, stats<tag::min, tag::mean(immediate), tag::sum, tag::moment<2> >
> acc;
boost::array<double, 4> data = {0., 1., -1., 3.14159};
// std::for_each pushes each sample into the accumulator one at a
// time, and returns a copy of the accumulator.
acc = std::for_each(data.begin(), data.end(), acc);
// The following would be equivalent, and could be more efficient
// because it doesn't pass and return the entire accumulator set
// by value.
//std::for_each(data.begin(), data.end(), bind<void>(ref(acc), _1));
std::cout << " min""(acc) = " << (min)(acc) << std::endl; // Extra quotes are to prevent complaints from Boost inspect tool
std::cout << " mean(acc) = " << mean(acc) << std::endl;
// since mean depends on count and sum, we can get their results, too.
std::cout << " count(acc) = " << count(acc) << std::endl;
std::cout << " sum(acc) = " << sum(acc) << std::endl;
std::cout << " moment<2>(acc) = " << accumulators::moment<2>(acc) << std::endl;
}
///////////////////////////////////////////////////////////////////////////////
// example2
//
// Calculate some tail statistics. This demonstrates how to specify
// constructor and accumulator parameters. Note that the tail statistics
// return multiple values, which are returned in an iterator_range.
//
// It pushes data in and displays the intermediate results to demonstrate
// how the tail statistics are updated.
void example2()
{
// An accumulator which tracks the right tail (largest N items) and
// some data that are covariate with them. N == 4.
accumulator_set<
double
, stats<tag::tail_variate<double, tag::covariate1, right> >
> acc(tag::tail<right>::cache_size = 4);
acc(2.1, covariate1 = .21);
acc(1.1, covariate1 = .11);
acc(2.1, covariate1 = .21);
acc(1.1, covariate1 = .11);
std::cout << " tail = "; output_range(tail(acc));
std::cout << " tail_variate = "; output_range(tail_variate(acc));
std::cout << std::endl;
acc(21.1, covariate1 = 2.11);
acc(11.1, covariate1 = 1.11);
acc(21.1, covariate1 = 2.11);
acc(11.1, covariate1 = 1.11);
std::cout << " tail = "; output_range(tail(acc));
std::cout << " tail_variate = "; output_range(tail_variate(acc));
std::cout << std::endl;
acc(42.1, covariate1 = 4.21);
acc(41.1, covariate1 = 4.11);
acc(42.1, covariate1 = 4.21);
acc(41.1, covariate1 = 4.11);
std::cout << " tail = "; output_range(tail(acc));
std::cout << " tail_variate = "; output_range(tail_variate(acc));
std::cout << std::endl;
acc(32.1, covariate1 = 3.21);
acc(31.1, covariate1 = 3.11);
acc(32.1, covariate1 = 3.21);
acc(31.1, covariate1 = 3.11);
std::cout << " tail = "; output_range(tail(acc));
std::cout << " tail_variate = "; output_range(tail_variate(acc));
}
///////////////////////////////////////////////////////////////////////////////
// example3
//
// Demonstrate how to calculate weighted statistics. This example demonstrates
// both a simple weighted statistical calculation, and a more complicated
// calculation where the weight statistics are calculated and stored in an
// external weight accumulator.
void example3()
{
// weight == double
double w = 1.;
// Simple weighted calculation
{
// stats that depend on the weight are made external
accumulator_set<double, stats<tag::mean>, double> acc;
acc(0., weight = w);
acc(1., weight = w);
acc(-1., weight = w);
acc(3.14159, weight = w);
std::cout << " mean(acc) = " << mean(acc) << std::endl;
}
// Weighted calculation with an external weight accumulator
{
// stats that depend on the weight are made external
accumulator_set<double, stats<tag::mean>, external<double> > acc;
// Here's an external weight accumulator
accumulator_set<void, stats<tag::sum_of_weights>, double> weight_acc;
weight_acc(weight = w); acc(0., weight = w);
weight_acc(weight = w); acc(1., weight = w);
weight_acc(weight = w); acc(-1., weight = w);
weight_acc(weight = w); acc(3.14159, weight = w);
std::cout << " mean(acc) = " << mean(acc, weights = weight_acc) << std::endl;
}
}
///////////////////////////////////////////////////////////////////////////////
// example4
//
// Show how accumulators could be persisted into a file, and then continued
// from where they were left of
//
void example4()
{
accumulator_set<
double
, stats<tag::min, tag::mean(immediate), tag::sum, tag::moment<2>, tag::p_square_quantile, tag::kurtosis >
> acc(quantile_probability = 0.9);
{
// accumulate values from array
boost::array<double, 10> data = {-10., -8., -7., -6., -5., -4., -3., -2., -1., 0.};
acc = std::for_each(data.begin(), data.end(), acc);
}
std::cout << " min = " << (min)(acc) << std::endl;
std::cout << " mean = " << mean(acc) << std::endl;
std::cout << " count = " << count(acc) << std::endl;
std::cout << " sum = " << sum(acc) << std::endl;
std::cout << " moment<2> = " << accumulators::moment<2>(acc) << std::endl;
std::cout << " p_square_quantile = " << accumulators::p_square_quantile(acc) << std::endl;
std::cout << " kurtosis = " << accumulators::kurtosis(acc) << std::endl;
// save accumulator list into a file called "saved-stats"
const unsigned ACC_VER = 0;
const char* file_name = "saved-stats";
{
std::ofstream ofs(file_name);
boost::archive::text_oarchive oa(ofs);
acc.serialize(oa, ACC_VER);
}
// create a new accumulator set and initialize from data saved into the file
accumulator_set<
double
, stats<tag::min, tag::mean(immediate), tag::sum, tag::moment<2>, tag::p_square_quantile, tag::kurtosis >
> restored_acc(quantile_probability = 0.9);
{
std::ifstream ifs(file_name);
boost::archive::text_iarchive ia(ifs);
restored_acc.serialize(ia, ACC_VER);
}
// continue accumulating into both sets
{
// accumulate values from array
boost::array<double, 10> data = {10., 8., 7., 6., 5., 4., 3., 2., 1., 0.};
acc = std::for_each(data.begin(), data.end(), acc);
restored_acc = std::for_each(data.begin(), data.end(), restored_acc);
}
// validate that both return th same values
std::cout << std::endl << "Values in original set:" << std::endl;
std::cout << " min""(acc) = " << (min)(acc) << std::endl;
std::cout << " mean(acc) = " << mean(acc) << std::endl;
std::cout << " count(acc) = " << count(acc) << std::endl;
std::cout << " sum(acc) = " << sum(acc) << std::endl;
std::cout << " moment<2>(acc) = " << accumulators::moment<2>(acc) << std::endl;
std::cout << " p_square_quantile(acc) = " << accumulators::p_square_quantile(acc) << std::endl;
std::cout << " kurtosis(acc) = " << accumulators::kurtosis(acc) << std::endl;
std::cout << std::endl << "Values in restored set:" << std::endl;
std::cout << " min""(acc) = " << (min)(restored_acc) << std::endl;
std::cout << " mean(acc) = " << mean(restored_acc) << std::endl;
std::cout << " count(acc) = " << count(restored_acc) << std::endl;
std::cout << " sum(acc) = " << sum(restored_acc) << std::endl;
std::cout << " moment<2>(acc) = " << accumulators::moment<2>(restored_acc) << std::endl;
std::cout << " p_square_quantile(acc) = " << accumulators::p_square_quantile(restored_acc) << std::endl;
std::cout << " kurtosis(acc) = " << accumulators::kurtosis(restored_acc) << std::endl;
}
///////////////////////////////////////////////////////////////////////////////
// main
int main()
{
std::cout << "Example 1:\n";
example1();
std::cout << "\nExample 2:\n";
example2();
std::cout << "\nExample 3:\n";
example3();
std::cout << "\nExample 4:\n";
example4();
return 0;
}
|