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25<div class="section">
26<div class="titlepage"><div><div><h2 class="title" style="clear: both">
27<a name="histogram.rationale"></a><a class="link" href="rationale.html" title="Rationale">Rationale</a>
28</h2></div></div></div>
29<div class="toc"><dl class="toc">
30<dt><span class="section"><a href="rationale.html#histogram.rationale.motivation">Motivation</a></span></dt>
31<dt><span class="section"><a href="rationale.html#histogram.rationale.guidelines">Guidelines</a></span></dt>
32<dt><span class="section"><a href="rationale.html#histogram.rationale.no_lambdas">No lambdas as axis types</a></span></dt>
33<dt><span class="section"><a href="rationale.html#histogram.rationale.uoflow">Under- and overflow bins</a></span></dt>
34<dt><span class="section"><a href="rationale.html#histogram.rationale.index_type">Size method of axis returns
35      signed integer</a></span></dt>
36<dt><span class="section"><a href="rationale.html#histogram.rationale.real_index_type">Continuous axis
37      accepts real-valued cell index</a></span></dt>
38<dt><span class="section"><a href="rationale.html#histogram.rationale.variance">On variance estimates</a></span></dt>
39<dt><span class="section"><a href="rationale.html#histogram.rationale.weights">Support of weighted fills</a></span></dt>
40<dt><span class="section"><a href="rationale.html#histogram.rationale.python_support">Python support</a></span></dt>
41<dt><span class="section"><a href="rationale.html#histogram.rationale.support_of_boost_accumulators">Support
42      of Boost.Accumulators</a></span></dt>
43<dt><span class="section"><a href="rationale.html#histogram.rationale.support_of_boost_range">Support of
44      Boost.Range</a></span></dt>
45<dt><span class="section"><a href="rationale.html#histogram.rationale.support_of_serialization">Support
46      of serialization</a></span></dt>
47<dt><span class="section"><a href="rationale.html#histogram.rationale.comparison_to_boost_accumulators">Comparison
48      to Boost.Accumulators</a></span></dt>
49<dt><span class="section"><a href="rationale.html#histogram.rationale.why_is_boost_histogram_not_built">Why
50      is Boost.Histogram not built on top of Boost.MultiArray?</a></span></dt>
51</dl></div>
52<div class="section">
53<div class="titlepage"><div><div><h3 class="title">
54<a name="histogram.rationale.motivation"></a><a class="link" href="rationale.html#histogram.rationale.motivation" title="Motivation">Motivation</a>
55</h3></div></div></div>
56<p>
57        C++ lacks a widely-used, free multi-dimensional histogram class. While it
58        is easy to write a one-dimensional histogram, writing a general multi-dimensional
59        histogram poses more of a challenge. If a few more features required by scientific
60        professionals are added onto the wish-list, then the implementation becomes
61        non-trivial and a well-tested library solution desirable.
62      </p>
63<p>
64        The <a href="https://www.gnu.org/software/gsl" target="_top">GNU Scientific Library
65        (GSL)</a> and the <a href="https://root.cern.ch" target="_top">ROOT framework</a>
66        from CERN have histogram implementations. The GSL has histograms for one
67        and two dimensions in C. The implementations are not customizable. ROOT has
68        well-tested implementations of histograms, but they are not customizable
69        and they are not easy to use correctly. ROOT also has new implementations
70        in beta-stage similar to this one, but they are still less flexible, not
71        easy to use, and they cannot be used without the rest of ROOT, which is a
72        huge library to install just to get histograms.
73      </p>
74<p>
75        The templated histogram class in this library has a minimal interface and
76        focuses on the core task of creating histograms from input data. It is very
77        customizable and extensible through user-provided classes. A single implementation
78        is used for one and multi-dimensional histograms. While being safe, customizable,
79        and convenient, the histogram is also very fast. The static version, which
80        has an axis configuration that is hard-coded at compile-time, is faster than
81        any tested competitor.
82      </p>
83<p>
84        One of the central design goals was to hide the implementation details of
85        the internal counters of the histogram. The internal counting mechanism is
86        encapsulated in a storage class, which can be switched out. The default storage
87        uses an adaptive memory management which is safe to use, memory-efficient,
88        and fast. The safety comes from the guarantee, that counts cannot overflow
89        or be capped. This is a rare guarantee, hardly found in other libraries.
90        In the standard configuration, the histogram <span class="emphasis"><em>just works</em></span>
91        under any circumstance. Yet, users with special requirements can implement
92        their own custom storage class or use an alternative builtin array-based
93        storage.
94      </p>
95</div>
96<div class="section">
97<div class="titlepage"><div><div><h3 class="title">
98<a name="histogram.rationale.guidelines"></a><a class="link" href="rationale.html#histogram.rationale.guidelines" title="Guidelines">Guidelines</a>
99</h3></div></div></div>
100<p>
101        This library was written based on a decade of experience collected in working
102        with big data, more precisely in the field of particle physics and astroparticle
103        physics. The design is guided by advice from people like Bjarne Stroustrup,
104        Scott Meyers, Herb Sutter, and Andrei Alexandrescu, and Chandler Carruth.
105        The <a href="https://www.python.org/dev/peps/pep-0020" target="_top">Zen of Python</a>
106        (also applies to other languages) was an inspiration and well as ideas from
107        the <a href="https://eigen.tuxfamily.org/" target="_top">Eigen library</a>. The
108        feature set was designed to be a superset of what is offered by the <a href="https://root.cern.ch" target="_top">ROOT framework</a> and the <a href="https://www.gnu.org/software/gsl" target="_top">GNU
109        Scientific Library (GSL)</a>.
110      </p>
111<p>
112        Design goals of the library:
113      </p>
114<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
115<li class="listitem">
116            Provide a simple and convenient default behavior for the casual user,
117            yet allow a maximum of customization for the power user. Follow the "Don't
118            pay for what you don't use" principle. Features that you don't use
119            should not affect your performance negatively.
120          </li>
121<li class="listitem">
122            Provide the same interface for one-dimensional and multi-dimensional
123            histograms. This makes the interface easier to learn, and makes it easier
124            to move a project from one-dimensional to multi-dimensional analysis.
125          </li>
126<li class="listitem">
127            Hide the details of how the bin counters work. This design allows for
128            interesting implementations, such as the default storage that provides
129            a no-overflow-guarantee, which no other library offers.
130          </li>
131<li class="listitem">
132            Minimalism, STL and Boost compatibility. Focus the library on the task
133            of creating histograms. Functionality on top of that (drawing, further
134            processing...) should come from other libraries. This gives users maximum
135            flexibility to mix and match libraries. The histogram provides iterators
136            ranges that allow other libraries access to the histogram state. The
137            library provides iterators to access its internal counters, making it
138            compatible with STL algorithms and other Boost libraries. In addition,
139            the library was made compatible with <a href="../../../../../libs/accumulators/index.html" target="_top">Boost.Accumulators</a>
140            and <a href="../../../../../libs/range/index.html" target="_top">Boost.Range</a>.
141          </li>
142</ul></div>
143</div>
144<div class="section">
145<div class="titlepage"><div><div><h3 class="title">
146<a name="histogram.rationale.no_lambdas"></a><a class="link" href="rationale.html#histogram.rationale.no_lambdas" title="No lambdas as axis types">No lambdas as axis types</a>
147</h3></div></div></div>
148<p>
149        Lambdas were considered and rejected as a form of simple user-defined axis
150        type, because they do not allow access to their state, such as the current
151        axis size. Lambdas can be fully replaced by locally-defined structs. A local
152        struct cannot be templated and cannot have templated methods, but this is
153        not an issue. In the local context where the struct is created, all relevant
154        types must be known already so that locally defined structs can simply use
155        these concrete types and there is no need for templates.
156      </p>
157</div>
158<div class="section">
159<div class="titlepage"><div><div><h3 class="title">
160<a name="histogram.rationale.uoflow"></a><a class="link" href="rationale.html#histogram.rationale.uoflow" title="Under- and overflow bins">Under- and overflow bins</a>
161</h3></div></div></div>
162<p>
163        Axis instances by default add extra bins that count values which fall below
164        or above the range covered by the axis (for those types where that makes
165        sense). These extra bins are called under- and overflow bins, respectively.
166        The extra bins can be turned off individually for each axis to conserve memory,
167        but it is generally recommended to have them. The normal bins, excluding
168        under- and overflow, are called <span class="bold"><strong>inner bins</strong></span>.
169      </p>
170<p>
171        Under- and overflow bins are useful in one-dimensional histograms, and nearly
172        essential in multi-dimensional histograms. Here are the advantages:
173      </p>
174<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
175<li class="listitem">
176            No loss: The total sum over all bin counts is strictly equal to the number
177            of times the histogram was filled. Even NaN values are counted, they
178            are put in the overflow-bin by convention.
179          </li>
180<li class="listitem">
181            Diagnosis: Unexpected extreme values show up in the extra bins, which
182            otherwise may be overlooked.
183          </li>
184<li class="listitem">
185            Ability to reduce histograms: In multi-dimensional histograms, an out-of-range
186            value along one axis may be paired with an in-range value along another
187            axis. If under- and overflow bins are missing, such a value pair is lost
188            completely. If you apply a <code class="computeroutput"><span class="identifier">reduce</span></code>
189            operation on a histogram, which removes some axes by summing all counts
190            along that dimension, this would lead to distortions of the histogram
191            along the remaining axes. When under- and overflow bins are present,
192            the <code class="computeroutput"><span class="identifier">reduce</span></code> operation
193            always produces a sub-histogram identical to one obtained, if it was
194            filled with the original data.
195          </li>
196</ul></div>
197<p>
198        The presence of the extra bins does not interfere with normal indexing. On
199        an axis with <code class="computeroutput"><span class="identifier">n</span></code> bins, the
200        first bin has the index <code class="computeroutput"><span class="number">0</span></code>, the
201        last bin <code class="computeroutput"><span class="identifier">n</span><span class="special">-</span><span class="number">1</span></code>, while the under- and overflow bins are accessible
202        at the indices <code class="computeroutput"><span class="special">-</span><span class="number">1</span></code>
203        and <code class="computeroutput"><span class="identifier">n</span></code>, respectively. This
204        choice is optimized for users who are unaware of the existence of these extra
205        bins. They would find the other indexing scheme surprising, where you start
206        with <code class="computeroutput"><span class="number">0</span></code> at the underflow bin and
207        the first normal bin is at <code class="computeroutput"><span class="number">1</span></code>.
208        Also, the chosen scheme allows one to turn off the extra bins in the code
209        where the histogram is created, without changing any code downstream that
210        addresses inner bins with indices.
211      </p>
212</div>
213<div class="section">
214<div class="titlepage"><div><div><h3 class="title">
215<a name="histogram.rationale.index_type"></a><a class="link" href="rationale.html#histogram.rationale.index_type" title="Size method of axis returns signed integer">Size method of axis returns
216      signed integer</a>
217</h3></div></div></div>
218<p>
219        The standard library returns a container size as an unsigned integer, because
220        a container size cannot be negative. The <code class="computeroutput"><span class="identifier">size</span><span class="special">()</span></code> method of the histogram class follows this
221        rule, but the <code class="computeroutput"><span class="identifier">size</span><span class="special">()</span></code>
222        methods of axis types return a signed integral type. Why?
223      </p>
224<p>
225        As explained in the <a class="link" href="rationale.html#histogram.rationale.uoflow" title="Under- and overflow bins">section about
226        under- and overflow</a>, a histogram axis may have an optional underflow
227        bin, which is addressed by the index <code class="computeroutput"><span class="special">-</span><span class="number">1</span></code>. It follows that the index type must be signed
228        integer for all axis types.
229      </p>
230<p>
231        The <code class="computeroutput"><span class="identifier">size</span><span class="special">()</span></code>
232        method of any axis returns the same signed integer type. The size of an axis
233        cannot be negative, but this choice has two advantages. Firstly, the value
234        returned by <code class="computeroutput"><span class="identifier">size</span><span class="special">()</span></code>
235        itself is guaranteed to be a valid index, which is good since it may address
236        the overflow bin. Secondly, comparisons between an index and the value returned
237        by <code class="computeroutput"><span class="identifier">size</span><span class="special">()</span></code>
238        are frequent. If <code class="computeroutput"><span class="identifier">size</span><span class="special">()</span></code>
239        returned an unsigned integral type, compilers would produce a warning for
240        each comparisons, and rightly so. <a href="https://www.youtube.com/watch?v=wvtFGa6XJDU" target="_top">Something
241        awful happens</a> on most machines when you compare <code class="computeroutput"><span class="special">-</span><span class="number">1</span></code> with an unsigned integer, <code class="computeroutput"><span class="special">-</span><span class="number">1</span> <span class="special">&lt;</span> <span class="number">1u</span>
242        <span class="special">==</span> <span class="keyword">false</span></code>,
243        which causes a serious bug in the following innocent-looking loop:
244      </p>
245<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">my_axis</span> <span class="special">=</span> <span class="comment">/* ... */</span><span class="special">;</span>
246<span class="comment">// naive loop to iterate over all bins, including underflow and overflow</span>
247<span class="keyword">for</span> <span class="special">(</span><span class="keyword">int</span> <span class="identifier">i</span> <span class="special">=</span> <span class="special">-</span><span class="number">1</span><span class="special">;</span> <span class="identifier">i</span> <span class="special">&lt;=</span> <span class="identifier">my_axis</span><span class="special">.</span><span class="identifier">size</span><span class="special">();</span> <span class="special">++</span><span class="identifier">i</span><span class="special">)</span> <span class="special">{</span>
248  <span class="comment">// body is never executed if return value of my_axis.size() is an unsigned integral type</span>
249<span class="special">}</span>
250</pre>
251<p>
252        The advantages clearly override the disadvantages of this choice.
253      </p>
254</div>
255<div class="section">
256<div class="titlepage"><div><div><h3 class="title">
257<a name="histogram.rationale.real_index_type"></a><a class="link" href="rationale.html#histogram.rationale.real_index_type" title="Continuous axis accepts real-valued cell index">Continuous axis
258      accepts real-valued cell index</a>
259</h3></div></div></div>
260<p>
261        Each axis has a method called <code class="computeroutput"><span class="identifier">value</span><span class="special">(</span><span class="identifier">index_type</span><span class="special">)</span></code> which converts an index into the equivalent
262        value at that index. If the axis is continuous, there are many possible values
263        in the interval between two adjacent integer indices. User often want to
264        access the center of such an interval. An easy and very efficient way to
265        access the center value is for this method to accept real-valued indices.
266        Then, the center of the first bin between index <code class="computeroutput"><span class="identifier">i</span></code>
267        and <code class="computeroutput"><span class="identifier">i</span><span class="special">+</span><span class="number">1</span></code> is simply obtained by passing <code class="computeroutput"><span class="identifier">i</span><span class="special">+</span><span class="number">0.5</span></code>.
268      </p>
269<p>
270        This scheme is computationally efficient and intuitive. Each continuous axis
271        is required to accept a real-valued index, in fact, internal library code
272        relies uses this to detect whether an axis is continuous or discrete.
273      </p>
274</div>
275<div class="section">
276<div class="titlepage"><div><div><h3 class="title">
277<a name="histogram.rationale.variance"></a><a class="link" href="rationale.html#histogram.rationale.variance" title="On variance estimates">On variance estimates</a>
278</h3></div></div></div>
279<p>
280        Once a histogram is filled, the bin counter can be accessed with the <code class="computeroutput"><span class="identifier">at</span><span class="special">(...)</span></code>
281        method. Some accumulators offer a <code class="computeroutput"><span class="identifier">value</span><span class="special">()</span></code> method to return the cell value <span class="emphasis"><em>k</em></span>
282        and a <code class="computeroutput"><span class="identifier">variance</span><span class="special">()</span></code>
283        method, which returns an estimate <span class="emphasis"><em>v</em></span> of the <a href="https://en.wikipedia.org/wiki/Variance" target="_top">variance</a>
284        of that cell.
285      </p>
286<p>
287        If the input values for the histogram come from a <a href="https://en.wikipedia.org/wiki/Stochastic_process" target="_top">stochastic
288        process</a>, the variance estimate provides useful additional information.
289        Examples for a stochastic process are a physics experiment or a random person
290        filling out a questionnaire <a href="#ftn.histogram.rationale.variance.f0" class="footnote" name="histogram.rationale.variance.f0"><sup class="footnote">[3]</sup></a>. The variance <span class="emphasis"><em>v</em></span> is the square of the <a href="https://en.wikipedia.org/wiki/Standard_deviation" target="_top">standard deviation</a>.
291        The standard deviation is a number that tells us how much we can expect the
292        observed value to fluctuate if we or someone else would repeat our experiment
293        with new random input.
294      </p>
295<p>
296        Variance estimates are useful in many ways:
297      </p>
298<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
299<li class="listitem">
300            Error bars: Drawing an <a href="https://en.wikipedia.org/wiki/Error_bar" target="_top">error
301            bar</a> over the interval <span class="emphasis"><em>(k - sqrt(v), k + sqrt(v))</em></span>
302            is a simple visualization of the expected random scatter of the bin value
303            <span class="emphasis"><em>k</em></span>, if the histogram was cleared and filled again
304            with another independent sample of the same size (e.g. by repeating the
305            physics experiment or asking more people to fill a questionnaire). If
306            you compare the result with a fitted model (see next item), about 2/3
307            of the error bars should overlap with the model, if the model is correct.
308          </li>
309<li class="listitem">
310            Least-squares fitting: Often you have a model of the expected number
311            of counts <span class="emphasis"><em>lambda</em></span> per bin, which is a function of
312            parameters with unknown values. A simple method to find good (sometimes
313            the best) estimates for those parameter values is to vary them until
314            the sum of squared residuals <span class="emphasis"><em>(k - lambda)^2/v</em></span> is
315            minimized. This is the <a href="https://en.wikipedia.org/wiki/Least_squares" target="_top">method
316            of least squares</a>, in which both the bin values <span class="emphasis"><em>k</em></span>
317            and variance estimates <span class="emphasis"><em>v</em></span> enter.
318          </li>
319<li class="listitem">
320            Pull distributions: If you have two histograms filled with the same number
321            of samples and you want to know whether they are in agreement, you can
322            compare the so-called pull distribution. It is formed by subtracting
323            the counts and dividing by the square root of their variances <span class="emphasis"><em>(k1
324            - k2)/sqrt(v1 + v2)</em></span>. If the histograms are identical, the
325            pull distribution randomly scatters around zero, and about 2/3 of the
326            values are in the interval <span class="emphasis"><em>[ -1, 1]</em></span>.
327          </li>
328</ul></div>
329<p>
330        Why return the variance <span class="emphasis"><em>v</em></span> and not the standard deviation
331        <span class="emphasis"><em>s = sqrt(v)</em></span>? The reason is that variances can be trivially
332        added and it is computationally more efficient to return the variance. <a href="https://en.wikipedia.org/wiki/Variance#Properties" target="_top">Variances of independent
333        samples can be added</a> like normal numbers <span class="emphasis"><em>v3 = v1 + v2</em></span>.
334        This is not true for standard deviations, where the addition law is more
335        complex <span class="emphasis"><em>s3 = sqrt(s1^2 + s2^2)</em></span>. In that sense, the variance
336        is more straight-forward to use during data processing. The user can take
337        the square-root at the end of the processing obtain the standard deviation
338        as needed.
339      </p>
340<p>
341        How is the variance estimate <span class="emphasis"><em>v</em></span> computed for a normal
342        counting histogram? If we know the expected number of counts <span class="emphasis"><em>lambda</em></span>
343        per bin, we could compute the variance as <span class="emphasis"><em>v = lambda</em></span>,
344        because counts in a histogram follow the <a href="https://en.wikipedia.org/wiki/Poisson_distribution" target="_top">Poisson
345        distribution</a> <a href="#ftn.histogram.rationale.variance.f1" class="footnote" name="histogram.rationale.variance.f1"><sup class="footnote">[4]</sup></a>. After filling a histogram, we do not know the expected number
346        of counts <span class="emphasis"><em>lambda</em></span> for any particular bin, but we know
347        the observed count <span class="emphasis"><em>k</em></span>, which is not too far from <span class="emphasis"><em>lambda</em></span>.
348        We therefore might be tempted to just replace <span class="emphasis"><em>lambda</em></span>
349        with <span class="emphasis"><em>k</em></span> in the formula <span class="emphasis"><em>v = lambda = k</em></span>.
350        This is in fact the so-called non-parametric estimate for the variance based
351        on the <a href="https://en.wikipedia.org/wiki/Plug-in_principle" target="_top">plug-in
352        principle</a>. It is the best (and only) estimate for the variance, if
353        we know nothing more about the underlying stochastic process which generated
354        the inputs (or want to feign ignorance about it).
355      </p>
356</div>
357<div class="section">
358<div class="titlepage"><div><div><h3 class="title">
359<a name="histogram.rationale.weights"></a><a class="link" href="rationale.html#histogram.rationale.weights" title="Support of weighted fills">Support of weighted fills</a>
360</h3></div></div></div>
361<p>
362        A histogram sorts input values into bins and increments a bin counter if
363        an input value falls into the range covered by that bin. The <code class="computeroutput"><a class="link" href="../boost/histogram/unlimited_storage.html" title="Class template unlimited_storage">standard
364        storage</a></code> uses integer types to store these counts, see the <a class="link" href="overview.html#histogram.overview.structure.storage" title="Storage types">storage section</a> how
365        integer overflow is avoided. However, sometimes histograms need to be filled
366        with values that have a weight <span class="emphasis"><em>w</em></span> attached to them. In
367        this case, the corresponding bin counter is not increased by one, but by
368        the weight value <span class="emphasis"><em>w</em></span>.
369      </p>
370<div class="note"><table border="0" summary="Note">
371<tr>
372<td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../doc/src/images/note.png"></td>
373<th align="left">Note</th>
374</tr>
375<tr><td align="left" valign="top"><p>
376          There are several use-cases for weighted increments. The main use in particle
377          physics is to adapt simulated data of an experiment to real data. Simulations
378          are needed to determine various corrections and efficiencies, but a simulated
379          experiment is almost never a perfect replica of the real experiment. In
380          addition, simulations are expensive to do. So, when deviations in a simulated
381          distribution of a variable are found, one typically does not rerun the
382          simulations, but assigns weights to match the simulated distribution to
383          the real one.
384        </p></td></tr>
385</table></div>
386<p>
387        When the <code class="computeroutput"><a class="link" href="reference.html#boost.histogram.weight_storage">weight_storage</a></code>
388        is used, histograms may be filled with weighted value tuples. Two real numbers
389        per bin are stored in this case. The first keeps track of the sum of weights.
390        The second keeps track of the sum of weights squared, which is the variance
391        estimate in this case. The former is accessed with the <code class="computeroutput"><span class="identifier">value</span><span class="special">()</span></code> method of the bin counter, and the latter
392        with the <code class="computeroutput"><span class="identifier">variance</span><span class="special">()</span></code>
393        method.
394      </p>
395<p>
396        Why the sum of weights squared is the variance estimate can be derived from
397        the <a href="https://en.wikipedia.org/wiki/Variance#Properties" target="_top">mathematical
398        properties of the variance</a>. Let us say a bin is filled <span class="emphasis"><em>k1</em></span>
399        times with a fixed weight <span class="emphasis"><em>w1</em></span>. The sum of weights is
400        then <span class="emphasis"><em>w1 k1</em></span>. It then follows from the variance properties
401        that <span class="emphasis"><em>Var(w1 k1) = w1^2 Var(k1)</em></span>. Using the reasoning
402        from before, the estimated variance of <span class="emphasis"><em>k1</em></span> is <span class="emphasis"><em>k1</em></span>,
403        so that <span class="emphasis"><em>Var(w1 k1) = w1^2 Var(k1) = w1^2 k1</em></span>. Variances
404        of independent samples are additive. If the bin is further filled <span class="emphasis"><em>k2</em></span>
405        times with weight <span class="emphasis"><em>w2</em></span>, the sum of weights is <span class="emphasis"><em>w1
406        k1 + w2 k2</em></span>, with variance <span class="emphasis"><em>w1^2 k1 + w2^2 k2</em></span>.
407        This also holds for <span class="emphasis"><em>k1 = k2 = 1</em></span>. Therefore, the sum
408        of weights <span class="emphasis"><em>w[i]</em></span> has variance sum of <span class="emphasis"><em>w[i]^2</em></span>.
409        In other words, to incrementally keep track of the variance of the sum of
410        weights, we need to keep track of the sum of weights squared.
411      </p>
412</div>
413<div class="section">
414<div class="titlepage"><div><div><h3 class="title">
415<a name="histogram.rationale.python_support"></a><a class="link" href="rationale.html#histogram.rationale.python_support" title="Python support">Python support</a>
416</h3></div></div></div>
417<p>
418        Python is a popular scripting language in the data science community. Thus,
419        the library must be designed to support Python bindings, which are developed
420        separately. The histogram should usable as an interface between a complex
421        simulation or data-storage system written in C++ and data-analysis/plotting
422        in Python. Users are able to define a histogram in Python, let it be filled
423        on the C++ side, and then get it back for further data analysis or plotting.
424      </p>
425<p>
426        This is a major reason why a purely static design was rejected, where the
427        histogram must be fully configured at compile-time. While this generates
428        more efficient code, it does not work with Python, which requires one to
429        configure histograms at run-time without recompiling the code.
430      </p>
431</div>
432<div class="section">
433<div class="titlepage"><div><div><h3 class="title">
434<a name="histogram.rationale.support_of_boost_accumulators"></a><a class="link" href="rationale.html#histogram.rationale.support_of_boost_accumulators" title="Support of Boost.Accumulators">Support
435      of Boost.Accumulators</a>
436</h3></div></div></div>
437<p>
438        Boost.Histogram can be configured to use arbitrary accumulators as cells,
439        in particular the accumulators from <a href="../../../../../libs/accumulators/index.html" target="_top">Boost.Accumulators</a>.
440        Sample values can be passed to the cell accumulator, which it may use to
441        compute the mean, median, variance or other statistics of the samples sorted
442        into each cell.
443      </p>
444</div>
445<div class="section">
446<div class="titlepage"><div><div><h3 class="title">
447<a name="histogram.rationale.support_of_boost_range"></a><a class="link" href="rationale.html#histogram.rationale.support_of_boost_range" title="Support of Boost.Range">Support of
448      Boost.Range</a>
449</h3></div></div></div>
450<p>
451        The histogram class is a valid range and can be used with the <a href="../../../../../libs/range/index.html" target="_top">Boost.Range</a>
452        library. This library provides a custom adaptor generator, <code class="computeroutput"><span class="identifier">indexed</span></code>, analog to the corresponding adaptor
453        generator in Boost.Range, but with a potentially multi-dimensional index.
454      </p>
455</div>
456<div class="section">
457<div class="titlepage"><div><div><h3 class="title">
458<a name="histogram.rationale.support_of_serialization"></a><a class="link" href="rationale.html#histogram.rationale.support_of_serialization" title="Support of serialization">Support
459      of serialization</a>
460</h3></div></div></div>
461<p>
462        Serialization is implemented using <a href="../../../../../libs/serialization/index.html" target="_top">Boost.Serialization</a>.
463        It would be great to have a portable binary archive with support for floating
464        point data to store and retrieve histograms efficiently, which is currently
465        not available. The library has to be open for other serialization libraries.
466      </p>
467</div>
468<div class="section">
469<div class="titlepage"><div><div><h3 class="title">
470<a name="histogram.rationale.comparison_to_boost_accumulators"></a><a class="link" href="rationale.html#histogram.rationale.comparison_to_boost_accumulators" title="Comparison to Boost.Accumulators">Comparison
471      to Boost.Accumulators</a>
472</h3></div></div></div>
473<p>
474        Boost.Histogram has a minor overlap with <a href="../../../../../libs/accumulators/index.html" target="_top">Boost.Accumulators</a>,
475        but the scopes are rather different. The statistical accumulators <code class="computeroutput"><span class="identifier">density</span></code> and <code class="computeroutput"><span class="identifier">weighted_density</span></code>
476        in Boost.Accumulators generate one-dimensional histograms. The axis range
477        and the bin widths are determined automatically from a cached sample of initial
478        values. They cannot be used for multi-dimensional data. Boost.Histogram focuses
479        on multi-dimensional data and gives the user full control of how the binning
480        should be done for each dimension.
481      </p>
482<p>
483        Automatic binning is not an option for Boost.Histogram, because it does not
484        scale well to many dimensions. Because of the Curse of Dimensionality, a
485        prohibitive number of samples would need to be collected.
486      </p>
487<div class="note"><table border="0" summary="Note">
488<tr>
489<td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../doc/src/images/note.png"></td>
490<th align="left">Note</th>
491</tr>
492<tr><td align="left" valign="top"><p>
493          There is no scientific consensus on how do automatic binning in an optimal
494          way, mostly because there is no consensus over the cost function (there
495          are many articles with different solutions in the literature). The problem
496          is not solved for one-dimensional data, and even less so for multi-dimensional
497          data.
498        </p></td></tr>
499</table></div>
500<p>
501        Recommendation:
502      </p>
503<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
504<li class="listitem">
505            Boost.Accumulators
506            <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: circle; "><li class="listitem">
507                  You have one-dimensional data of which you know nothing about,
508                  and you want a histogram quickly without worrying about binning
509                  details.
510                </li></ul></div>
511          </li>
512<li class="listitem">
513            Boost.Histogram
514            <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: circle; ">
515<li class="listitem">
516                  You have multi-dimensional data or you suspect you will switch
517                  to multi-dimensional data later.
518                </li>
519<li class="listitem">
520                  You want to customize the binning by hand, for example, to make
521                  bin edges coincide with special values or to handle special properties
522                  of your values, like angles defined on a circle.
523                </li>
524</ul></div>
525          </li>
526</ul></div>
527</div>
528<div class="section">
529<div class="titlepage"><div><div><h3 class="title">
530<a name="histogram.rationale.why_is_boost_histogram_not_built"></a><a class="link" href="rationale.html#histogram.rationale.why_is_boost_histogram_not_built" title="Why is Boost.Histogram not built on top of Boost.MultiArray?">Why
531      is Boost.Histogram not built on top of Boost.MultiArray?</a>
532</h3></div></div></div>
533<p>
534        Boost.MultiArray implements a multi-dimensional array, it also converts an
535        index tuple into a global index that is used to access an element in the
536        array. Boost.Histogram and Boost.MultiArray share this functionality, but
537        Boost.Histogram cannot use Boost.MultiArray as a back-end. Boost.MultiArray
538        makes the rank of the array a compile-time property, while this library needs
539        the rank to be dynamic.
540      </p>
541<p>
542        Boost.MultiArray also does not allow to change the element type dynamically.
543        This is needed to implement the adaptive storage mentioned further up. Using
544        a variant type as the element type of a Boost.MultiArray would not work,
545        because it creates this wasteful layout:
546      </p>
547<p>
548        <code class="computeroutput"><span class="special">[</span><span class="identifier">type</span><span class="special">-</span><span class="identifier">index</span> <span class="number">1</span><span class="special">][</span><span class="identifier">value</span>
549        <span class="number">1</span><span class="special">][</span><span class="identifier">type</span><span class="special">-</span><span class="identifier">index</span>
550        <span class="number">2</span><span class="special">][</span><span class="identifier">value</span> <span class="number">2</span><span class="special">]...</span></code>
551      </p>
552<p>
553        A type index is stored for each cell. Moreover, the variant is always as
554        large as the largest type in the union, so there is no way to safe memory
555        by using a smaller type when the bin count is low, as it is done by the adaptive
556        storage. The adaptive storage uses only one type-index for the whole array
557        and allocates a homogeneous array of values of the same type that exactly
558        matches their sizes, creating the following layout:
559      </p>
560<p>
561        <code class="computeroutput"><span class="special">[</span><span class="identifier">type</span><span class="special">-</span><span class="identifier">index</span><span class="special">][</span><span class="identifier">value</span> <span class="number">1</span><span class="special">][</span><span class="identifier">value</span>
562        <span class="number">2</span><span class="special">][</span><span class="identifier">value</span> <span class="number">3</span><span class="special">]...</span></code>
563      </p>
564<p>
565        There is only one type index and the number of allocated bytes for the array
566        can adapted dynamically to the size of the value type.
567      </p>
568</div>
569<div class="footnotes">
570<br><hr style="width:100; text-align:left;margin-left: 0">
571<div id="ftn.histogram.rationale.variance.f0" class="footnote"><p><a href="#histogram.rationale.variance.f0" class="para"><sup class="para">[3] </sup></a>
572          The choices of the person are most likely not random, but if we pick a
573          random person from a group, we randomly sample from a pool of opinions
574        </p></div>
575<div id="ftn.histogram.rationale.variance.f1" class="footnote"><p><a href="#histogram.rationale.variance.f1" class="para"><sup class="para">[4] </sup></a>
576          The Poisson distribution is correct as far as the counts <span class="emphasis"><em>k</em></span>
577          themselves are of interest. If the fractions per bin <span class="emphasis"><em>p = k /
578          N</em></span> are of interest, where <span class="emphasis"><em>N</em></span> is the total
579          number of counts, then the correct distribution to describe the fractions
580          is the <a href="https://en.wikipedia.org/wiki/Multinomial_distribution" target="_top">multinomial
581          distribution</a>.
582        </p></div>
583</div>
584</div>
585<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
586<td align="left"></td>
587<td align="right"><div class="copyright-footer">Copyright © 2016-2019 Hans
588      Dembinski<p>
589        Distributed under the Boost Software License, Version 1.0. (See accompanying
590        file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
591      </p>
592</div></td>
593</tr></table>
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