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boost::accumulators::impl::weighted_density_impl — Histogram density estimator for weighted samples.

// In header: <boost/accumulators/statistics_fwd.hpp> template<typename Sample, typename Weight> struct weighted_density_impl : public accumulator_base { // construct/copy/destruct template<typename Args> weighted_density_impl(Args const &); // public member functions template<typename Args> void operator()(Args const &); template<typename Args> result_type result(Args const &) const; };

The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally, an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined, the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is returned, where each pair contains the position of the bin (lower bound) and the sum of the weights (normalized with the sum of all weights).