[Boost-bugs] [Boost C++ Libraries] #6128: rolling_variance addition

Subject: [Boost-bugs] [Boost C++ Libraries] #6128: rolling_variance addition
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2011-11-16 16:50:53

#6128: rolling_variance addition
 Reporter: Pieter Ober <jaapaap@…> | Owner: eric_niebler
     Type: Bugs | Status: new
Milestone: To Be Determined | Component: accumulator
  Version: Boost 1.47.0 | Severity: Not Applicable
 Keywords: |

 I have just finished writing an implementation and test of a
 rolling_variance which I would be happy to contribute to the framework.

 It includes a redone version of rolling_mean which avoids potential
 overflow and accuracy issues. The rolling_variance currently returns zero
 when there are less than 2 samples available.

 I'd be happy to do assist to make this fit the accumulator framework
 better and I include a first draft of the code. Nothing spectacular, but I
 have not seen the 'rolling' version being published anywhere in the exact
 form needed, making this non-trivial to implement anyway.

 - Pieter

Ticket URL: <https://svn.boost.org/trac/boost/ticket/6128>
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