statistics.h

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#ifndef META_STATS_STATISTICS_H_
#define META_STATS_STATISTICS_H_

#include <cmath>
#include <type_traits>

namespace meta
{
namespace stats
{

template <class Dist, class Fun>
double expected_value(Dist&& dist, Fun&& fun)
{
    using T = typename std::remove_reference<Dist>::type::event_type;
    auto total = 0.0;
    dist.each_seen_event([&](const T& event)
                         {
                             total += dist.probability(event) * fun(event);
                         });
    return total;
}

template <class Dist>
double entropy(Dist&& dist)
{
    using T = typename std::remove_reference<Dist>::type::event_type;
    return expected_value(dist, [&](const T& event)
                          {
        return -std::log2(dist.probability(event));
    });
}
}
}
#endif