add boost on mac

macx64/include/boost/histogram/accumulators/weighted_mean.hpp

@@ -0,0 +1,106 @@
+// Copyright 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_WEIGHTED_MEAN_HPP
+#define BOOST_HISTOGRAM_ACCUMULATORS_WEIGHTED_MEAN_HPP
+
+#include <boost/histogram/fwd.hpp>
+#include <type_traits>
+
+namespace boost {
+namespace histogram {
+namespace accumulators {
+
+/**
+  Calculates mean and variance of weighted sample.
+
+  Uses West's incremental algorithm to improve numerical stability
+  of mean and variance computation.
+*/
+template <typename RealType>
+class weighted_mean {
+public:
+  weighted_mean() = default;
+  weighted_mean(const RealType& wsum, const RealType& wsum2, const RealType& mean,
+                const RealType& variance)
+      : sum_of_weights_(wsum)
+      , sum_of_weights_squared_(wsum2)
+      , weighted_mean_(mean)
+      , sum_of_weighted_deltas_squared_(
+            variance * (sum_of_weights_ - sum_of_weights_squared_ / sum_of_weights_)) {}
+
+  void operator()(const RealType& x) { operator()(1, x); }
+
+  void operator()(const RealType& w, const RealType& x) {
+    sum_of_weights_ += w;
+    sum_of_weights_squared_ += w * w;
+    const auto delta = x - weighted_mean_;
+    weighted_mean_ += w * delta / sum_of_weights_;
+    sum_of_weighted_deltas_squared_ += w * delta * (x - weighted_mean_);
+  }
+
+  template <typename T>
+  weighted_mean& operator+=(const weighted_mean<T>& rhs) {
+    const auto tmp = weighted_mean_ * sum_of_weights_ +
+                     static_cast<RealType>(rhs.weighted_mean_ * rhs.sum_of_weights_);
+    sum_of_weights_ += static_cast<RealType>(rhs.sum_of_weights_);
+    sum_of_weights_squared_ += static_cast<RealType>(rhs.sum_of_weights_squared_);
+    weighted_mean_ = tmp / sum_of_weights_;
+    sum_of_weighted_deltas_squared_ +=
+        static_cast<RealType>(rhs.sum_of_weighted_deltas_squared_);
+    return *this;
+  }
+
+  weighted_mean& operator*=(const RealType& s) {
+    weighted_mean_ *= s;
+    sum_of_weighted_deltas_squared_ *= s * s;
+    return *this;
+  }
+
+  template <typename T>
+  bool operator==(const weighted_mean<T>& rhs) const noexcept {
+    return sum_of_weights_ == rhs.sum_of_weights_ &&
+           sum_of_weights_squared_ == rhs.sum_of_weights_squared_ &&
+           weighted_mean_ == rhs.weighted_mean_ &&
+           sum_of_weighted_deltas_squared_ == rhs.sum_of_weighted_deltas_squared_;
+  }
+
+  template <typename T>
+  bool operator!=(const T& rhs) const noexcept {
+    return !operator==(rhs);
+  }
+
+  const RealType& sum_of_weights() const noexcept { return sum_of_weights_; }
+  const RealType& value() const noexcept { return weighted_mean_; }
+  RealType variance() const {
+    return sum_of_weighted_deltas_squared_ /
+           (sum_of_weights_ - sum_of_weights_squared_ / sum_of_weights_);
+  }
+
+  template <class Archive>
+  void serialize(Archive&, unsigned /* version */);
+
+private:
+  RealType sum_of_weights_ = RealType(), sum_of_weights_squared_ = RealType(),
+           weighted_mean_ = RealType(), sum_of_weighted_deltas_squared_ = RealType();
+};
+
+} // namespace accumulators
+} // namespace histogram
+} // namespace boost
+
+#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
+namespace std {
+template <class T, class U>
+/// Specialization for boost::histogram::accumulators::weighted_mean.
+struct common_type<boost::histogram::accumulators::weighted_mean<T>,
+                   boost::histogram::accumulators::weighted_mean<U>> {
+  using type = boost::histogram::accumulators::weighted_mean<common_type_t<T, U>>;
+};
+} // namespace std
+#endif
+
+#endif