Ticket #6128: RollingMean.hpp

///////////////////////////////////////////////////////////////////////////////
// rolling_mean.hpp
//  Copyright (C) 2005 Eric Niebler    
//  Copyright (C) 2011 Pieter Bastiaan Ober (Integricom). 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_ACCUMULATORS_STATISTICS_ROLLING_mean_HPP_EAN_15_11_2011
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_mean_HPP_EAN_15_11_2011

#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>

#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/rolling_window.hpp>
#include <boost/accumulators/statistics/rolling_count.hpp>

namespace boost { namespace accumulators
{
namespace impl
{
    ///////////////////////////////////////////////////////////////////////////////
    // rolling_mean_impl
    // 
    template<typename Sample>
    struct rolling_mean_impl
      : accumulator_base
    {
        typedef Sample result_type;

        template<typename Args>
        rolling_mean_impl(Args const &args)
          : mean_(0.0)
                  {}

        template<typename Args>
        void operator()(Args const &args)
        {
            if(is_rolling_window_plus1_full(args))
            {
                                        mean_ += (args[sample]-rolling_window_plus1(args).front())/rolling_count(args);
            }
                                else
                                {
                                        Sample prev_mean = mean_;
                                        mean_ += (args[sample]-prev_mean)/rolling_count(args);
                                }
        }

        template<typename Args>
        result_type result(Args const &args) const
        {
                          return mean_;
        }

    private:

        Sample mean_;
    };
} // namespace impl

///////////////////////////////////////////////////////////////////////////////
// tag:: rolling_mean
//
namespace tag
{
    struct rolling_mean
      : depends_on< rolling_window_plus1, rolling_count>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::rolling_mean_impl< mpl::_1 > impl;

        #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
        /// tag::rolling_window::window_size named parameter
        static boost::parameter::keyword<tag::rolling_window_size> const window_size;
        #endif
    };
} // namespace tag

///////////////////////////////////////////////////////////////////////////////
// extract::rolling_mean
//
namespace extract
{
    extractor<tag::rolling_mean> const rolling_mean = {};

    BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_mean)
}

using extract::rolling_mean;

}} // namespace boost::accumulators

#endif