Subject: [Boost-commit] svn:boost r56585 - in sandbox/statistics/kernel/boost/statistics/detail: . kernel kernel/bandwidth_selection kernel/bandwidth_selection/detail kernel/estimation kernel/estimation/detail kernel/kernels kernel/kernels/multivariate kernel/kernels/scalar
From: erwann.rogard_at_[hidden]
Date: 2009-10-04 18:54:21
Author: e_r
Date: 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
New Revision: 56585
URL: http://svn.boost.org/trac/boost/changeset/56585
Log:
a
Added:
sandbox/statistics/kernel/boost/statistics/detail/
sandbox/statistics/kernel/boost/statistics/detail/kernel/
sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/
sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/detail/
sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/detail/k_fold.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/include.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/meta_k_fold_nw.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/normal_distribution.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/detail/
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/detail/nw_visitor_unary.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/estimator.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/include.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/meta_nw_visitor_unary.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/nw_visitor.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/rp_visitor.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/include.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/crtp.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/include.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/mono_bw.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/crtp.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/gaussian.hpp (contents, props changed)
sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/include.hpp (contents, props changed)
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/detail/k_fold.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/detail/k_fold.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,114 @@
+//////////////////////////////////////////////////////////////////////////////////////////
+// boost::statistics::detail::kernel::bandwidth_selection::detail::cross_validate.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_DETAIL_K_FOLD_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_DETAIL_K_FOLD_HPP_ER_2009
+#include <boost/statistics/detail/kernel/estimation/estimator.hpp>
+#include <boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp>
+#include <boost/statistics/detail/cross_validation/k_fold/partition.hpp>
+#include <boost/statistics/detail/cross_validation/k_fold/cross_validate.hpp>
+#include <boost/statistics/detail/cross_validation/k_fold/train_predict.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace bandwidth_selection{
+namespace detail{
+
+ template<
+ typename U, // data-unit
+ template<typename,typename,typename> class V,
+ typename K,
+ typename Ft,
+ typename Fi,
+ typename Fo,
+ typename A = typename
+ kernel::detail::mean_accumulator<typename K::result_type>::type
+ >
+ class k_fold :
+ public cross_validation::k_fold::partition<U,Ft,Fi,Fo>
+ {
+ typedef cross_validation::k_fold::partition<U,Ft,Fi,Fo> kfp_;
+ typedef typename kfp_::meta_training_range::type tr_;
+ typedef estimator<tr_,V,K,A> est_t;
+ typedef kfp_& rkfp_;
+
+ public:
+ typedef est_t estimator_type;
+
+ // Constructor
+ k_fold(){}
+ template<typename It>
+ k_fold(
+ unsigned num_folds,
+ It b, //dataset
+ It e
+ ):kfp_(
+ num_folds,
+ b,e
+ ){
+ // Default constructs estimator
+ }
+
+ // TODO create a constructor with argument pack (overloading constr
+ // uctor would be cumbersome)
+
+ // Access
+
+ const estimator_type& estimator()const{
+ return this->est_;
+ }
+
+ // Cross validation
+
+ template<typename T,typename It>
+ It train_predict(
+ It it_p // predicted values
+ )
+ {
+ rkfp_ rkfp = static_cast<rkfp_>(*this);
+
+ return cross_validation::k_fold::train_predict(
+ rkfp,
+ this->est_,
+ it_p
+ );
+ }
+
+ template<typename It,typename It1>
+ It cross_validate(
+ K k,
+ It i_p, // predicted values
+ It1 i_o // true values
+ ){
+ rkfp_ rkfp = static_cast<rkfp_>(*this);
+
+ this->k_ = k;
+
+ return cross_validation::k_fold::cross_validate(
+ rkfp,
+ this->est_,
+ i_p,
+ i_o
+ );
+ }
+
+ private:
+ est_t est_;
+
+ };
+
+}// detail
+}// bandwidth_selection
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/include.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,13 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::bandwidth::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_INCLUDE_H_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_INCLUDE_H_ER_2009
+
+#include <boost/statistics/detail/kernel/bandwidth/normal_distribution.hpp>
+
+#endif
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/meta_k_fold_nw.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/meta_k_fold_nw.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,60 @@
+////////////////////////////////////////////////////////////////////////////////
+// boost::statistics::detail::kernel::bandwidth_selection::meta_k_fold_nw.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_META_K_FOLD_NW_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_META_K_FOLD_NW_HPP_ER_2009
+#include <boost/statistics/detail/kernel/bandwidth_selection/detail/k_fold.hpp>
+#include <boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp>
+#include <boost/statistics/detail/kernel/estimation/meta_nw_visitor_unary.hpp>
+#include <boost/statistics/detail/cross_validation/extractor/identity.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace bandwidth_selection{
+
+template<
+ typename F1, // x extractor
+ typename F2 // y extractor
+>
+struct meta_k_fold_nw
+{
+
+ typedef meta_nw_visitor_unary<F1,F2> meta_;
+
+ // ft(u) has to return a training data. Here, ft(u) = (x,y),
+ // f1((x,y))=x, f2((x,y)) = y
+
+ template<
+ typename U, // data-unit
+ typename K,
+ typename Ft = cross_validation::extractor::identity,
+ typename A = typename
+ kernel::detail::mean_accumulator<
+ typename K::result_type>::type
+ >
+ struct apply{
+ typedef bandwidth_selection::detail::k_fold<
+ U,
+ meta_::template apply,
+ K,
+ Ft,F1,F2
+ > type;
+ };
+
+};
+
+}// bandwidth_selection
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
+
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/normal_distribution.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/bandwidth_selection/normal_distribution.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,52 @@
+/////////////////////////////////////////////////////////////////////////////////////
+// boost::statistics::detail::kernel::bandwidth_selection::normal_distribution.hpp //
+// //
+// (C) Copyright 2009 Erwann Rogard //
+// Use, modification and distribution are subject to 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_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_NORMAL_DISRTIBUTION_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_BANDWIDTH_SELECTION_NORMAL_DISRTIBUTION_HPP_ER_2009
+#include <cmath>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace bandwidth_selection{
+
+// Finds the optimal bandwidth for density estimation (Rosenblatt-Parzen)
+// assuming
+// 1) The data is a normal vector each coordinate having stddev sigma
+// 2) The kernel is Gaussian.
+
+template<unsigned M, typename T>
+struct normal_distribution{
+ typedef T value_type;
+ static value_type rp_bandwidth(std::size_t n); // Assumes sigma = 1
+ static value_type rp_bandwidth(value_type sigma,unsigned n);
+ // For M == 1, bandwdith = sigma (3n/4)^(-1/5) = 1.06 sigma n^(-1/5)
+};
+template<unsigned M, typename T>
+typename normal_distribution<M,T>::value_type
+normal_distribution<M,T>::rp_bandwidth(std::size_t n){
+ static const value_type e = -static_cast<T>(1)/static_cast<T>(M+4);
+ static const value_type r = static_cast<T>(2+M)/ static_cast<T>(4);
+ value_type a = static_cast<T>(n) * r;
+ return std::pow( a, e );
+}
+
+template<unsigned M, typename T>
+typename normal_distribution<M,T>::value_type
+normal_distribution<M,T>::rp_bandwidth(value_type sigma,unsigned n){
+ return sigma * rp_bandwidth(n);
+}
+
+}// bandwidth_selection
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,35 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::functional::detail::mean_accumulator.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_ESTIMATION_DETAIL_MEAN_ACCUMULATOR_H_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_ESTIMATION_DETAIL_MEAN_ACCUMULATOR_H_ER_2009
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <boost/accumulators/statistics/mean.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace detail{
+
+ // The Rosenblatt-Parzen estimator is a density estimator
+ template<typename T>
+ struct mean_accumulator{
+ typedef accumulators::stats<
+ accumulators::tag::mean
+ > stat_;
+ typedef accumulators::accumulator_set<T,stat_> type;
+ };
+
+}// detail
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/detail/nw_visitor_unary.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/detail/nw_visitor_unary.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,113 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::functional::nw_visitor_unary.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_ESTIMATION_DETAIL_NW_VISITOR_UNARY_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_ESTIMATION_DETAIL_NW_VISITOR_UNARY_HPP_ER_2009
+#include <boost/type_traits.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp>
+#include <boost/statistics/detail/kernel/estimation/nw_visitor.hpp>
+#include <boost/concept_check.hpp>
+#include <boost/concept/assert.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace detail{
+
+// This visitor, g, when called as g(t), forwards to f(f1(t),f2(t)), where f
+// is an instance of nw_visitor, and f1(t) and f2(t) are the x and y components.
+//
+// K, X, A: See rp_visitor
+template<
+ typename K,
+ typename X,
+ typename F1, // x extractor
+ typename F2, // y extractor
+ typename A = typename
+ statistics::detail::kernel::detail::mean_accumulator<
+ typename K::result_type
+ >::type
+>
+class nw_visitor_unary : public nw_visitor<K,X,A>{
+ typedef nw_visitor<K,X,A> super_;
+
+ public:
+ typedef F1 input_extractor_type;
+ typedef F2 output_extractor_type;
+
+ typedef super_ nw_visitor_type;
+ typedef typename super_::result_type result_type;
+
+ // Construction
+ nw_visitor_unary(){}
+ nw_visitor_unary(
+ K k,
+ typename call_traits<X>::param_type x
+ ):super_(k,x){
+ BOOST_CONCEPT_ASSERT((
+ boost::DefaultConstructible<F1>
+ ));
+ BOOST_CONCEPT_ASSERT((
+ boost::DefaultConstructible<F2>
+ ));
+ }
+ nw_visitor_unary(
+ K k,
+ typename call_traits<X>::param_type x,
+ const A& a
+ ):super_(k,x,a)
+ {
+ BOOST_CONCEPT_ASSERT((
+ boost::DefaultConstructible<F1>
+ ));
+ BOOST_CONCEPT_ASSERT((
+ boost::DefaultConstructible<F2>
+ ));
+ }
+
+ nw_visitor_unary(const nw_visitor_unary& that)
+ :super_(that),f1_(that.f1_),f2_(that.f2_){}
+
+ nw_visitor_unary& operator=(const nw_visitor_unary& that)
+ {
+ if(&that!=this){
+ super_::operator=(that);
+ this->f1_ = that.f1_;
+ this->f2_ = that.f2_;
+ }
+ return *this;
+ }
+
+
+ // Update
+ template<typename T>
+ result_type operator()(const T& t)
+ {
+ const F1& crf1 = this->f1_;
+ const F2& crf2 = this->f2_;
+ return static_cast<super_&>(*this)(
+ crf1(t),
+ crf2(t)
+ );
+ }
+
+ private:
+ F1 f1_;
+ F2 f2_;
+
+};
+
+}// detail
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/estimator.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/estimator.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,133 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::functional::rp_visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_ESTIMATION_DENSITY_VISITOR_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_ESTIMATION_DENSITY_VISITOR_HPP_ER_2009
+#include <algorithm>
+#include <boost/concept/assert.hpp>
+#include <boost/concept_check.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/type_traits/is_convertible.hpp>
+#include <boost/mpl/nested_type.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+
+ // A type that models Trainer and Predictor
+ // See https://svn.boost.org/svn/boost/sandbox/statistics/cross_validation/boost/statistics/detail/cross_validation/estimator/concept/
+ //
+ // R: range of a data range
+ // V: visitor
+ // K: kernel
+ // A: accumulator
+ //
+ // V -> data range of type R
+ // rp_visitor -> {x[i]:i=1,...,n}
+ // meta_nw_visitor_unary<F1,F2>::apply -> {(x,y)[i]:i=1,...,n}
+ //
+ // It is recommended that R derives from iterator_range because it is cheap
+ // to copy.
+ template<
+ typename R,
+ template<typename,typename,typename> class V,
+ typename K,
+ typename A = typename
+ detail::mean_accumulator<typename K::result_type>::type
+ >
+ class estimator{
+
+ public:
+ typedef R training_dataset_type;
+ typedef K kernel_type;
+ typedef A accumulator_type;
+
+ template<typename X>
+ struct visitor
+ {
+ typedef V<K,const X&,A> arg_;
+ typedef typename mpl::nested_type<arg_>::type type;
+ };
+
+ template<typename X>
+ struct result_of_predict
+ {
+ typedef typename visitor<X>::type v_;
+ typedef typename v_::result_type type;
+ };
+
+ // Constructor
+ estimator(){}
+ estimator(K k)
+ :k_(k){}
+ estimator(K k,const A& a)
+ :k_(k),a_(a){}
+ estimator(const estimator& that)
+ :td_(that.td_),k_(that.k_),a_(that.a_){}
+ estimator& operator=(const estimator& that){
+ if(&that = this){
+ this->td_ = that.td_;
+ this->k_ = that.k_;
+ this->a_ = that.a_;
+ }
+ return *this;
+ }
+
+ // Access
+ const R& training_dataset()const{
+ return this->td_;
+ }
+ const K& kernel()const{
+ return this->k_;
+ }
+ const A& accumulator()const{
+ return this->a_;
+ }
+
+ void train(const R& training_dataset){
+ BOOST_CONCEPT_ASSERT((
+ boost::Assignable<R>
+ ));
+ this->td_ = training_dataset;
+ }
+
+ template<typename X>
+ typename visitor<X>::type
+ visit(const X& x)const{
+ typedef estimator this_type;
+ typedef typename visitor<X>::type v_;
+
+ return std::for_each(
+ boost::begin( this->training_dataset() ),
+ boost::end( this->training_dataset() ),
+ v_( this->kernel(), x, this->a_)
+ );
+ }
+
+ template<typename X>
+ typename result_of_predict<X>::type
+ predict(const X& x)const{
+ return visit(x).estimate();
+ }
+
+ protected:
+ R td_;
+ K k_;
+ A a_; // Initialized accumulator
+ };
+
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/include.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,16 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::estimation::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_ESTIMATION_INCLUDE_H_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_ESTIMATION_INCLUDE_H_ER_2009
+
+#include <boost/statistics/detail/kernel/estimation/estimator.hpp>
+#include <boost/statistics/detail/kernel/estimation/nw_visitor.hpp>
+#include <boost/statistics/detail/kernel/estimation/meta_nw_visitor_unary.hpp>
+#include <boost/statistics/detail/kernel/estimation/rp_visitor.hpp>
+
+#endif
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/meta_nw_visitor_unary.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/meta_nw_visitor_unary.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,44 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::functional::meta_nw_visitor_unary.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_ESTIMATION_META_NW_VISITOR_UNARY_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_ESTIMATION_META_NW_VISITOR_UNARY_HPP_ER_2009
+#include <boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp>
+#include <boost/statistics/detail/kernel/estimation/detail/nw_visitor_unary.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+
+// meta_visitor_unary<F1,F2>::apply is a valid template argument to estimator
+// See detail/nw_visitor_unary
+template<
+ typename F1, // x extractor
+ typename F2
+>
+struct meta_nw_visitor_unary
+{
+
+ template<
+ typename K,
+ typename X,
+ typename A = typename statistics::detail::kernel::detail::mean_accumulator<
+ typename K::result_type
+ >::type
+ >
+ struct apply{
+ typedef detail::nw_visitor_unary<K,X,F1,F2,A> type;
+ };
+};
+
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/nw_visitor.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/nw_visitor.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,146 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::functional::nw_visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_ESTIMATION_NW_VISITOR_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_ESTIMATION_NW_VISITOR_HPP_ER_2009
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp>
+#include <boost/statistics/detail/kernel/estimation/rp_visitor.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+
+// This visitor, f, updates a Nadaraya-Watson estimate of E[Y|X=x0] each
+// time f(x,y) is called.
+//
+// K,X,A : See rp_visitor
+template<
+ typename K,
+ typename X,
+ typename A = typename
+ statistics::detail::kernel::detail::mean_accumulator<typename K::result_type>::type
+>
+class nw_visitor{
+ public:
+ typedef rp_visitor<K,X,A> rp_visitor_type;
+ typedef typename rp_visitor_type::result_type result_type;
+ typedef K kernel_type;
+ typedef A accumulator_type;
+
+ //Construct
+ nw_visitor();
+ nw_visitor(typename call_traits<X>::param_type);
+ nw_visitor(
+ K k, // passing radius should call implicit conversion
+ typename call_traits<X>::param_type x
+ );
+ nw_visitor(
+ K k,
+ typename call_traits<X>::param_type,
+ const accumulator_type&
+ );
+ nw_visitor(const nw_visitor&);
+ nw_visitor& operator=(const nw_visitor&);
+
+ // Update
+ protected:
+ template<typename X1,typename Y1> // Training data point
+ result_type operator()(const X1& x1,const Y1& y1);
+
+ public:
+ // Access
+ result_type unnormalized_estimate()const;
+ result_type normalizing_constant()const;
+ result_type estimate()const;
+
+
+ const A& accumulator()const;
+ const rp_visitor_type& rp_visitor()const;
+
+ private:
+ rp_visitor_type rp_visitor_;
+ A a_;
+};
+
+//Construction
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor():rp_visitor_(),a_(){}
+
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor(K k,typename call_traits<X>::param_type x)
+:rp_visitor_(k,x),a_(){}
+
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor(
+ K k,typename call_traits<X>::param_type x,const A& a
+):rp_visitor_(k,x,a),a_(a){}
+
+template<typename K,typename X,typename A>
+nw_visitor<K,X,A>::nw_visitor(const nw_visitor& that)
+:rp_visitor_(that.rp_visitor_),a_(that.a_){}
+
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::nw_visitor&
+nw_visitor<K,X,A>::operator=(const nw_visitor& that){
+ if(&that!=this){
+ rp_visitor_ = that.rp_visitor_;
+ a_ = that.a_;
+ }
+ return *this;
+}
+
+// Update
+template<typename K,typename X,typename A>
+template<typename X1,typename Y1>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::operator()(const X1& x1,const Y1& y){
+ result_type w = (this->rp_visitor_(x1));
+ result_type wy = w * y;
+ this->a_(wy);
+ return wy;
+}
+
+// Access
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::unnormalized_estimate()const{
+ return accumulators::mean(
+ this->accumulator()
+ );
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::normalizing_constant()const{
+ return (this->rp_visitor_).estimate();
+}
+
+template<typename K,typename X,typename A>
+typename nw_visitor<K,X,A>::result_type
+nw_visitor<K,X,A>::estimate()const{
+ return (this->unnormalized_estimate()/this->normalizing_constant());
+}
+
+template<typename K,typename X,typename A>
+const A& nw_visitor<K,X,A>::accumulator()const{ return this->a_; }
+
+template<typename K,typename X,typename A>
+const rp_visitor<K,X,A>&
+nw_visitor<K,X,A>::rp_visitor()const{
+ return (this->rp_visitor_);
+}
+
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/rp_visitor.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/estimation/rp_visitor.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,156 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::functional::rp_visitor.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_ESTIMATION_RP_VISITOR_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_ESTIMATION_RP_VISITOR_HPP_ER_2009
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/mpl/not.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/statistics/detail/kernel/estimation/detail/mean_accumulator.hpp>
+//#include <boost/statistics/detail/kernel/estimation/detail/return_if.hpp>
+//#include <boost/statistics/detail/kernel/estimation/detail/range_difference.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+
+// This visitor, f, keeps a data point, x0, and each time f(x) is called, it
+// updates an estimate of the density at x0, p(x0), by the Rosenblatt-Parzen
+// method, using a given kernel k.
+//
+// The estimate is the average of the kernel evaluations over the traversed
+// dataset. That average is implemented by an accumulator of type A.
+//
+// X can be a reference which is only recommended if the x object is expensive
+// to copy
+template<
+ typename K,
+ typename X,
+ typename A = typename
+ statistics::detail::kernel::detail::mean_accumulator<typename K::result_type>::type
+>
+class rp_visitor : K{ //, addable<rp_visitor<K,X,A> >{ //
+ typedef is_reference<X> is_ref_;
+ public:
+ typedef K kernel_type;
+ typedef A accumulator_type;
+ typedef typename K::result_type result_type;
+
+ // Construct
+ rp_visitor();
+ rp_visitor(typename call_traits<X>::param_type);
+ rp_visitor(
+ K k, // passing radius calls implicit conversion
+ typename call_traits<X>::param_type x
+ );
+ rp_visitor(
+ K k,
+ typename call_traits<X>::param_type,
+ const accumulator_type&
+ );
+ rp_visitor(const rp_visitor&);
+ rp_visitor& operator=(const rp_visitor&);
+
+ // Update
+ // Passing the training data x1 updates the estimator
+ template<typename X1> result_type operator()(const X1& x1);
+
+ // Access
+ typename call_traits<X>::const_reference x()const;
+ const A& accumulator()const;
+ const result_type& normalizing_constant()const;
+
+ result_type estimate()const;
+
+ private:
+ typename call_traits<X>::value_type x_;
+ A acc_;
+};
+
+//Construction
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(){
+ BOOST_MPL_ASSERT((
+ mpl::not_<is_ref_>
+ ));
+}
+
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(K k,typename call_traits<X>::param_type x)
+:K(k),x_(x),acc_(){}
+
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(
+ K k,
+ typename call_traits<X>::param_type x,
+ const A& a
+):K(k),x_(x),acc_(a){}
+
+template<typename K,typename X,typename A>
+rp_visitor<K,X,A>::rp_visitor(const rp_visitor& that)
+:K(static_cast<const K&>(that)),x_(that.x_),acc_(that.acc_){}
+
+template<typename K,typename X,typename A>
+typename rp_visitor<K,X,A>::rp_visitor&
+rp_visitor<K,X,A>::operator=(const rp_visitor& that){
+ if(&that!=this){
+ BOOST_MPL_ASSERT((mpl::not_<is_ref_>));
+ K::operator=(static_cast<const K&>(*that));
+ x_ = that.x_;
+ acc_ = that.acc_;
+ }
+ return *this;
+}
+
+// Evaluate
+template<typename K,typename X,typename A>
+template<typename X1>
+typename rp_visitor<K,X,A>::result_type
+rp_visitor<K,X,A>::operator()(const X1& x1){
+ const K& kernel = static_cast<const K&>(*this);
+ result_type t = kernel(x(),x1);
+ this->acc_(t);
+ return t;
+}
+
+
+// Access
+template<typename K,typename X,typename A>
+typename rp_visitor<K,X,A>::result_type
+rp_visitor<K,X,A>::estimate()const{
+ return accumulators::mean(
+ this->accumulator()
+ );
+}
+
+template<typename K,typename X,typename A>
+const A&
+rp_visitor<K,X,A>::accumulator()const{
+ return this->acc_;
+}
+
+template<typename K,typename X,typename A>
+const typename rp_visitor<K,X,A>::result_type&
+rp_visitor<K,X,A>::normalizing_constant()const{
+ const K& k = static_cast<const K&>(*this);
+ return k.normalizing_constant();
+}
+
+template<typename K,typename X,typename A>
+typename call_traits<X>::const_reference
+rp_visitor<K,X,A>::x()const{
+ return this->x_;
+}
+
+
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/include.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,16 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_INCLUDE_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_INCLUDE_HPP_ER_2009
+
+#include <boost/statistics/detail/kernel/bandwidth/include.hpp>
+#include <boost/statistics/detail/kernel/estimation/include.hpp>
+#include <boost/statistics/detail/kernel/kernels/multivariate/include.hpp>
+#include <boost/statistics/detail/kernel/kernels/scalar/include.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/crtp.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/crtp.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,27 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::multivariate::crtp.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_KERNELS_MULTIVARIATE_CRTP_H_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_KERNELS_MULTIVARIATE_CRTP_H_ER_2009
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace multivariate{
+
+ // This has no purpose other signifying that the derived class is
+ // a kernel, and it is currently not in use, but this may change.
+ template<typename D> struct crtp{};
+
+}// multivariate
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/include.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::multivariate::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_KERNELS_MULTIVARIATE_INCLUDE_H_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_KERNELS_MULTIVARIATE_INCLUDE_H_ER_2009
+
+#include <boost/statistics/detail/kernel/kernels/multivariate/crtp.hpp>
+#include <boost/statistics/detail/kernel/kernels/multivariate/mono_bw.hpp>
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/mono_bw.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/multivariate/mono_bw.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,129 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::multivariate::mono_bw.hpp //
+// //
+// Copyright 2009 Erwann Rogard. Distributed under the Boost //
+// Software License, Version 1.0. (See accompanying file //
+// LICEMSE_1_0.txt or copy at http://www.boost.org/LICEMSE_1_0.txt) //
+///////////////////////////////////////////////////////////////////////////////
+#ifndef BOOST_STATISTICS_DETAIL_KERNEL_KERNELS_MULTIVARIATE_MONO_BW_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_KERNELS_MULTIVARIATE_MONO_BW_HPP_ER_2009
+#include <cmath>
+#include <numeric>
+#include <boost/lambda/lambda.hpp>
+#include <boost/vector_space/data/lazy_difference.hpp>
+#include <boost/statistics/detail/kernel/kernels/multivariate/crtp.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace multivariate{
+
+// Overview: Multivariate kernel, common bandwidth across coordinates.
+//
+// Notation: Let x denote a vector of size M,
+//
+// Usage:
+// typedef mono_bw_kernel<scalar::gaussian_kernel<T>,M> mult_;
+// typedef mult_::result_type result_;
+// mult_ mult(bandwidth);
+// result_ r = mult(x);
+template<typename K,unsigned M>
+class mono_bw_kernel : K{
+ public:
+ typedef typename K::result_type result_type;
+
+ //Construction
+ mono_bw_kernel();
+ template<typename K1> mono_bw_kernel(K1 k1); //pass bandwith, or kernel
+
+ // Evaluate
+ template<typename X> result_type profile(const X& x)const;
+ template<typename X> result_type operator()(const X& x)const;
+ template<typename X,typename X1>
+ result_type operator()(const X& x,const X1& x1)const;
+
+ // Access
+ static unsigned dimension;
+ result_type radius()const;
+ result_type normalizing_constant()const;
+
+ private:
+ result_type normalizing_constant_; //no ambiguity because inherit K privately
+ result_type comp_nc()const;
+};
+
+// Construction
+template<typename K,unsigned M>
+mono_bw_kernel<K,M>::mono_bw_kernel():K(),normalizing_constant_(comp_nc()){}
+
+template<typename K,unsigned M>
+template<typename K1>
+mono_bw_kernel<K,M>::mono_bw_kernel(K1 k1):K(k1),normalizing_constant_(comp_nc()){}
+
+// Evaluate
+template<typename K,unsigned M>
+template<typename X>
+typename mono_bw_kernel<K,M>::result_type
+mono_bw_kernel<K,M>::profile(const X& x)const{
+ static result_type init = static_cast<result_type>(0);
+ const K& k = static_cast<const K&>(*this);
+ result_type norm = std::accumulate(
+ boost::begin(x),
+ boost::end(x),
+ init,
+ ( lambda::_1 + (lambda::_2 * lambda::_2 ) )
+ );
+ norm = std::sqrt(norm);
+ return k.profile(norm);
+}
+
+template<typename K,unsigned M>
+template<typename X>
+typename mono_bw_kernel<K,M>::result_type
+mono_bw_kernel<K,M>::operator()(const X& x)const{
+ return this->profile(x) / this->normalizing_constant();
+}
+
+template<typename K,unsigned M>
+template<typename X,typename X1>
+typename mono_bw_kernel<K,M>::result_type
+mono_bw_kernel<K,M>::operator()(const X& x,const X1& x1)const{
+ typedef vector_space::lazy_difference<X,X1> diff_;
+ typedef typename range_size<X>::type size_type;
+ BOOST_ASSERT(size(x) == static_cast<size_type>(size(x1)));
+ BOOST_ASSERT(size(x) == static_cast<size_type>(M));
+ diff_ diff(x,x1);
+ return (*this)(diff);
+}
+
+// Access
+template<typename K,unsigned M> unsigned mono_bw_kernel<K,M>::dimension = M;
+
+template<typename K,unsigned M>
+typename mono_bw_kernel<K,M>::result_type
+mono_bw_kernel<K,M>::radius()const{
+ const K& k = static_cast<const K&>(*this);
+ return k.radius();
+}
+
+template<typename K,unsigned M>
+typename mono_bw_kernel<K,M>::result_type
+mono_bw_kernel<K,M>::normalizing_constant()const{ return normalizing_constant_; }
+
+template<typename K,unsigned M>
+typename mono_bw_kernel<K,M>::result_type
+mono_bw_kernel<K,M>::comp_nc()const{
+ const K& k = static_cast<const K&>(*this);
+ static result_type m = static_cast<result_type>(M);
+ result_type nc = k.normalizing_constant();
+ return std::pow(nc,m);
+}
+
+}// multivariate
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/crtp.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/crtp.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,119 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::scalar::crtp.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_KERNELS_SCALAR_CRTP_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_KERNELS_SCALAR_CRTP_HPP_ER_2009
+#include <boost/format.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace scalar{
+
+// Overview: provides common operations for a kernel whose implementation
+// is specified by a derived class, D.
+//
+// Let d note an instance of D, and T == D::result_type
+//
+// Requirements
+// crtp<D,T> is a base of D
+// D::result_type is defined
+// D::core_profile(const T&) returns an object of type T
+// D::core_nc returns an object of type T (normalzing c)
+// D d; Constructor Forwards to crtp<D,T>
+// D d(r) Constructor Forwards to crtp<D,T>
+template<typename D,typename T>
+class crtp{
+ public:
+ typedef T result_type;
+
+ // Construction
+ crtp();
+ crtp(const result_type& bandwidth);
+
+ // Evaluate
+ template<typename X> result_type profile(const X& x)const;
+ template<typename X> result_type operator()(const X& x)const;
+ template<typename X,typename X1>
+ result_type operator()(const X& x,const X1& x1)const;
+
+ // Access
+ result_type bandwidth()const;
+ result_type normalizing_constant()const;
+
+ private:
+ result_type bandwidth_;
+ result_type normalizing_constant_;
+ result_type comp_nc(result_type bandwidth);
+};
+
+template<typename D,typename T>
+std::ostream& operator<<(std::ostream& out,const crtp<D,T>& k){
+ const char* str = "(%1%,%2%)";
+ format f(str); f%k.bandwidth()%k.normalizing_constant();
+ out << f.str();
+ return out;
+}
+
+// Construction
+template<typename D,typename T> crtp<D,T>::crtp()
+:bandwidth_(static_cast<result_type>(1)),
+normalizing_constant_(this->comp_nc(bandwidth())){}
+
+template<typename D,typename T> crtp<D,T>::crtp(const result_type& bandwidth)
+:bandwidth_(bandwidth),
+normalizing_constant_(this->comp_nc(this->bandwidth())){}
+
+
+// Evaluate
+template<typename D,typename T>
+template<typename X>
+typename crtp<D,T>::result_type
+crtp<D,T>::profile(const X& x)const{
+ result_type u = x / this->bandwidth();
+ return D::core_profile(u);
+}
+
+template<typename D,typename T>
+template<typename X>
+typename crtp<D,T>::result_type
+crtp<D,T>::operator()(const X& x)const{
+ return ( this->profile(x) ) / ( this->normalizing_constant()) ;
+}
+
+template<typename D,typename T>
+template<typename X,typename X1>
+typename crtp<D,T>::result_type
+crtp<D,T>::operator()(const X& x,const X1& x1)const{
+ return (*this)(x-x1);
+}
+
+// Access
+template<typename D,typename T>
+typename crtp<D,T>::result_type crtp<D,T>::bandwidth()const{
+ return this->bandwidth_;
+}
+
+template<typename D,typename T>
+typename crtp<D,T>::result_type crtp<D,T>::normalizing_constant()const{
+ return this->normalizing_constant_;
+}
+
+// Implem
+template<typename D,typename T>
+typename crtp<D,T>::result_type crtp<D,T>::comp_nc(result_type bandwidth){
+ return D::core_nc * bandwidth;
+}
+
+}// scalar
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/gaussian.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/gaussian.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,57 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::scalar::gaussian.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_KERNELS_SCALAR_GAUSSIAN_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_KERNELS_SCALAR_GAUSSIAN_HPP_ER_2009
+#include <cmath>
+#include <boost/statistics/detail/kernel/kernels/scalar/crtp.hpp>
+#include <boost/math/constants/constants.hpp>
+
+namespace boost{
+namespace statistics{
+namespace detail{
+namespace kernel{
+namespace scalar{
+
+template<typename T>
+struct gaussian_kernel : scalar::crtp<gaussian_kernel<T>,T >{
+ typedef gaussian_kernel<T> this_type;
+ typedef scalar::crtp<this_type,T> crtp_;
+ public:
+ typedef typename crtp_::result_type result_type;
+
+ gaussian_kernel();
+ gaussian_kernel(const result_type& bandwidth);
+
+ static result_type core_profile(const result_type& x);
+ static result_type core_nc;
+};
+
+template<typename T> gaussian_kernel<T>::gaussian_kernel():crtp_(){}
+template<typename T> gaussian_kernel<T>::gaussian_kernel(
+ const result_type& bandwidth
+)
+:crtp_(bandwidth){}
+
+template<typename T>
+typename gaussian_kernel<T>::result_type
+gaussian_kernel<T>::core_profile(const result_type& x){
+ static result_type two = static_cast<T>(2);
+ return exp(- x * x / two);
+}
+
+template<typename T>
+typename gaussian_kernel<T>::result_type
+gaussian_kernel<T>::core_nc = math::constants::root_two_pi<T>();
+
+}// scalar
+}// kernel
+}// detail
+}// statistics
+}// boost
+
+#endif
\ No newline at end of file
Added: sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/include.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/kernel/boost/statistics/detail/kernel/kernels/scalar/include.hpp 2009-10-04 18:54:20 EDT (Sun, 04 Oct 2009)
@@ -0,0 +1,14 @@
+///////////////////////////////////////////////////////////////////////////////
+// statistics::detail::kernel::scalar::include.hpp //
+// //
+// Copyright 2009 Erwann Rogard. 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_STATISTICS_DETAIL_KERNEL_KERNELS_SCALAR_INCLUDE_HPP_ER_2009
+#define BOOST_STATISTICS_DETAIL_KERNEL_KERNELS_SCALAR_INCLUDE_HPP_ER_2009
+
+#include <boost/statistics/detail/kernel/kernels/scalar/crtp.hpp>
+#include <boost/statistics/detail/kernel/kernels/scalar/gaussian.hpp>
+
+#endif
\ No newline at end of file