[Boost-commit] svn:boost r83305 - in trunk: boost/accumulators/framework/accumulators boost/accumulators/statistics libs/accumulators/example libs/accumulators/test

Subject: [Boost-commit] svn:boost r83305 - in trunk: boost/accumulators/framework/accumulators boost/accumulators/statistics libs/accumulators/example libs/accumulators/test
From: eric_at_[hidden]
Date: 2013-03-05 01:22:19

Author: eric_niebler
Date: 2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
New Revision: 83305
URL: http://svn.boost.org/trac/boost/changeset/83305

Log:
fix comment typos, refs #7917
Text files modified: 
   trunk/boost/accumulators/framework/accumulators/droppable_accumulator.hpp |     2 +-                                      
   trunk/boost/accumulators/statistics/extended_p_square.hpp                 |     6 +++---                                  
   trunk/boost/accumulators/statistics/p_square_cumul_dist.hpp               |     2 +-                                      
   trunk/boost/accumulators/statistics/p_square_quantile.hpp                 |     4 ++--                                    
   trunk/boost/accumulators/statistics/skewness.hpp                          |     2 +-                                      
   trunk/boost/accumulators/statistics/tail_quantile.hpp                     |     2 +-                                      
   trunk/boost/accumulators/statistics/weighted_extended_p_square.hpp        |     4 ++--                                    
   trunk/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp      |     2 +-                                      
   trunk/boost/accumulators/statistics/weighted_p_square_quantile.hpp        |     4 ++--                                    
   trunk/boost/accumulators/statistics/weighted_tail_variate_means.hpp       |     2 +-                                      
   trunk/boost/accumulators/statistics/weighted_variance.hpp                 |     2 +-                                      
   trunk/libs/accumulators/example/main.cpp                                  |     2 +-                                      
   trunk/libs/accumulators/test/weighted_p_square_cumul_dist.cpp             |     2 +-                                      
   13 files changed, 18 insertions(+), 18 deletions(-)

Modified: trunk/boost/accumulators/framework/accumulators/droppable_accumulator.hpp
==============================================================================
--- trunk/boost/accumulators/framework/accumulators/droppable_accumulator.hpp	(original)
+++ trunk/boost/accumulators/framework/accumulators/droppable_accumulator.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -215,7 +215,7 @@
         template<typename Args>
         void on_drop(Args const &args)
         {
-            // cache the result at the point this calcuation was dropped
+            // cache the result at the point this calculation was dropped
             BOOST_ASSERT(!this->has_result());
             this->set(this->Accumulator::result(args));
         }

Modified: trunk/boost/accumulators/statistics/extended_p_square.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/extended_p_square.hpp	(original)
+++ trunk/boost/accumulators/statistics/extended_p_square.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -55,9 +55,9 @@
         K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49,
         Number 4 (October), 1986, p. 159-164.
 
-        The extended \f$ P^2 \f$ algorithm generalizess the \f$ P^2 \f$ algorithm of
+        The extended \f$ P^2 \f$ algorithm generalizes the \f$ P^2 \f$ algorithm of
 
-        R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
+        R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and
         histograms without storing observations, Communications of the ACM,
         Volume 28 (October), Number 10, 1985, p. 1076-1085.
 
@@ -256,7 +256,7 @@
         typedef accumulators::impl::extended_p_square_impl<mpl::_1> impl;
 
         #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
-        /// tag::extended_p_square::probabilities named paramter
+        /// tag::extended_p_square::probabilities named parameter
         static boost::parameter::keyword<tag::probabilities> const probabilities;
         #endif
     };

Modified: trunk/boost/accumulators/statistics/p_square_cumul_dist.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/p_square_cumul_dist.hpp	(original)
+++ trunk/boost/accumulators/statistics/p_square_cumul_dist.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -41,7 +41,7 @@
 
         For further details, see
 
-        R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
+        R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and
         histograms without storing observations, Communications of the ACM,
         Volume 28 (October), Number 10, 1985, p. 1076-1085.
 

Modified: trunk/boost/accumulators/statistics/p_square_quantile.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/p_square_quantile.hpp	(original)
+++ trunk/boost/accumulators/statistics/p_square_quantile.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -44,7 +44,7 @@
 
         For further details, see
 
-        R. Jain and I. Chlamtac, The P^2 algorithmus fordynamic calculation of quantiles and
+        R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and
         histograms without storing observations, Communications of the ACM,
         Volume 28 (October), Number 10, 1985, p. 1076-1085.
 
@@ -105,7 +105,7 @@
             {
                 std::size_t sample_cell = 1; // k
 
-                // find cell k such that heights[k-1] <= args[sample] < heights[k] and ajust extreme values
+                // find cell k such that heights[k-1] <= args[sample] < heights[k] and adjust extreme values
                 if (args[sample] < this->heights[0])
                 {
                     this->heights[0] = args[sample];

Modified: trunk/boost/accumulators/statistics/skewness.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/skewness.hpp	(original)
+++ trunk/boost/accumulators/statistics/skewness.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -31,7 +31,7 @@
         @brief Skewness estimation
 
         The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the \f$ 3/2 \f$-th power
-        of the 2nd central moment (the variance) of the sampless 3. The skewness can also be expressed by the simple moments:
+        of the 2nd central moment (the variance) of the samples 3. The skewness can also be expressed by the simple moments:
 
         \f[
             \hat{g}_1 =

Modified: trunk/boost/accumulators/statistics/tail_quantile.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/tail_quantile.hpp	(original)
+++ trunk/boost/accumulators/statistics/tail_quantile.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -46,7 +46,7 @@
         @brief Tail quantile estimation based on order statistics (for both left and right tails)
 
         The estimation of a tail quantile \f$\hat{q}\f$ with level \f$\alpha\f$ based on order statistics requires the
-        chaching of at least the \f$\lceil n\alpha\rceil\f$ smallest or the \f$\lceil n(1-\alpha)\rceil\f$ largest samples,
+        caching of at least the \f$\lceil n\alpha\rceil\f$ smallest or the \f$\lceil n(1-\alpha)\rceil\f$ largest samples,
         \f$n\f$ being the total number of samples. The largest of the \f$\lceil n\alpha\rceil\f$ smallest samples or the
         smallest of the \f$\lceil n(1-\alpha)\rceil\f$ largest samples provides an estimate for the quantile:
 

Modified: trunk/boost/accumulators/statistics/weighted_extended_p_square.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/weighted_extended_p_square.hpp	(original)
+++ trunk/boost/accumulators/statistics/weighted_extended_p_square.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -54,9 +54,9 @@
         K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49,
         Number 4 (October), 1986, p. 159-164.
 
-        The extended \f$ P^2 \f$ algorithm generalizess the \f$ P^2 \f$ algorithm of
+        The extended \f$ P^2 \f$ algorithm generalizes the \f$ P^2 \f$ algorithm of
 
-        R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
+        R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and
         histograms without storing observations, Communications of the ACM,
         Volume 28 (October), Number 10, 1985, p. 1076-1085.
 

Modified: trunk/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp	(original)
+++ trunk/boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -42,7 +42,7 @@
 
         For further details, see
 
-        R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
+        R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and
         histograms without storing observations, Communications of the ACM,
         Volume 28 (October), Number 10, 1985, p. 1076-1085.
 

Modified: trunk/boost/accumulators/statistics/weighted_p_square_quantile.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/weighted_p_square_quantile.hpp	(original)
+++ trunk/boost/accumulators/statistics/weighted_p_square_quantile.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -44,7 +44,7 @@
 
         For further details, see
 
-        R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and
+        R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and
         histograms without storing observations, Communications of the ACM,
         Volume 28 (October), Number 10, 1985, p. 1076-1085.
 
@@ -80,7 +80,7 @@
                 this->heights[cnt - 1] = args[sample];
 
                 // In this initialization phase, actual_positions stores the weights of the
-                // inital samples that are needed at the end of the initialization phase to
+                // initial samples that are needed at the end of the initialization phase to
                 // compute the correct initial positions of the markers.
                 this->actual_positions[cnt - 1] = args[weight];
 

Modified: trunk/boost/accumulators/statistics/weighted_tail_variate_means.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/weighted_tail_variate_means.hpp	(original)
+++ trunk/boost/accumulators/statistics/weighted_tail_variate_means.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -37,7 +37,7 @@
 namespace boost
 {
     // for _BinaryOperatrion2 in std::inner_product below
-    // mutliplies two values and promotes the result to double
+    // multiplies two values and promotes the result to double
     namespace numeric { namespace functional
     {
         ///////////////////////////////////////////////////////////////////////////////

Modified: trunk/boost/accumulators/statistics/weighted_variance.hpp
==============================================================================
--- trunk/boost/accumulators/statistics/weighted_variance.hpp	(original)
+++ trunk/boost/accumulators/statistics/weighted_variance.hpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -64,7 +64,7 @@
             ,\quad n\ge2,\quad\hat{\sigma}_0^2 = 0.
         \f]
         where \f$\bar{w}_n\f$ is the sum of the \f$n\f$ weights \f$w_i\f$ and \f$\hat{\mu}_n\f$
-        the estimate of the mean of the weighted smaples. Note that the sample variance is not defined for
+        the estimate of the mean of the weighted samples. Note that the sample variance is not defined for
         \f$n <= 1\f$.
     */
     template<typename Sample, typename Weight, typename MeanFeature, typename Tag>

Modified: trunk/libs/accumulators/example/main.cpp
==============================================================================
--- trunk/libs/accumulators/example/main.cpp	(original)
+++ trunk/libs/accumulators/example/main.cpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -123,7 +123,7 @@
 //  Demonstrate how to calculate weighted statistics. This example demonstrates
 //  both a simple weighted statistical calculation, and a more complicated
 //  calculation where the weight statistics are calculated and stored in an
-//  external weight accumulataor.
+//  external weight accumulator.
 void example3()
 {
     // weight == double

Modified: trunk/libs/accumulators/test/weighted_p_square_cumul_dist.cpp
==============================================================================
--- trunk/libs/accumulators/test/weighted_p_square_cumul_dist.cpp	(original)
+++ trunk/libs/accumulators/test/weighted_p_square_cumul_dist.cpp	2013-03-05 01:22:17 EST (Tue, 05 Mar 2013)
@@ -72,7 +72,7 @@
     histogram_type histogram_upper = weighted_p_square_cumulative_distribution(acc_upper);
     histogram_type histogram_lower = weighted_p_square_cumulative_distribution(acc_lower);
 
-    // Note that applaying importance sampling results in a region of the distribution
+    // Note that applying importance sampling results in a region of the distribution
     // to be estimated more accurately and another region to be estimated less accurately
     // than without importance sampling, i.e., with unweighted samples