- Boost - lists.boost.org

Trac SPAM.
by Rene Rivera 26 Jul '07

26 Jul '07

Recently we've had SPAM posted to the Boost trac, which I deleted almost immediately. I suspect that the SPAM will increase as the Boost Trac becomes "known" to the spammers. Hence it would be nice to cut off as much of the SPAM as possible now. So I'm requesting that we put in some SPAM filtering into Trac. Specifically there's a plugin from Edgewall that offers a variety of filtering methods <http://trac.edgewall.org/wiki/SpamFilter>. -- -- Grafik - Don't Assume Anything -- Redshift Software, Inc. - http://redshift-software.com -- rrivera/acm.org - grafik/redshift-software.com -- 102708583/icq - grafikrobot/aim - grafikrobot/yahoo

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Re: [boost] Queries to determine interest in a possible library submission
by Sergey Razin 26 Jul '07

26 Jul '07

Hello! My name is Sergey Razin. I've been using boost for a long time and as I have more time available I've decided to post the inquiry to determine if any of the boost projects (libraries) for C++ require help. Please let me know if anybody need help and I will be glad to join in. Thank you! Sergey A. Razin Software Engineer _________________________________________________________________ See what you’re getting into…before you go there. http://newlivehotmail.com

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Trac bugs - by assignee
by Marshall Clow 26 Jul '07

26 Jul '07

[ 321 open tickets today, 321 yesterday ] If you are maintaining a library, and have not logged into the trac system at <http://svn.boost.org/trac/boost/>, please do so ASAP. Until you do that, no tickets can be assigned to you, and will remain under "None". Instructions on working with tickets can be found at: <http://svn.boost.org/trac/boost/wiki/TicketWorkflow> 25 doug_gregor 22 johnmaddock 22 grafik 21 bemandawes 20 None 17 az_sw_dude 15 jsiek 14 pdimov 13 rogeeff 13 dave 12 vladimir_prus 11 turkanis 9 ramey 9 agurtovoy 7 speedsnail 7 samuel_k 6 shammah 6 nesotto 6 jbandela 6 anthonyw 5 witt 5 <Blank> 4 urzuga 4 nobody 4 mark_rodgers 4 fcacciola 4 djowel 4 danielw 3 jmaurer 3 ebf 3 dlwalker 2 hubert_holin 2 dgregor 2 danieljames 2 alnsn 1 nmusatti 1 mistevens 1 kevlin 1 hkaiser 1 garcia 1 eric_niebler 1 asutton 1 aaron_windsor None 1116 disable some warnings in msvc build None 1101 [MPI] Const-incorrectness in boost::mpi::status None 1100 Building boost.function_types fails cvs rev-1.1_ no chdir command in bash None 1099 unable to iterate through a "non-explicitly-declared" mpl::set None 1094 Finding the correct library to link (feature request for pkg-config support)h None 1090 scoped_file class that deletes file at end of scope None 1089 missing boost::serialization::make_nvp in pointer container library None 1080 boost::interprocess win32 global file mapping issue None 1079 boost-1.34.0 fails to compile. concept checks not satisfied. None 1074 FreeBSD specific patches to boost 1.34.0 None 1068 Mersenne twister disables streaming for Visual C++ None 1059 random_on_sphere can be made 10 times faster! None 1033 iostreams::restrict doesn't work on an iostreams::file_source None 1006 No mingw.jam None 1003 [iostreams] copy-paste error in typedefs for wchar multichar_filters None 1002 [iostreams] close_impl<closable_tag> does not comply with spec None 991 [pool] None 982 x64 documentation for windows None 980 boost.format vc8/win32 compilation warning None 960 [random] lognormal_distribution problem <Blank> 1112 reference_wrapper<T> should convert to reference_wrapper<U> when T& is convertible to U& <Blank> 1093 Mandatory source files shouldn't require_ or give the impression to require_ the Boost Build system <Blank> 1070 [iostreams]boost\iostreams\copy.hpp line80 copy_impl <Blank> 1027 [ptr_container] optional serialization support <Blank> 1011 amd64: #error Boost.Numeric.Interval: Please specify rounding control mechanism. aaron_windsor 778 top-level configure is broken agurtovoy 1051 MPL header ordering triggers bug agurtovoy 1049 Getting mpl/has_xxx.hpp to compile on AIX agurtovoy 1001 gcc 4.1.2 segfaults on mpl/test/apply.cpp agurtovoy 861 [mpl] Detect nested template members with has_template_xxx agurtovoy 816 duplicat initial members -> erase_key postcond. fail agurtovoy 761 [mpl] evc4 port agurtovoy 640 documentation mistake agurtovoy 637 Adjusts mpl::pair concept to be compatible with STL pairs agurtovoy 588 mpl::remove compile error with gcc 4.1.0 alnsn 839 lexical_cast - local variable shadow patch alnsn 754 boost::any - typeid comparison across shared boundaries anthonyw 1053 Error using boost::mutex and C++/CLI anthonyw 659 provide an abstract "Task" type based on Boost.Threads anthonyw 881 errors when build with Apache stdcxx anthonyw 876 xtime documentation incomplete anthonyw 868 [thread] thread_specific_ptr::element_type ? anthonyw 802 [thread] MSVS: Allow use of thread headers with /Za asutton 693 Add clique detection algorithms DFMax_ Bron-Kerbosch az_sw_dude 1117 [asio][0.3.8 rc3]check BOOST_ASIO_HAS_IOCP before assumed _WIN32_WINNT was defined az_sw_dude 1098 Urgent libboost-date-time1.33.1 : bugs on ia64 ? az_sw_dude 1078 from_iso_string cannot read the output from to_iso_string az_sw_dude 1028 typo in boost header: date_time/time_defs.hpp az_sw_dude 224 Extensions to std::string: compareIgnoreCase()_ trim()_ ... az_sw_dude 187 locale az_sw_dude 17 Socket wrapper class az_sw_dude 890 date_time library supports only the current dst rule az_sw_dude 889 Insane Dependencies az_sw_dude 827 Unused variable in format date parser az_sw_dude 642 operator<< for gregorian::date_duration not found az_sw_dude 614 new timezone db file for #1471723 - 2007 DST support az_sw_dude 605 support new 2007 DST rules for timezone db az_sw_dude 604 from_ftime incorrectly processes FILETIME filled with zeros az_sw_dude 596 make timezone csv file C/C++ compatible az_sw_dude 316 date_time type conversion warning az_sw_dude 287 wrong usage of ios_base::narrow bemandawes 1092 [Boost.Filesystem] Program can't run under Win 98 bemandawes 1073 operations.cpp_ dummy_first_name lifetime bemandawes 1061 boost::filesystem::basic_recursive_directory_iterator fails on empty directories. bemandawes 1014 rename throws an exception that is not documented bemandawes 995 'multiply defined symbols' when including <boost/filesystem.hpp> in different source files bemandawes 897 exists() throws exeption on existing but locked file on wind bemandawes 842 typo in auto_unit_test.hpp Revision 1.17 bemandawes 824 BOOST_IOSTREAMS_HAS_LSEEK64 on Mac OS X bemandawes 823 Seekable file_descriptor_source /sink? bemandawes 800 [filesystem] chdir() bemandawes 752 directory_iterator doesn't work with catch bemandawes 680 significantly different timer class behaviour on Win and Lin bemandawes 662 [filesystem] portable_posix_name() may fail on premain call bemandawes 621 filesystem::path as a template bemandawes 607 Log level names wrong in documentation bemandawes 600 VC8 can't find windows.h even though environment is correct! bemandawes 590 mkstemp bemandawes 559 linker error mingw 3.4.5 bemandawes 366 handle double '/' in the boost::filesystem bemandawes 294 unicode support in boost::filesystem bemandawes 222 Code analysis_ flaw detection_ debugging danieljames 1095 GCC warnings with -Wsign-promo danieljames 1064 problem on platforms with no errno.h header file danielw 1097 keyword.hpp generates many warnings C4180: qualifier applied to function type has no meaning; ignored danielw 1054 Parameter takes an "infinite" amount of time to compile with the Intel compiler. danielw 1044 Argument pack inaccessable in a functions return type danielw 863 [parameter] fix operator|| for lazy binding dave 1115 Broken exec example in BPL docs dave 1096 Tutorial needs updating for BBv2 dave 1085 Python rules for compiling in Mac OS X dave 1066 Patch to make Boost.Python compile on SunCC dave 1020 Boost.Iterator proposal to add is_constant_iterator dave 1019 iterator_facade::pointer should be the return type of operator-> (DR 445) dave 1010 linking boost.python on freebsd dave 918 __doc__ strings dave 916 BPL Support for Python Callable Objects dave 910 gcc strict-aliasing problems with python dave 903 inconsistent usage of function pointer typedefs dave 865 Use of C++0x keyword as identifier dave 857 add shared_ptr< const T> support dgregor 987 configure passes wrong toolset to bjam dgregor 556 Bundled graph properties djowel 664 crash in boost::spirit::parse djowel 543 Embedded python won't compile djowel 314 spirit insert_key_actor.hpp djowel 241 Miss " = ParserT()" dlwalker 766 "Bug" in comment (x2) dlwalker 653 [integer] add support for integers longer than long dlwalker 613 boost/crc.hpp uses non-standard conforming syntax doug_gregor 1087 Mismatch between BBv2 and bjam toolsets in configure script. doug_gregor 1076 compile error: disconnecting struct with operator()() doesn't work in VS2005 SP1 doug_gregor 1072 assertion failed in dijkstra algorithm doug_gregor 1067 Function needs to use pass-by-reference internally doug_gregor 1021 [Graph][reverse_graph] Problem using reverse_graph adapter with an adapted user defined graph doug_gregor 954 boost::dynamic_properties has no copy-constructor doug_gregor 891 Bunch of compilation error reported while using function.hpp doug_gregor 870 boost::graph::graph_utility.hpp is_connected() bad call doug_gregor 862 [utility] Make result_of handle lambda expressions doug_gregor 852 Problem with Boost and GCC 4.1 doug_gregor 829 Implicit graph not implement doug_gregor 746 max flow with lower bounds (capacities) doug_gregor 738 Memory leaks with signal::connect? doug_gregor 736 Const correctness violation doug_gregor 735 Fruchterman-Reingold grid performance can be improved doug_gregor 733 Numbered headers don't work with "preferred" syntax doug_gregor 732 Johnson All-Pairs needs better "no path" information doug_gregor 708 Dijkstra no_init version should not require VertexListGraph doug_gregor 447 reverse_graph and constness of property maps doug_gregor 403 Document copy_component doug_gregor 402 random_vertex/random_edge are unnecessarily inefficient doug_gregor 395 BGL graph types do not support allocators doug_gregor 375 LEDA graph adaptors do not handle hidden nodes properly doug_gregor 373 LEDA graph adaptors for undirected graphs doug_gregor 372 adjacency_matrix should model BidirectionalGraph ebf 993 Variant should use least common multiple of alignments_ rather than maximum ebf 965 [doc] boost::variant tutorial - final example uses v1_v2 should be seq1_seq2 ebf 547 [variant] Compile time checked getter eric_niebler 1071 Request for BOOST_REVERSE_FOREACH and rationale fcacciola 818 No zero-argument in_place() fcacciola 765 optional documentation fcacciola 617 Numeric Conversion Documentation minor bug fcacciola 282 boost::optional<enum> fails with /CLR garcia 1045 [multi_array] Need a proper swap operation grafik 1088 Docs for template escape feature. grafik 1041 Cygwin requires PATH setting. grafik 1040 boost.devel archive at ActiveState disconnected grafik 1031 AmigaOS fixes for bjam grafik 1023 inspect grafik 989 Boost build does not support building universal binaries on macintosh grafik 714 [jam] HardLink rule on NT platform grafik 94 Better reporting of failed expectation. grafik 93 Testing problems on AIX and OSF grafik 1062 Cygwin install stage fails with combination of patches grafik 977 bjam crashes when compiled with gcc 4.2 grafik 959 linking fails when Boost is compiled with STLport 5.1.* on Linux (names mismatch) grafik 896 <native-wchar_t>off does not work when build with vc-8.0 grafik 798 bjam: always define OSPLAT grafik 721 Generated files "@()" don't work in regular expressions. grafik 683 libraries won't build grafik 616 Boost Jam_ and non english directorys grafik 552 Building universal binary on MacOSX grafik 546 boost.build needs fixes for HP/UX grafik 497 Unable to build boost with Dinkumware STL version 4.02 grafik 481 Linker Problems with VC .NET 2003 / STLPort / Boost grafik 431 boost jam problem with parallel builds hkaiser 1077 Spirit integer parser does not always detect integer overflow hubert_holin 647 octonion documentation bug hubert_holin 162 Cannot compile octonion_test.cpp because of bug in sinc.hpp jbandela 665 bug in char_separator jbandela 501 token_iterator::at_end() result is inversed jbandela 306 Visual C++ "Language Extensions" support jbandela 283 Compiler error for tokenizer on Solaris jbandela 279 SLOOOWW tokenizer compilation on VC++6.0 jbandela 259 Problem compiling :/ jmaurer 920 Proposed extension to random library jmaurer 819 uniform_int<> with type's maximum availaible range error jmaurer 351 Diff in state of mersenne_twister gen between GCC3.41 & CW9 johnmaddock 1105 Add BOOST_NO_STD_TYPEINFO or inject ::type_info into std johnmaddock 1104 Add BOOST_NO_TYPEID johnmaddock 1103 Add BOOST_NO_IOSFWD johnmaddock 1102 Add BOOST_NO_IOSTREAM johnmaddock 1083 boost_regex 1.34.0 uses ICU library without linking to it johnmaddock 1081 Empty string rejected as perl-style regex johnmaddock 1075 [doc] incorrect comment johnmaddock 1008 Undocumented type traits. johnmaddock 905 Assertion failed in token_iterator.hpp johnmaddock 871 Problem build boost 1.33.1 on Aix 4.3.3 johnmaddock 883 errors when build with Apache stdcxx johnmaddock 812 Crash on RH machine with gcc < 3.4 johnmaddock 775 Warnings on MSVC 2005 johnmaddock 764 [regex] add support for a BOOST_NO_CREGEX mode johnmaddock 679 regex - perl syntax affects what gets matched johnmaddock 633 [config] evc4 port johnmaddock 591 make portable stdint.h from boost code johnmaddock 540 Please add support for Borland C++ Builder 2006 johnmaddock 502 Problem running configure for unsupported platform johnmaddock 492 Adding boost::is_complex to type_traits.hpp johnmaddock 360 Regex johnmaddock 315 Implement operator[] for Tokenizer jsiek 900 graphml reader namespace handling is broken jsiek 875 No iterator based constructor for adjacency_matrix jsiek 815 remove_edge core dumps on self-circle jsiek 813 concept_check.hpp unused variable warning jsiek 694 Add Maximum Common Subgraph (MCS) algorithm jsiek 636 strange compiling problem for transitive_closure jsiek 580 Max Flow Algorithm jsiek 575 Calling subgraph::global_to_local on a root graph jsiek 541 [concept_check.hpp] remove unused variable warning in msvc jsiek 416 Spelling of Edmonds-Karp-Algorithm jsiek 193 Check ordering for mutexes jsiek 182 Support aspect-orientation jsiek 116 creating my own properties jsiek 100 more use of the concept "allocator" jsiek 69 Boost with Dinkumware C++ Library !? kevlin 913 Specialization of lexical_cast mark_rodgers 821 allow_unregistered improvement mark_rodgers 558 add database library? mark_rodgers 87 function to get the size of a array mark_rodgers 30 parser mistevens 688 ublas: bug in mapped_vector_of_mapped_vector nesotto 807 boost::assignment documentation: mathematical "typo" nesotto 730 The ptr_map iterator cannot be dereference to value type nesotto 723 local_time_facet error in VS2005 Win2003 nesotto 624 bug in boost::range_detail nesotto 518 [Boost.Range]boost::const_begin calls non-qualified 'begin' nesotto 471 boost.range and "const char[]". nmusatti 285 Borland compiler error with Pool_ boost::pool_allocator nobody 930 iostream and zlib nobody 922 Lexical cast and wide characters nobody 884 [iostreams] workaround for the boost + stdcxx on MSVC 7.1 nobody 795 [ublas] vector::back() pdimov 1114 Request for shared_ptr::type and shared_ptr::pointer pdimov 1113 shared_array<T> should convert to shared_array<T const> pdimov 1111 boost::bind objects should expose function_type and list_type pdimov 1110 Add a release method to scoped_array pdimov 1109 intrusive_ptr needs a helper base class pdimov 1108 shared_ptr does not compile under g++ with -fno-rtti pdimov 1107 Add weak_use_count to weak_ptr as a debugging aid pdimov 1106 shared_ptr<T> should not convert to shared_ptr<U> when T* doesn't convert to U* pdimov 1084 atomic_count_gcc.hpp tries to #include nonexistant header pdimov 997 error in boost::bind doc pdimov 911 [bind] inline placeholder macro pdimov 810 support for weak_ptr binding pdimov 445 Can't delete automatically in circularly included object. pdimov 398 Support for embedded VC++ 4.0 ramey 1086 Serialization of weak_ptr produces invalid XML ramey 1038 "<" and ">" should be excaped in xml_oarchive ramey 1036 assert failure in oserializer.hpp:418 ramey 969 basic_binary_iprimitive::load_binary bug ramey 968 xml_grammar - incorrect define char ramey 961 boost::basic_binary_oprimitive not instantiated correctly ramey 874 Ability to partially specialize implementation_level ramey 757 xml serialization fails when using namespace ramey 878 error C2039: 'mbstate_t' : is not a member of 'std' rogeeff 1060 no example sources in online docs for Boost::Test rogeeff 1050 BOOST_CHECK_CLOSE_FRACTION documentation missing rogeeff 1032 typo in Boost.Test documentation rogeeff 1030 execution_monitor.ipp #warning directive breaks compilation on MSVC 8.0 rogeeff 999 prg_exec_fail3 fails on release variant rogeeff 998 prg_exec_fail2 fail on ppc rogeeff 962 Missing links in Test library documentation rogeeff 956 Doc error in test examples. rogeeff 893 grammatical error in error message rogeeff 847 [Test Library] How to init/free a singleton rogeeff 762 [test] evc4 issue with SEH support rogeeff 747 failing on 6 targets in MacOS X rogeeff 645 [test] no eh exception handling functions on evc4 samuel_k 859 boost::format ignores a user defined locale samuel_k 849 boost::format and operator priority rule samuel_k 713 Boost.Format doesn't work on MSVC with /vd2 compiler option samuel_k 704 format zero length string msvc-8 samuel_k 585 64 bit compile warning/error for boost::format samuel_k 570 boost::format parse method doesn't work samuel_k 493 format: assert when parsing invalid pattern shammah 840 pool allocator - local variable shadow patch shammah 836 warning using pool.hpp shammah 386 boost::pool_allocator breaks with vector of vectors shammah 290 perfomance: memory cleanup for pool takes too long shammah 284 pool::purge_memory() does not reset next_size shammah 88 ct_gcd_lcm.hpp compilation error speedsnail 615 thread identification and getting the id speedsnail 204 Add a monitor class speedsnail 194 Exchange results between several thread calls speedsnail 174 cooperation with ACE framework speedsnail 173 more synchronization primitives for the threads classes speedsnail 172 cooperation with ZThread package speedsnail 171 class for function calls that are not thread safe turkanis 869 [iostreams] patch for building by BBv2 turkanis 856 iostreams file_descriptor::write fails under Win32 turkanis 822 Incorrect usage of bad_write()_ bad_seek() etc. turkanis 817 Performance problem in iostreams turkanis 791 iostreams::tee_filter is for output only turkanis 786 bug in iostreams/copy.hpp line 81 turkanis 699 Changing size of memory-mapped file on Windows turkanis 586 iostreams // file_descriptor::seek BUG on files > 4 GB turkanis 579 boost.iostreams file_descriptor and sharing turkanis 525 problem with boost::iostreams when compiled with Visual C++ turkanis 484 Boost.Iostreams and newline translation urzuga 864 [lambda][utility] Make lambda support result<> urzuga 781 Lambda: (_1 + "y")(string("x")) Doesn't Compile urzuga 574 [boost::lambda] Compile error with libstdc++ debug mode urzuga 426 lambda vs pure virtual functions vladimir_prus 1058 Cygwin libraries & GNU libtool vladimir_prus 985 Free features don't work when building boost vladimir_prus 879 Building Boost with Apache C++ Standard Library (STDCXX) vladimir_prus 853 path with spaces not always handled vladimir_prus 428 Please add support for PDSK compilers for x64 and IA64 vladimir_prus 850 program_options strips off escaped quotes in some situations vladimir_prus 808 [program_options] parse_config_file documentation bug vladimir_prus 689 [program_options] Endless loop with long default arguments vladimir_prus 674 find-library for boost decorated names vladimir_prus 644 Boost.Build v2 build script help for evc4 vladimir_prus 469 multitoken broken vladimir_prus 342 program_options Can one have options with optional values? witt 1046 Boost.Python quickstart instructions mention nonexistent target witt 973 zip_iterator has value_type == reference witt 957 The "Getting Started" page does not mention the stdlib option witt 834 Homepage regression links witt 145 filter iterator adaptor should be able to be bidirectional -- -- Marshall Marshall Clow Qualcomm, Inc. <mailto:mclow@qualcomm.com> The famous British scientist, Lord Kelvin, said: "When you measure what you are speaking about and express it in numbers, you know something about it, but when you cannot (or do not) measure it, when you cannot (or do not) express it in numbers, then your knowledge is of a meagre and unsatisfactory kind."

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Boost 1.34.1 Released
by Thomas Witt 26 Jul '07

26 Jul '07

http://www.boost.org Boost 1.34.1, the latest version of peer-reviewed, portable C++ libraries, has been released. This is a bug fix release addressing many problems with the 1.34.0 release. It is a recommended upgrade for all users of Boost 1.34.0. For a complete list of fixes see the Boost Trac at: http://svn.boost.org/trac/boost/query?status=closed&milestone=Boost +1.34.1 Supported Compilers: New in this release is improved support for the IBM XL C/C++ compiler. Boost is tested on a wide range of compilers and platforms. Since Boost libraries rely on modern C++ features not available in all compilers, not all Boost libraries will work with every compiler. The following compilers and platforms have been extensively tested with Boost, although many other compilers and platforms will work as well. For more information, see the regression test results. * Apple GCC 4.0.1 on Mac OS X. * Borland C++ 5.8.2 on Windows. * GNU C++ o 3.2.x., 3.3.x, 3.4.x, 4.0.x, 4.1.x on Linux o 4.1.x on Solaris o 3.4.x on Windows * HP C++ for Tru64 UNIX 7.1. * HP aC++ A.06.14. * Intel C++ 9.1 on Windows, 9.0 on Linux. * Metrowerks CodeWarrior 9.4 on Windows. * Microsoft Visual C++ 6.0 (sp5, with and without STLport), 7.0, 7.1, 8.0. Note: Boost does not support the non-standard "Safe" C++ Library shipping with Visual C++ 8.0, which may result in many spurious warnings from Boost headers and other standards-conforming C++ code. To suppress these warnings, define the macro _SCL_SECURE_NO_DEPRECATE. * Sun Studio 11 on Solaris. Acknowledgements Thomas Witt managed this release. A great number of people contributed their time and expertise to make this release possible. Special thanks go to Kim Barrett consolidating Boost.Iostreams changes from various branches and Rene Rivera for general build and installation support. -- Thomas Witt witt(a)acm.org

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Re: [boost] Smart Enums
by Larry Evans 26 Jul '07

26 Jul '07

On 10/22/2002 07:54 AM, Peter Simons wrote: [snip] > I'm definitely open to any suggestions or ideas! You might also consider how to implement something like mpl range_c. There's an implementation in vault in range_all.zip under 'Template Metaprogramming'. Maybe the ideas in 'Smart Enums' and 'range_all' can be merged to provide advantages of both?

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[Report] 0 regressions on RC_1_34_0 (2007-07-26)
by Douglas Gregor 26 Jul '07

26 Jul '07

Boost Regression test failures Report time: 2007-07-25T15:18:50Z This report lists all regression test failures on release platforms. Detailed report: http://engineering.meta-comm.com/boost-regression/CVS-RC_1_34_0/developer/i… No failures! Yay!

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Boost-docs list has moved to lists.boost.org
by Doug Gregor 26 Jul '07

26 Jul '07

Hello all, We are closing down the boost-docs list at sourceforge.net NOW and moving the mailing list over to lists.boost.org, where the rest of the Boost mailing lists live. Anyone interested in Boost documentation issues should subscribe to the new boost-docs mailing list at: http://lists.boost.org/mailman/listinfo.cgi/boost-docs The boost-docs archives from SourceForge will be moved over to lists.boost.org very soon; we're waiting on a response to a SourceForge support request. - Doug

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Re: [boost] boost::time_series pre-review questions
by Tom Brinkman 26 Jul '07

26 Jul '07

>From "wiki": In statistics, signal processing, and econometrics, a time series is a sequence of data points, measured typically at successive times, spaced at (often uniform) time intervals. Time series analysis comprises methods that attempt to understand such time series, often either to understand the underlying theory of the data points (where did they come from? what generated them?), or to make forecasts (predictions). Time series prediction is the use of a model to predict future events based on known past events: to predict future data points before they are measured. The standard example is the opening price of a share of stock based on its past performance.

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time_series and accumulators integration
by Tom Brinkman 26 Jul '07

26 Jul '07

It struck me that the boost::circular_buffer might work great as an underlying container in the accumulators library; which then could be used as the basis for many of the smoothing functions that could be created in the time_series library, similar to the "simple_moving_average" functor that we just created. In addition, the accumulator::tag could be sent in as a template parameter to the time_series functors, eliminating the need to have a functor for each of the accumulator statistical algorithms. Example might be: template <typename Accumulator> struct generic_smoothing_functor { Accumulator accumulator; out operator()(Type in, offset start, offset end) { accumulator(in); } };

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boost::time_series pre-review questions
by Tom Brinkman 25 Jul '07

25 Jul '07

boost::time_series is available here. The review stars at the end of the month. http://boost-consulting.com/vault/index.php?directory=Math%20-%20Numerics Here are some initial questions and observations. All questions in this post are related to the simple_moving_average_functor, which I have included at the bottom of this post. I have more questions, but I thought this would be a good start. 1) A simple way to do a "simple_moving_average" is to use a std::deque, adding elements using "push_back" and removing elements using "pop_front". This technique can be used for any of the smoothing algorithms that involve a fixed number of elements. Do any of the boost::time_series containers mimic the "deque" capability to add and remove elements at both ends of the array? I used a "deque" in the sample "functor" at bottom of this post. 2) The "simple_moving_average_functor" has two functions, "finalize()" and "operator()". (see below) The second function passes in the offsets, for "start" and "stop". However, the "finalize" function does not pass any offsets. Im not shur how to integrate these "offsets" into the calculating the "moving average". The functor that I created below just ignores them. Any suggestions? 3) After calling commit(), am I not able to add any more elements to a "time_series" container. In other words, do I have to re-create the "time_series" container each time. Take for example, the case when Im calculating the "simple_moving_average" over a period of 10 days. As I move through the data set, all that I need to do is add another datat-point, and then remove the last data point. To re-populate the "time_series" container each time would be non-optimal. I wonder if "time_series" container could release that data, and let me start adding/removing elements to it again? 4) Do "range_run_storage::transform" and "range_run_storage::for_each" support lambdas? The example using "range_run_storage::transform" might look like this: boost::range_run_storage::transform(series1, series2, boost::lambda::_1 + boost::lambda::_2, inserter); Example using "std::transform" std::transform(series1.begin(),series1.end(),series2.begin(), boost::lambda::_1 + boost::lambda::_2, std::back_inserter(series3)); 5) What is the prefered method to do simple math against the elements in a "time_series" container. Say for example I wanted to multiply the number 1.10 against each element. How would I do this using boost::range_run_storage::for_each(). The example might look like this: boost::range_run_storage::for_each(series1, boost::lambda::_1 * boost::lambda::constant(1.10)); Example using "std::for_each" std::for_each(series1.begin(),series1.end(), boost::lambda::_1 * boost::lambda::constant(1.10)); template<typename out_t, typename series_t> struct simple_moving_average_functor { std::size_t periods; std::deque<double> data; out_t out; simple_moving_average_functor(const out_t& out, std::size_t periods, const series_t& series) : out(out), periods(periods){} template <typename value_t, typename offset_t> void operator ()(const value_t& value, offset_t start, offset_t stop) { if (data.size() < periods) { data.push_back(value); return; } double sum = 0; std::for_each(data.begin(),data.end(), boost::lambda::var(sum) += boost::lambda::_1); out(sum/periods, start,stop); data.pop_front(); data.push_back(value); } out_t const &finalize() { double sum = 0; std::for_each(data.begin(),data.end(), boost::lambda::var(sum) += boost::lambda::_1); return out(sum/periods); } };

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