Is it possible to use boost accumulators with vectors?

Question

I wanted to use boost accumulators to calculate statistics of a variable that is a vector. Is there a simple way to 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

Roti

Mind blown. I've used Boost Accumulator quite some deal, and never picked up that it supports non-scalar sample types. – Antofagasta

Answer 1

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 use std::vector<> as a sample or variate type. The Numeric Operators Sub-Library defines the necessary operator overloads in the boost::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 header
  • boost/accumulators/numeric/functional.hpp while defining BOOST_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 ?

Carnarvon

Probably yes! I'll try it here. Just a min. – Roti

I'm having some trouble compiling this, but I think it is correct. – Roti

@Rafael: I've edited my answer about compilation : either include [...]/numeric/functional/vector.hpp before everything else, or include [...]/numeric/functional.hpp while defining BOOST_NUMERIC_FUNCTIONAL_STD_VECTOR_SUPPORT – Carnarvon

@Rafael: I wouldn't want to sound rude =/ But you accepted my answer without awarding the bounty – Carnarvon

Ah, sorry. I actually did tried to award the bounty after answering, but the site said I had to wait 8 more hours to do it. I just forgot to log in after that. Really sorry. It's no rudeness at all! You earned the bounty! :) – Roti

I was able to compile now. Works perfectly. – Roti

Answer 2

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

Fley

This is probably the way. But I'm getting a size mismatch runtime error with ublas::vector. But thanks, this is probably what will work. – Roti

I'm trying to get help in the boost::ublas community. If I manage to make it work I'll post a solution here. – Roti

Answer 3

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 );

Orvalorvan

I think he's wanting a vector of means for a bunch of vectors, not a single mean for a single vector, but I may be wrong. – Fley

We'll just have to wait for him and see :) – Denticle

Eclipse got it. I admit it's a bit confuse. I want an accumulator that accumulate vectors and return a mean vector. – Roti