[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:                                     |  
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 LS,

 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

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