Re: [boost] Review of the Accumulators Library

From: Eric Niebler (eric_at_[hidden])
Date: 2007-02-07 14:34:06

Tom Brinkman wrote:
>>> The design is complex, but not needlessly so. Take the "pass an array to
>>> a function" design, and think about how you might answer the following
>>> questions:
> 
>>> - What if you wanted the function to calculate 5 different statistics,
>>> specified by you, and you want to call the function once, not 5 times.
> 
>>> - What if some of those statistics shared some intermediate partial
>>> results? You would want the function to only calculate them once, right?
> 
> Yes, I see your point.  Maybe you could show and compare the two styles
> and where each is appropriate in the "getting started" portion
> of the documentation.

Yes, I think a discussion along these lines would be a good addition to 
the documentation.

> John Maddock's statistic's library, which is also
> in the "review queue" presumably will have some overlap with the
> "accumulators"
> statistics library.  Do you see this as an issue that would need to be
> addressed.
> How familiar are you with John's library?   I wonder what the result would
> be if
> two of boost's best statisticians/mathmaticians got
> together on a design (one can only dream).

As John already mentioned, the potential for synergy between our 
libraries is big. Stay tuned.

> I'm also interested your "data-series" library.  I download it a few weeks
> ago,
> but it had some dependencies on libraries not currently in the boost
> distribution and
> I was unable to compile it.  I did quickly read the documentation however
> and it
> looks to be built upon some of the same concepts of "accumulators" library.

Strange, I thought I got Time_series to compile with Boost 1.33.1. I'll 
look into that. You're right, the two libraries share design elements. 
They even share some code.

> I suspect that the idea behind the two libraries (accumulators and
> data-series)
> evolved together, given their similar characteristics of how they
> handle intermediate values. (5 day-moving average of a 10-day moving
> average kind-of stuff).  I have a background in data-series analysis
> and I'll make an effort to contribute in a more meaningful way when
> that one comes up for review.

Both libraries were the brain-child of Daniel Egloff of ZKB, and they 
were both designed by Daniel, Dave Abrahams, Matthias Troyer and myself. 
It's no small surprise that they are similar. There was good feedback 
about Time_series here -- looks like I should get it in the review queue 
before the queue gets any longer.

-- 
Eric Niebler
Boost Consulting
www.boost-consulting.com