[Boost-commit] svn:boost r50414 - in branches/release: . boost/accumulators boost/accumulators/statistics libs/accumulators/doc libs/accumulators/test

Subject: [Boost-commit] svn:boost r50414 - in branches/release: . boost/accumulators boost/accumulators/statistics libs/accumulators/doc libs/accumulators/test
From: eric_at_[hidden]
Date: 2008-12-30 14:30:46

Author: eric_niebler
Date: 2008-12-30 14:30:45 EST (Tue, 30 Dec 2008)
New Revision: 50414
URL: http://svn.boost.org/trac/boost/changeset/50414

Log:
Merged revisions 50392 via svnmerge from 
https://svn.boost.org/svn/boost/trunk

........
  r50392 | eric_niebler | 2008-12-27 17:44:00 -0800 (Sat, 27 Dec 2008) | 1 line
  
  add rolling_window, rolling_count, rolling_sum and rolling_mean
........

Added:
   branches/release/boost/accumulators/statistics/rolling_count.hpp
      - copied unchanged from r50392, /trunk/boost/accumulators/statistics/rolling_count.hpp
   branches/release/boost/accumulators/statistics/rolling_mean.hpp
      - copied unchanged from r50392, /trunk/boost/accumulators/statistics/rolling_mean.hpp
   branches/release/boost/accumulators/statistics/rolling_sum.hpp
      - copied unchanged from r50392, /trunk/boost/accumulators/statistics/rolling_sum.hpp
   branches/release/boost/accumulators/statistics/rolling_window.hpp
      - copied unchanged from r50392, /trunk/boost/accumulators/statistics/rolling_window.hpp
   branches/release/libs/accumulators/test/rolling_count.cpp
      - copied unchanged from r50392, /trunk/libs/accumulators/test/rolling_count.cpp
   branches/release/libs/accumulators/test/rolling_mean.cpp
      - copied, changed from r50392, /trunk/libs/accumulators/test/rolling_mean.cpp
   branches/release/libs/accumulators/test/rolling_sum.cpp
      - copied unchanged from r50392, /trunk/libs/accumulators/test/rolling_sum.cpp
Properties modified: 
   branches/release/   (props changed)
Text files modified: 
   branches/release/boost/accumulators/statistics_fwd.hpp   |    18 +++++                                   
   branches/release/libs/accumulators/doc/accumulators.qbk  |   140 ++++++++++++++++++++++++++++++++++++++++
   branches/release/libs/accumulators/test/Jamfile.v2       |     3                                         
   branches/release/libs/accumulators/test/rolling_mean.cpp |     2                                         
   4 files changed, 162 insertions(+), 1 deletions(-)

Modified: branches/release/boost/accumulators/statistics_fwd.hpp
==============================================================================
--- branches/release/boost/accumulators/statistics_fwd.hpp	(original)
+++ branches/release/boost/accumulators/statistics_fwd.hpp	2008-12-30 14:30:45 EST (Tue, 30 Dec 2008)
@@ -180,6 +180,11 @@
     struct weighted_sum;
     template<typename VariateType, typename VariateTag>
     struct weighted_sum_of_variates;
+    struct rolling_window_plus1;
+    struct rolling_window;
+    struct rolling_sum;
+    struct rolling_count;
+    struct rolling_mean;
 } // namespace tag
 
 namespace impl
@@ -344,7 +349,20 @@
     template<typename Sample, typename Weight, typename MeanFeature, typename Tag>
     struct weighted_variance_impl;
 
+    template<typename Sample>
+    struct rolling_window_plus1_impl;
+
+    template<typename Sample>
+    struct rolling_window_impl;
+
+    template<typename Sample>
+    struct rolling_sum_impl;
+
+    template<typename Sample>
+    struct rolling_count_impl;
 
+    template<typename Sample>
+    struct rolling_mean_impl;
 } // namespace impl
 
 ///////////////////////////////////////////////////////////////////////////////

Modified: branches/release/libs/accumulators/doc/accumulators.qbk
==============================================================================
--- branches/release/libs/accumulators/doc/accumulators.qbk	(original)
+++ branches/release/libs/accumulators/doc/accumulators.qbk	2008-12-30 14:30:45 EST (Tue, 30 Dec 2008)
@@ -2023,6 +2023,146 @@
 
 [endsect]
 
+[section:rolling_count rolling_count]
+
+The rolling count is the current number of elements in the rolling window. 
+
+[variablelist
+    [[Result Type] [``std::size_t``]]
+    [[Depends On] [`rolling_window_plus1`]]
+    [[Variants] [['none]]]
+    [[Initialization Parameters] [`tag::rolling_window::window_size`]]
+    [[Accumulator Parameters] [['none]]]
+    [[Extractor Parameters] [['none]]]
+    [[Accumulator Complexity] [O(1)]] 
+    [[Extractor Complexity] [O(1)]] 
+]
+
+[*Header]
+[def _ROLLING_COUNT_HPP_ [headerref boost/accumulators/statistics/rolling_count.hpp]]
+
+    #include <_ROLLING_COUNT_HPP_>
+
+[*Example]
+
+    accumulator_set<int, stats<tag::rolling_count> > acc(tag::rolling_window::window_size = 3);
+
+    BOOST_CHECK_EQUAL(0u, rolling_count(acc));
+
+    acc(1);
+    BOOST_CHECK_EQUAL(1u, rolling_count(acc));
+
+    acc(1);
+    BOOST_CHECK_EQUAL(2u, rolling_count(acc));
+
+    acc(1);
+    BOOST_CHECK_EQUAL(3u, rolling_count(acc));
+
+    acc(1);
+    BOOST_CHECK_EQUAL(3u, rolling_count(acc));
+
+    acc(1);
+    BOOST_CHECK_EQUAL(3u, rolling_count(acc));
+
+[*See also]
+
+* [classref boost::accumulators::impl::rolling_count_impl [^rolling_count_impl]]
+
+[endsect]
+
+[section:rolling_sum rolling_sum]
+
+The rolling sum is the sum of the last /N/ samples. 
+
+[variablelist
+    [[Result Type] [``_sample_type_``]]
+    [[Depends On] [`rolling_window_plus1`]]
+    [[Variants] [['none]]]
+    [[Initialization Parameters] [`tag::rolling_window::window_size`]]
+    [[Accumulator Parameters] [['none]]]
+    [[Extractor Parameters] [['none]]]
+    [[Accumulator Complexity] [O(1)]] 
+    [[Extractor Complexity] [O(1)]] 
+]
+
+[*Header]
+[def _ROLLING_SUM_HPP_ [headerref boost/accumulators/statistics/rolling_sum.hpp]]
+
+    #include <_ROLLING_SUM_HPP_>
+
+[*Example]
+
+    accumulator_set<int, stats<tag::rolling_sum> > acc(tag::rolling_window::window_size = 3);
+
+    BOOST_CHECK_EQUAL(0, rolling_sum(acc));
+
+    acc(1);
+    BOOST_CHECK_EQUAL(1, rolling_sum(acc));
+
+    acc(2);
+    BOOST_CHECK_EQUAL(3, rolling_sum(acc));
+
+    acc(3);
+    BOOST_CHECK_EQUAL(6, rolling_sum(acc));
+
+    acc(4);
+    BOOST_CHECK_EQUAL(9, rolling_sum(acc));
+
+    acc(5);
+    BOOST_CHECK_EQUAL(12, rolling_sum(acc));
+
+[*See also]
+
+* [classref boost::accumulators::impl::rolling_sum_impl [^rolling_sum_impl]]
+
+[endsect]
+
+[section:rolling_mean rolling_mean]
+
+The rolling mean is the mean over the last /N/ samples. It is computed by dividing
+the rolling sum by the rolling count.
+
+[variablelist
+    [[Result Type] [``
+                    numeric::functional::average<_sample_type_, std::size_t>::result_type
+                    ``]]
+    [[Depends On] [`rolling_sum` \n `rolling_count`]]
+    [[Variants] [['none]]]
+    [[Initialization Parameters] [`tag::rolling_window::window_size`]]
+    [[Accumulator Parameters] [['none]]]
+    [[Extractor Parameters] [['none]]]
+    [[Accumulator Complexity] [O(1)]] 
+    [[Extractor Complexity] [O(1)]] 
+]
+
+[*Header]
+[def _ROLLING_MEAN_HPP_ [headerref boost/accumulators/statistics/rolling_mean.hpp]]
+
+    #include <_ROLLING_MEAN_HPP_>
+
+[*Example]
+
+    accumulator_set<int, stats<tag::rolling_mean> > acc(tag::rolling_window::window_size = 5);
+    
+    acc(1);
+    acc(2);
+    acc(3);
+
+    BOOST_CHECK_CLOSE( rolling_mean(acc), 2.0, 1e-6 );
+
+    acc(4);
+    acc(5);
+    acc(6);
+    acc(7);
+
+    BOOST_CHECK_CLOSE( rolling_mean(acc), 5.0, 1e-6 );
+
+[*See also]
+
+* [classref boost::accumulators::impl::rolling_mean_impl [^rolling_mean_impl]]
+
+[endsect]
+
 [section:skewness skewness]
 
 The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the [^3/2]-th power 

Modified: branches/release/libs/accumulators/test/Jamfile.v2
==============================================================================
--- branches/release/libs/accumulators/test/Jamfile.v2	(original)
+++ branches/release/libs/accumulators/test/Jamfile.v2	2008-12-30 14:30:45 EST (Tue, 30 Dec 2008)
@@ -45,6 +45,9 @@
       [ run p_square_cumulative_distribution.cpp ]
       [ run p_square_quantile.cpp ]
       [ run reference.cpp ]
+      [ run rolling_count.cpp ]
+      [ run rolling_sum.cpp ]
+      [ run rolling_mean.cpp ]
       [ run skewness.cpp ]
       [ run sum.cpp ]
       [ run tail.cpp ]

Copied: branches/release/libs/accumulators/test/rolling_mean.cpp (from r50392, /trunk/libs/accumulators/test/rolling_mean.cpp)
==============================================================================
--- /trunk/libs/accumulators/test/rolling_mean.cpp	(original)
+++ branches/release/libs/accumulators/test/rolling_mean.cpp	2008-12-30 14:30:45 EST (Tue, 30 Dec 2008)
@@ -40,7 +40,7 @@
     BOOST_CHECK_CLOSE(1.5, rolling_mean(acc), 1e-5);
 
     acc(3);
-    BOOST_CHECK_CLOSE(2, rolling_mean(acc), 1e-5);
+    BOOST_CHECK_CLOSE(2., rolling_mean(acc), 1e-5);
 
     acc(4);
     BOOST_CHECK_CLOSE(2.5, rolling_mean(acc), 1e-5);