Re: [Boost-users] Can Accumulators Framework be used in 'Windowed' Mode

From: Eric Niebler (eric_at_[hidden])
Date: 2008-05-19 19:42:52

Ray Burkholder wrote:
>  
> A general question about its capabilities.  The library is excellent for
> getting updated statistics as one adds values to an accumulator.
> 
> I have one wrinkle.  I have long running time series, and wish to evaluate
> statistics on a window of the data, say the last 100 values.  Can the
> Accumulator framework be used in a 'windowed' situation?

It can, but you would have to code up such a windowing accumulator 
yourself. The docs show how to extend the accumulators framework. An 
accumulator like a rolling average is non-trivial, though.

I once wrote a rolling average function object for use with the 
Boost.Time_series library. It uses boost::circular_buffer to store the 
last N elements. You would need to do a bit of work to adapt this for 
use with the accumulators library, but the logic is there for the 
taking. You can find it here:

http://lists.boost.org/Archives/boost/2007/07/124979.php

-- 
Eric Niebler
Boost Consulting
www.boost-consulting.com