FM / statistics

/usr/include/boost/accumulators/statistics/

/usr/include/boost/accumulators/statistics

Name	Size	Mode	Actions
parameters/	-	0755	rm
variates/	-	0755	rm
count.hpp	2013	0644	edit dl rm
covariance.hpp	7137	0644	edit dl rm
density.hpp	10007	0644	edit dl rm
error_of.hpp	2588	0644	edit dl rm
error_of_mean.hpp	2193	0644	edit dl rm
extended_p_square.hpp	11633	0644	edit dl rm
extended_p_square_quantile.hpp	12522	0644	edit dl rm
kurtosis.hpp	3864	0644	edit dl rm
max.hpp	2294	0644	edit dl rm
mean.hpp	9334	0644	edit dl rm
median.hpp	10242	0644	edit dl rm
min.hpp	2294	0644	edit dl rm
moment.hpp	3436	0644	edit dl rm
peaks_over_threshold.hpp	17525	0644	edit dl rm
pot_quantile.hpp	7336	0644	edit dl rm
pot_tail_mean.hpp	7802	0644	edit dl rm
p_square_cumulative_distribution.hpp	955	0644	edit dl rm
p_square_cumul_dist.hpp	10365	0644	edit dl rm
p_square_quantile.hpp	10086	0644	edit dl rm
rolling_count.hpp	2574	0644	edit dl rm
rolling_mean.hpp	6753	0644	edit dl rm
rolling_moment.hpp	3741	0644	edit dl rm
rolling_sum.hpp	2871	0644	edit dl rm
rolling_variance.hpp	9486	0644	edit dl rm
rolling_window.hpp	7254	0644	edit dl rm
skewness.hpp	3691	0644	edit dl rm
stats.hpp	972	0644	edit dl rm
sum.hpp	3884	0644	edit dl rm
sum_kahan.hpp	5104	0644	edit dl rm
tail.hpp	11012	0644	edit dl rm
tail_mean.hpp	9158	0644	edit dl rm
tail_quantile.hpp	5535	0644	edit dl rm
tail_variate.hpp	4504	0644	edit dl rm
tail_variate_means.hpp	10463	0644	edit dl rm
times2_iterator.hpp	1965	0644	edit dl rm
variance.hpp	7522	0644	edit dl rm
weighted_covariance.hpp	5244	0644	edit dl rm
weighted_density.hpp	9518	0644	edit dl rm
weighted_extended_p_square.hpp	12842	0644	edit dl rm
weighted_kurtosis.hpp	4147	0644	edit dl rm
weighted_mean.hpp	6637	0644	edit dl rm
weighted_median.hpp	8667	0644	edit dl rm
weighted_moment.hpp	3384	0644	edit dl rm
weighted_peaks_over_threshold.hpp	12352	0644	edit dl rm
weighted_p_square_cumulative_distribution.hpp	1009	0644	edit dl rm
weighted_p_square_cumul_dist.hpp	11058	0644	edit dl rm
weighted_p_square_quantile.hpp	11110	0644	edit dl rm
weighted_skewness.hpp	3844	0644	edit dl rm
weighted_sum.hpp	3639	0644	edit dl rm
weighted_sum_kahan.hpp	4559	0644	edit dl rm
weighted_tail_mean.hpp	5788	0644	edit dl rm
weighted_tail_quantile.hpp	5135	0644	edit dl rm
weighted_tail_variate_means.hpp	10052	0644	edit dl rm
weighted_variance.hpp	6774	0644	edit dl rm
with_error.hpp	1277	0644	edit dl rm

Edit: /usr/include/boost/accumulators/statistics/rolling_moment.hpp (3741B)

#ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005

#include <boost/config/no_tr1/cmath.hpp>
#include <boost/mpl/int.hpp>
#include <boost/mpl/assert.hpp>
#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/moment.hpp>
#include <boost/accumulators/statistics/rolling_count.hpp>

namespace boost { namespace accumulators
{
namespace impl
{
    ///////////////////////////////////////////////////////////////////////////////
    // rolling_moment_impl
    template<typename N, typename Sample>
    struct rolling_moment_impl
      : accumulator_base
    {
        BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
        // for boost::result_of
        typedef typename numeric::functional::fdiv<Sample, std::size_t,void,void>::result_type result_type;

template<typename Args>
        rolling_moment_impl(Args const &args)
          : sum_(args[sample | Sample()])
        {
        }

template<typename Args>
        void operator ()(Args const &args)
        {
            if(is_rolling_window_plus1_full(args))
            {
                this->sum_ -= numeric::pow(rolling_window_plus1(args).front(), N());
            }
            this->sum_ += numeric::pow(args[sample], N());
        }

template<typename Args>
        result_type result(Args const &args) const
        {
            return numeric::fdiv(this->sum_, rolling_count(args));
        }

// make this accumulator serializeable
        template<class Archive>
        void serialize(Archive & ar, const unsigned int file_version)
        { 
            ar & sum_;
        }

private:
        result_type sum_;
    };
} // namespace impl

///////////////////////////////////////////////////////////////////////////////
// tag::rolling_moment
//
namespace tag
{
    template<int N>
    struct rolling_moment
      : depends_on< rolling_window_plus1, rolling_count>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::rolling_moment_impl<mpl::int_<N>, mpl::_1> impl;

#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
        /// tag::rolling_window::window_size named parameter
        static boost::parameter::keyword<tag::rolling_window_size> const window_size;
        #endif
    };
}

///////////////////////////////////////////////////////////////////////////////
// extract::rolling_moment
//
namespace extract
{
    BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, rolling_moment, (int))
}

using extract::rolling_moment;

// There is no weighted_rolling_moment (yet)...
//
//// So that rolling_moment<N> can be automatically substituted with
//// weighted_rolling_moment<N> when the weight parameter is non-void
//template<int N>
//struct as_weighted_feature<tag::rolling_moment<N> >
//{
//    typedef tag::weighted_rolling_moment<N> type;
//};
//
//template<int N>
//struct feature_of<tag::weighted_rolling_moment<N> >
//  : feature_of<tag::rolling_moment<N> >
//{
//};
}} // namespace boost::accumulators

#endif

/////////////////////////////////////////////////////////////////////////////// // rolling_moment.hpp // Copyright 2005 Eric Niebler. // Copyright (C) 2014 Pieter Bastiaan Ober (Integricom). // Distributed under the Boost Software License, Version 1.0. // (See accompanying file LICENSE_1_0.txt or copy at // http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005 #define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005 #include #include #include #include #include #include #include #include #include #include #include #include namespace boost { namespace accumulators { namespace impl { /////////////////////////////////////////////////////////////////////////////// // rolling_moment_impl template struct rolling_moment_impl : accumulator_base { BOOST_MPL_ASSERT_RELATION(N::value, >, 0); // for boost::result_of typedef typename numeric::functional::fdiv::result_type result_type; template rolling_moment_impl(Args const &args) : sum_(args[sample | Sample()]) { } template void operator ()(Args const &args) { if(is_rolling_window_plus1_full(args)) { this->sum_ -= numeric::pow(rolling_window_plus1(args).front(), N()); } this->sum_ += numeric::pow(args[sample], N()); } template result_type result(Args const &args) const { return numeric::fdiv(this->sum_, rolling_count(args)); } // make this accumulator serializeable template void serialize(Archive & ar, const unsigned int file_version) { ar & sum_; } private: result_type sum_; }; } // namespace impl /////////////////////////////////////////////////////////////////////////////// // tag::rolling_moment // namespace tag { template struct rolling_moment : depends_on< rolling_window_plus1, rolling_count> { /// INTERNAL ONLY /// typedef accumulators::impl::rolling_moment_impl, mpl::_1> impl; #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED /// tag::rolling_window::window_size named parameter static boost::parameter::keyword const window_size; #endif }; } /////////////////////////////////////////////////////////////////////////////// // extract::rolling_moment // namespace extract { BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, rolling_moment, (int)) } using extract::rolling_moment; // There is no weighted_rolling_moment (yet)... // //// So that rolling_moment can be automatically substituted with //// weighted_rolling_moment when the weight parameter is non-void //template //struct as_weighted_feature > //{ // typedef tag::weighted_rolling_moment type; //}; // //template //struct feature_of > // : feature_of > //{ //}; }} // namespace boost::accumulators #endif