Re: [Boost-users] [Accumulators] Retract samples

Subject: Re: [Boost-users] [Accumulators] Retract samples
From: Matthias Troyer (troyer_at_[hidden])
Date: 2011-01-01 11:20:22

On 24 Dec 2010, at 09:59, Alex Hagen-Zanker wrote:

> On 23/12/2010 15:40, Matthias Troyer wrote:
>> On Dec 23, 2010, at 1:00 PM, Alex Hagen-Zanker wrote:
>> 
>>> Dear all,
>>> 
>>> I am considering using Boost Accumulators for a moving window calculation.  When a window would step from left to right, it should add the sample on the right side of the window and retract the sample on the left side on each step.
>>> 
>>> For weighted accumulators, it might be possible to use negative weights. But, since the accumulators do not appear to be intended for this use, there may be implementation details that invalidate the use of negative weights.
>>> 
>>> Is there a recommended way to retract samples in Boost Accumulators?
>>> 
>>> Thanks, Alex
>> Hi Alex,
>> 
>> This is not the intended use of the accumulator library.
>> 
>> Matthias
>> 
> I was afraid so. It is a pity because I require so much of the functionality that is already in Boost Accumulators.
> Thanks, Alex

Maybe you can reuse the framework and the accumulators, and derive new stats classes and a framework that has a retract feature as well? Or you could look at the time series library.

Matthias