Is it possible to use boost accumulators with vectors?
I wanted to use boost accumulators to calculate statistics of a variable that is a vector. Is there a simple way to开发者_如何学Go do this. I think it's not possible to use the dumbest thing:
using namespace boost::accumulators;
//stuff...
accumulator_set<vector<double>, stats<tag::mean> > acc;
vector<double> some_vetor;
//stuff
some_vector = doStuff();
acc(some_vector);
maybe this is obvious, but I tried anyway. :P
What I wanted was to have an accumulator that would calculate a vector which is the mean of the components of many vectors. Is there an easy way out?
EDIT:
I don't know if I was thoroughly clear. I don't want this:
for_each(vec.begin(), vec.end(),acc);
This would calculate the mean of the entries of a given vector. What I need is different. I have a function that will spit vectors:
vector<double> doSomething();
// this is a monte carlo simulation;
And I need to run this many times and calculate the vectorial mean of those vectors:
for(int i = 0; i < numberOfMCSteps; i++){
vec = doSomething();
acc(vec);
}
cout << mean(acc);
And I want mean(acc) to be a vector itself, whose entry [i] would be the means of the entries [i] of the accumulated vectors.
Theres a hint about this in the docs of Boost, but nothing explicit. And I'm a bit dumb. :P
I've looked into your question a bit, and it seems to me that Boost.Accumulators already provides support for std::vector
. Here is what I could find in a section of the user's guide :
Another example where the Numeric Operators Sub-Library is useful is when a type does not define the operator overloads required to use it for some statistical calculations. For instance,
std::vector<>
does not overload any arithmetic operators, yet it may be useful to usestd::vector<>
as a sample or variate type. The Numeric Operators Sub-Library defines the necessary operator overloads in theboost::numeric::operators
namespace, which is brought into scope by the Accumulators Framework with a using directive.
Indeed, after verification, the file boost/accumulators/numeric/functional/vector.hpp
does contain the necessary operators for the 'naive' solution to work.
I believe you should try :
- Including either
boost/accumulators/numeric/functional/vector.hpp
before any other accumulators headerboost/accumulators/numeric/functional.hpp
while definingBOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT
- Bringing the operators into scope with a
using namespace boost::numeric::operators;
.
There's only one last detail left : execution will break at runtime because the initial accumulated value is default-constructed, and an assertion will occur when trying to add a vector of size n to an empty vector. For this, it seems you should initialize the accumulator with (where n is the number of elements in your vector) :
accumulator_set<std::vector<double>, stats<tag::mean> > acc(std::vector<double>(n));
I tried the following code, mean
gives me a std::vector
of size 2 :
int main()
{
accumulator_set<std::vector<double>, stats<tag::mean> > acc(std::vector<double>(2));
const std::vector<double> v1 = boost::assign::list_of(1.)(2.);
const std::vector<double> v2 = boost::assign::list_of(2.)(3.);
const std::vector<double> v3 = boost::assign::list_of(3.)(4.);
acc(v1);
acc(v2);
acc(v3);
const std::vector<double> &meanVector = mean(acc);
}
I believe this is what you wanted ?
I don't have it set up to try right now, but if all boost::accumulators need is properly defined mathematical operators, then you might be able to get away with a different vector type: http://www.boost.org/doc/libs/1_37_0/libs/numeric/ublas/doc/vector.htm
And what about the documentation?
// The data for which we wish to calculate statistical properties:
std::vector< double > data( /* stuff */ );
// The accumulator set which will calculate the properties for us:
accumulator_set< double, features< tag::min, tag::mean > > acc;
// Use std::for_each to accumulate the statistical properties:
acc = std::for_each( data.begin(), data.end(), acc );
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