put internals into data type

This commit is contained in:
Hans Dembinski 2021-04-27 11:54:59 +02:00
parent 7ec89f45f6
commit 2d8a55f80e

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@ -30,36 +30,41 @@ public:
using value_type = ValueType;
using const_reference = const value_type&;
struct internal_data_type {
value_type sum_;
value_type mean_;
value_type sum_of_deltas_squared_;
};
mean() = default;
/// Allow implicit conversion from mean<T>.
template <class T>
mean(const mean<T>& o) noexcept
: sum_{o.sum_}, mean_{o.mean_}, sum_of_deltas_squared_{o.sum_of_deltas_squared_} {}
mean(const mean<T>& o) noexcept : data_{o.data_} {}
/// Initialize to external count, mean, and variance.
mean(const_reference n, const_reference mean, const_reference variance) noexcept
: sum_(n), mean_(mean), sum_of_deltas_squared_(variance * (n - 1)) {}
: data_{n, mean, variance * (n - 1)} {}
/// Insert sample x.
void operator()(const_reference x) noexcept {
sum_ += static_cast<value_type>(1);
const auto delta = x - mean_;
mean_ += delta / sum_;
sum_of_deltas_squared_ += delta * (x - mean_);
data_.sum_ += static_cast<value_type>(1);
const auto delta = x - data_.mean_;
data_.mean_ += delta / data_.sum_;
data_.sum_of_deltas_squared_ += delta * (x - data_.mean_);
}
/// Insert sample x with weight w.
void operator()(const weight_type<value_type>& w, const_reference x) noexcept {
sum_ += w.value;
const auto delta = x - mean_;
mean_ += w.value * delta / sum_;
sum_of_deltas_squared_ += w.value * delta * (x - mean_);
data_.sum_ += w.value;
const auto delta = x - data_.mean_;
data_.mean_ += w.value * delta / data_.sum_;
data_.sum_of_deltas_squared_ += w.value * delta * (x - data_.mean_);
}
/// Add another mean accumulator.
mean& operator+=(const mean& rhs) noexcept {
if (rhs.sum_ == 0) return *this;
if (rhs.data_.sum_ == 0) return *this;
/*
sum_of_deltas_squared
@ -75,20 +80,20 @@ public:
Putting it together:
sum_of_deltas_squared
= sum_of_deltas_squared_1 + n1 (mu1 - mu))^2
+ sum_of_deltas_squared_2 + n2 (mu2 - mu))^2
= sum_of_deltas_squared_1 + n1 (mu - mu1))^2
+ sum_of_deltas_squared_2 + n2 (mu - mu2))^2
*/
const auto n1 = sum_;
const auto mu1 = mean_;
const auto n2 = rhs.sum_;
const auto mu2 = rhs.mean_;
const auto n1 = data_.sum_;
const auto mu1 = data_.mean_;
const auto n2 = rhs.data_.sum_;
const auto mu2 = rhs.data_.mean_;
sum_ += rhs.sum_;
mean_ = (n1 * mu1 + n2 * mu2) / sum_;
sum_of_deltas_squared_ += rhs.sum_of_deltas_squared_;
sum_of_deltas_squared_ += n1 * detail::square(mean_ - mu1);
sum_of_deltas_squared_ += n2 * detail::square(mean_ - mu2);
data_.sum_ += rhs.data_.sum_;
data_.mean_ = (n1 * mu1 + n2 * mu2) / data_.sum_;
data_.sum_of_deltas_squared_ += rhs.data_.sum_of_deltas_squared_;
data_.sum_of_deltas_squared_ += n1 * detail::square(data_.mean_ - mu1);
data_.sum_of_deltas_squared_ += n2 * detail::square(data_.mean_ - mu2);
return *this;
}
@ -98,14 +103,14 @@ public:
This acts as if all samples were scaled by the value.
*/
mean& operator*=(const_reference s) noexcept {
mean_ *= s;
sum_of_deltas_squared_ *= s * s;
data_.mean_ *= s;
data_.sum_of_deltas_squared_ *= s * s;
return *this;
}
bool operator==(const mean& rhs) const noexcept {
return sum_ == rhs.sum_ && mean_ == rhs.mean_ &&
sum_of_deltas_squared_ == rhs.sum_of_deltas_squared_;
return data_.sum_ == rhs.data_.sum_ && data_.mean_ == rhs.data_.mean_ &&
data_.sum_of_deltas_squared_ == rhs.data_.sum_of_deltas_squared_;
}
bool operator!=(const mean& rhs) const noexcept { return !operator==(rhs); }
@ -116,19 +121,21 @@ public:
see documentation of value() and variance(). count() can be used to compute
the variance of the mean by dividing variance() by count().
*/
const_reference count() const noexcept { return sum_; }
const_reference count() const noexcept { return data_.sum_; }
/** Return mean value of accumulated samples.
The result is undefined, if `count() < 1`.
*/
const_reference value() const noexcept { return mean_; }
const_reference value() const noexcept { return data_.mean_; }
/** Return variance of accumulated samples.
The result is undefined, if `count() < 2`.
*/
value_type variance() const noexcept { return sum_of_deltas_squared_ / (sum_ - 1); }
value_type variance() const noexcept {
return data_.sum_of_deltas_squared_ / (data_.sum_ - 1);
}
template <class Archive>
void serialize(Archive& ar, unsigned version) {
@ -136,18 +143,16 @@ public:
// read only
std::size_t sum;
ar& make_nvp("sum", sum);
sum_ = static_cast<value_type>(sum);
data_.sum_ = static_cast<value_type>(sum);
} else {
ar& make_nvp("sum", sum_);
ar& make_nvp("sum", data_.sum_);
}
ar& make_nvp("mean", mean_);
ar& make_nvp("sum_of_deltas_squared", sum_of_deltas_squared_);
ar& make_nvp("mean", data_.mean_);
ar& make_nvp("sum_of_deltas_squared", data_.sum_of_deltas_squared_);
}
private:
value_type sum_{};
value_type mean_{};
value_type sum_of_deltas_squared_{};
internal_data_type data_{0, 0, 0};
};
} // namespace accumulators