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Struct template weighted_p_square_cumulative_distribution_impl

boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl — Histogram calculation of the cumulative distribution with the algorithm for weighted samples.


// In header: <boost/accumulators/statistics_fwd.hpp>

template<typename Sample, typename Weight> 
struct weighted_p_square_cumulative_distribution_impl :
  public accumulator_base
  // construct/copy/destruct
  template<typename Args> 
    weighted_p_square_cumulative_distribution_impl(Args const &);

  // public member functions
  template<typename Args> void operator()(Args const &);
  template<typename Args> result_type result(Args const &) const;
  template<typename Archive> void serialize(Archive &, const unsigned int);


A histogram of the sample cumulative distribution is computed dynamically without storing samples based on the algorithm for weighted samples. The returned histogram has a specifiable amount (num_cells) equiprobable (and not equal-sized) cells.

Note that applying importance sampling results in regions to be more and other regions to be less accurately estimated than without importance sampling, i.e., with unweighted samples.

For further details, see

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

weighted_p_square_cumulative_distribution_impl public construct/copy/destruct

  1. template<typename Args> 
      weighted_p_square_cumulative_distribution_impl(Args const & args);

weighted_p_square_cumulative_distribution_impl public member functions

  1. template<typename Args> void operator()(Args const & args);
  2. template<typename Args> result_type result(Args const & args) const;
  3. template<typename Archive> 
      void serialize(Archive & ar, const unsigned int file_version);