Histogram calculation of the cumulative distribution with the algorithm for weighted samples. More...
#include <statistics_fwd.hpp>
Public 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 |
typedef mpl::false_ | is_droppable |
Public Member Functions | |
template<typename Args > | |
weighted_p_square_cumulative_distribution_impl (Args const &args) | |
template<typename Args > | |
void | operator() (Args const &args) |
template<typename Args > | |
result_type | result (Args const &args) const |
detail::void_ | operator() (dont_care) |
detail::void_ | add_ref (dont_care) |
detail::void_ | drop (dont_care) |
detail::void_ | on_drop (dont_care) |
Histogram calculation of the cumulative distribution with the algorithm for weighted samples.
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.
p_square_cumulative_distribution_num_cells |
typedef std::vector<float_type> boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl< Sample, Weight >::array_type |
typedef numeric::functional::fdiv<weighted_sample, std::size_t>::result_type boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl< Sample, Weight >::float_type |
typedef std::vector<std::pair<float_type, float_type> > boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl< Sample, Weight >::histogram_type |
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inherited |
typedef iterator_range<typename histogram_type::iterator> boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl< Sample, Weight >::result_type |
typedef numeric::functional::multiplies<Sample, Weight>::result_type boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl< Sample, Weight >::weighted_sample |
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