/usr/include/boost/accumulators/statistics
NameSizeModeActions
parameters/-0755rm
variates/-0755rm
count.hpp20130644editdlrm
covariance.hpp71370644editdlrm
density.hpp100070644editdlrm
error_of.hpp25880644editdlrm
error_of_mean.hpp21930644editdlrm
extended_p_square.hpp116330644editdlrm
extended_p_square_quantile.hpp125220644editdlrm
kurtosis.hpp38640644editdlrm
max.hpp22940644editdlrm
mean.hpp93340644editdlrm
median.hpp102420644editdlrm
min.hpp22940644editdlrm
moment.hpp34360644editdlrm
peaks_over_threshold.hpp175250644editdlrm
pot_quantile.hpp73360644editdlrm
pot_tail_mean.hpp78020644editdlrm
p_square_cumulative_distribution.hpp9550644editdlrm
p_square_cumul_dist.hpp103650644editdlrm
p_square_quantile.hpp100860644editdlrm
rolling_count.hpp25740644editdlrm
rolling_mean.hpp67530644editdlrm
rolling_moment.hpp37410644editdlrm
rolling_sum.hpp28710644editdlrm
rolling_variance.hpp94860644editdlrm
rolling_window.hpp72540644editdlrm
skewness.hpp36910644editdlrm
stats.hpp9720644editdlrm
sum.hpp38840644editdlrm
sum_kahan.hpp51040644editdlrm
tail.hpp110120644editdlrm
tail_mean.hpp91580644editdlrm
tail_quantile.hpp55350644editdlrm
tail_variate.hpp45040644editdlrm
tail_variate_means.hpp104630644editdlrm
times2_iterator.hpp19650644editdlrm
variance.hpp75220644editdlrm
weighted_covariance.hpp52440644editdlrm
weighted_density.hpp95180644editdlrm
weighted_extended_p_square.hpp128420644editdlrm
weighted_kurtosis.hpp41470644editdlrm
weighted_mean.hpp66370644editdlrm
weighted_median.hpp86670644editdlrm
weighted_moment.hpp33840644editdlrm
weighted_peaks_over_threshold.hpp123520644editdlrm
weighted_p_square_cumulative_distribution.hpp10090644editdlrm
weighted_p_square_cumul_dist.hpp110580644editdlrm
weighted_p_square_quantile.hpp111100644editdlrm
weighted_skewness.hpp38440644editdlrm
weighted_sum.hpp36390644editdlrm
weighted_sum_kahan.hpp45590644editdlrm
weighted_tail_mean.hpp57880644editdlrm
weighted_tail_quantile.hpp51350644editdlrm
weighted_tail_variate_means.hpp100520644editdlrm
weighted_variance.hpp67740644editdlrm
with_error.hpp12770644editdlrm
Edit: /usr/include/boost/accumulators/statistics/rolling_window.hpp (7254B)
/////////////////////////////////////////////////////////////////////////////// // rolling_window.hpp // // Copyright 2008 Eric Niebler. 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_WINDOW_HPP_EAN_26_12_2008 #define BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008 #include #include #include #include #include #include #include #include #include #include #include #include #include #include namespace boost { namespace serialization { // implement serialization for boost::circular_buffer template void save(Archive& ar, const circular_buffer& b, const unsigned int /* version */) { typename circular_buffer::size_type size = b.size(); ar << b.capacity(); ar << size; const typename circular_buffer::const_array_range one = b.array_one(); const typename circular_buffer::const_array_range two = b.array_two(); ar.save_binary(one.first, one.second*sizeof(T)); ar.save_binary(two.first, two.second*sizeof(T)); } template void load(Archive& ar, circular_buffer& b, const unsigned int /* version */) { typename circular_buffer::capacity_type capacity; typename circular_buffer::size_type size; ar >> capacity; b.set_capacity(capacity); ar >> size; b.clear(); const typename circular_buffer::pointer buff = new T[size*sizeof(T)]; ar.load_binary(buff, size*sizeof(T)); b.insert(b.begin(), buff, buff+size); delete[] buff; } template inline void serialize(Archive & ar, circular_buffer& b, const unsigned int version) { split_free(ar, b, version); } } } // end namespace boost::serialization namespace boost { namespace accumulators { /////////////////////////////////////////////////////////////////////////////// // tag::rolling_window::size named parameter BOOST_PARAMETER_NESTED_KEYWORD(tag, rolling_window_size, window_size) BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window_size) namespace impl { /////////////////////////////////////////////////////////////////////////////// // rolling_window_plus1_impl // stores the latest N+1 samples, where N is specified at construction time // with the rolling_window_size named parameter template struct rolling_window_plus1_impl : accumulator_base { typedef typename circular_buffer::const_iterator const_iterator; typedef iterator_range result_type; template rolling_window_plus1_impl(Args const & args) : buffer_(args[rolling_window_size] + 1) {} #if BOOST_VERSION < 103600 // Before Boost 1.36, copying a circular buffer didn't copy // it's capacity, and we need that behavior. rolling_window_plus1_impl(rolling_window_plus1_impl const &that) : buffer_(that.buffer_) { this->buffer_.set_capacity(that.buffer_.capacity()); } rolling_window_plus1_impl &operator =(rolling_window_plus1_impl const &that) { this->buffer_ = that.buffer_; this->buffer_.set_capacity(that.buffer_.capacity()); } #endif template void operator ()(Args const &args) { this->buffer_.push_back(args[sample]); } bool full() const { return this->buffer_.full(); } // The result of a shifted rolling window is the range including // everything except the most recently added element. result_type result(dont_care) const { return result_type(this->buffer_.begin(), this->buffer_.end()); } template void serialize(Archive & ar, const unsigned int version) { ar & buffer_; } private: circular_buffer buffer_; }; template bool is_rolling_window_plus1_full(Args const &args) { return find_accumulator(args[accumulator]).full(); } /////////////////////////////////////////////////////////////////////////////// // rolling_window_impl // stores the latest N samples, where N is specified at construction type // with the rolling_window_size named parameter template struct rolling_window_impl : accumulator_base { typedef typename circular_buffer::const_iterator const_iterator; typedef iterator_range result_type; rolling_window_impl(dont_care) {} template result_type result(Args const &args) const { return rolling_window_plus1(args).advance_begin(is_rolling_window_plus1_full(args)); } // serialization is done by accumulators it depends on template void serialize(Archive & ar, const unsigned int file_version) {} }; } // namespace impl /////////////////////////////////////////////////////////////////////////////// // tag::rolling_window_plus1 // tag::rolling_window // namespace tag { struct rolling_window_plus1 : depends_on<> , tag::rolling_window_size { /// INTERNAL ONLY /// typedef accumulators::impl::rolling_window_plus1_impl< mpl::_1 > impl; #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED /// tag::rolling_window::size named parameter static boost::parameter::keyword const window_size; #endif }; struct rolling_window : depends_on< rolling_window_plus1 > { /// INTERNAL ONLY /// typedef accumulators::impl::rolling_window_impl< mpl::_1 > impl; #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED /// tag::rolling_window::size named parameter static boost::parameter::keyword const window_size; #endif }; } // namespace tag /////////////////////////////////////////////////////////////////////////////// // extract::rolling_window_plus1 // extract::rolling_window // namespace extract { extractor const rolling_window_plus1 = {}; extractor const rolling_window = {}; BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window_plus1) BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window) } using extract::rolling_window_plus1; using extract::rolling_window; }} // namespace boost::accumulators #endif