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

Subject: Re: [Boost-users] [Accumulators] Retract samples
From: Alex Hagen-Zanker (ahh34_at_[hidden])
Date: 2011-01-03 17:12:58

On Jan 1 2011, Matthias Troyer wrote:

>
>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
>
Yes, I think I'll reuse the framework, even though it is much more advanced 
than my usual standard.

Another feature I will need to add is to accumulate subtotals. Do you know 
of any issues with that? I'd like to allow the following:

acc a, b, c; // three identical accumulators
a(1); // 1
a(2); // 1 + 2

b(3); // 3
b(4); // 3 + 4

c(a); // 1 + 2
c(b); // 1 + 2 + 3 + 4 
c(5); // 1 + 2 + 3 + 4 + 5