Question

With Boost’s accumulators I can easily calculate statistical quantities for
weighted or unweighted input sets. I wonder if it is possible to mix weighted
and unweighted quantities inside the same accumulator. Looking at the
docs it doesn’t seem that way.

This compiles fine but produces another result than I would have liked:

using namespace boost::accumulators;

const double a[] = {1, 1, 1, 1, 1, 2, 2, 2, 2};
const double w[] = {1, 2, 3, 4, 5, 6, 7, 8, 9};

accumulator_set<double, features<tag::sum, tag::weighted_sum>, double> stats;
for (size_t i=0; i<9; ++i)
  stats(a[i], weight = w[i]);

std::cout << sum(stats) <<" "<< weighted_sum(stats) << std::endl;
// outputs "75 75" instead of "13 75"

Also, with a third template parameter to accumulator_set I always seems to
get weighted quantities, even when using an “unweighted” feature and extractor:

accumulator_set<double, features<tag::sum>, double> stats;
for (size_t i=0; i<9; ++i)
  stats(a[i], weight = w[i]);
std::cout << sum(stats) << std::endl;
// outputs "75" instead of 13

Do I always have to use two different accumulators if I want to calculate both
weighted and unweighted quantities?

EDIT
I just use sum as an example, in reality I am interested in multiple, more complicated quantities.

Answer 1

It does say in the documentation that

When you specify a weight, all the
accumulators in the set are replaced
with their weighted equivalents.

There are probably better ways to do it but you can try something like this (basically swapping the meaning of the value with that of the weight):

accumulator_set< double, stats< tag::sum, tag::sum_of_weights >, double > acc;
const double a[] = {1, 1, 1, 1, 1, 2, 2, 2, 2};
const double w[] = {1, 2, 3, 4, 5, 6, 7, 8, 9};

   for( int i = 0; i < sizeof( a ) / sizeof( a[ 0 ] ); i++ )
      acc( w[ i ], weight = a[ i ] );

   std::cout << extract_result< tag::sum >( acc ) << std::endl; // weighted sum, prints 75
   std::cout << extract_result< tag::sum_of_weights >( acc ) << std::endl; // sum, prints 13