1<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> 2<html> 3<head> 4<meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> 5<title>Struct template lazy_rolling_variance_impl</title> 6<link rel="stylesheet" href="../../../../../doc/src/boostbook.css" type="text/css"> 7<meta name="generator" content="DocBook XSL Stylesheets V1.79.1"> 8<link rel="home" href="../../../index.html" title="The Boost C++ Libraries BoostBook Documentation Subset"> 9<link rel="up" href="../../../accumulators/reference.html#header.boost.accumulators.statistics.rolling_variance_hpp" title="Header <boost/accumulators/statistics/rolling_variance.hpp>"> 10<link rel="prev" href="immed_1_3_2_6_3_26_1_1_6_1.html" title="Struct template immediate_rolling_variance_impl"> 11<link rel="next" href="../tag/immediate_rolling_variance.html" title="Struct immediate_rolling_variance"> 12</head> 13<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF"> 14<table cellpadding="2" width="100%"><tr> 15<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td> 16<td align="center"><a href="../../../../../index.html">Home</a></td> 17<td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td> 18<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td> 19<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td> 20<td align="center"><a href="../../../../../more/index.htm">More</a></td> 21</tr></table> 22<hr> 23<div class="spirit-nav"> 24<a accesskey="p" href="immed_1_3_2_6_3_26_1_1_6_1.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../../../accumulators/reference.html#header.boost.accumulators.statistics.rolling_variance_hpp"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../tag/immediate_rolling_variance.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a> 25</div> 26<div class="refentry"> 27<a name="boost.accumulators.impl.lazy_rolling_variance_impl"></a><div class="titlepage"></div> 28<div class="refnamediv"> 29<h2><span class="refentrytitle">Struct template lazy_rolling_variance_impl</span></h2> 30<p>boost::accumulators::impl::lazy_rolling_variance_impl — Immediate (lazy) calculation of the rolling variance. </p> 31</div> 32<h2 xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv-title">Synopsis</h2> 33<div xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv"><pre class="synopsis"><span class="comment">// In header: <<a class="link" href="../../../accumulators/reference.html#header.boost.accumulators.statistics.rolling_variance_hpp" title="Header <boost/accumulators/statistics/rolling_variance.hpp>">boost/accumulators/statistics/rolling_variance.hpp</a>> 34 35</span><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Sample<span class="special">></span> 36<span class="keyword">struct</span> <a class="link" href="lazy_rolling_variance_impl.html" title="Struct template lazy_rolling_variance_impl">lazy_rolling_variance_impl</a> <span class="special">:</span> <span class="keyword">public</span> <span class="identifier">accumulator_base</span> <span class="special">{</span> 37 <span class="comment">// types</span> 38 <span class="keyword">typedef</span> <span class="identifier">numeric</span><span class="special">::</span><span class="identifier">functional</span><span class="special">::</span><span class="identifier">fdiv</span><span class="special"><</span> <span class="identifier">Sample</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span><span class="special">,</span> <span class="keyword">void</span><span class="special">,</span> <span class="keyword">void</span> <span class="special">></span><span class="special">::</span><span class="identifier">result_type</span> <a name="boost.accumulators.impl.lazy_rolling_variance_impl.result_type"></a><span class="identifier">result_type</span><span class="special">;</span> 39 40 <span class="comment">// <a class="link" href="lazy_rolling_variance_impl.html#boost.accumulators.impl.lazy_rolling_variance_implconstruct-copy-destruct">construct/copy/destruct</a></span> 41 <a class="link" href="lazy_rolling_variance_impl.html#id-1_3_2_6_3_26_1_1_6_2_7-bb"><span class="identifier">lazy_rolling_variance_impl</span></a><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span><span class="special">;</span> 42 43 <span class="comment">// <a class="link" href="lazy_rolling_variance_impl.html#id-1_3_2_6_3_26_1_1_6_2_6-bb">public member functions</a></span> 44 <span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <span class="identifier">result_type</span> <a class="link" href="lazy_rolling_variance_impl.html#id-1_3_2_6_3_26_1_1_6_2_6_1-bb"><span class="identifier">result</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span> 45 <span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Archive<span class="special">></span> <span class="keyword">void</span> <a class="link" href="lazy_rolling_variance_impl.html#id-1_3_2_6_3_26_1_1_6_2_6_2-bb"><span class="identifier">serialize</span></a><span class="special">(</span><span class="identifier">Archive</span> <span class="special">&</span><span class="special">,</span> <span class="keyword">const</span> <span class="keyword">unsigned</span> <span class="keyword">int</span><span class="special">)</span><span class="special">;</span> 46<span class="special">}</span><span class="special">;</span></pre></div> 47<div class="refsect1"> 48<a name="id-1.3.2.6.3.25.7.4"></a><h2>Description</h2> 49<p>Calculation of sample variance <span class="inlinemediaobject"><img src="../../../images/accumulators//form_55.png"></span> is done as follows, see also <a href="http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance" target="_top">http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance</a>. For a rolling window of size <span class="inlinemediaobject"><img src="../../../images/accumulators//form_72.png"></span>, when <span class="inlinemediaobject"><img src="../../../images/accumulators//form_73.png"></span>, the variance is computed according to the formula </p> 50<div class="equation"> 51<a name="id-1.3.2.6.3.25.7.4.2.5"></a><p class="title"><b>Equation 1.13. </b></p> 52<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_74.png" align="middle"></div></div> 53</div> 54<p><br class="equation-break"> When <span class="inlinemediaobject"><img src="../../../images/accumulators//form_75.png"></span>, the sample variance over the window becomes: </p> 55<div class="equation"> 56<a name="id-1.3.2.6.3.25.7.4.2.7"></a><p class="title"><b>Equation 1.14. </b></p> 57<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_76.png" align="middle"></div></div> 58</div> 59<p><br class="equation-break"> </p> 60<div class="refsect2"> 61<a name="id-1.3.2.6.3.25.7.4.3"></a><h3> 62<a name="boost.accumulators.impl.lazy_rolling_variance_implconstruct-copy-destruct"></a><code class="computeroutput">lazy_rolling_variance_impl</code> 63 public 64 construct/copy/destruct</h3> 65<div class="orderedlist"><ol class="orderedlist" type="1"><li class="listitem"><pre class="literallayout"><a name="id-1_3_2_6_3_26_1_1_6_2_7-bb"></a><span class="identifier">lazy_rolling_variance_impl</span><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span><span class="special">;</span></pre></li></ol></div> 66</div> 67<div class="refsect2"> 68<a name="id-1.3.2.6.3.25.7.4.4"></a><h3> 69<a name="id-1_3_2_6_3_26_1_1_6_2_6-bb"></a><code class="computeroutput">lazy_rolling_variance_impl</code> public member functions</h3> 70<div class="orderedlist"><ol class="orderedlist" type="1"> 71<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <span class="identifier">result_type</span> <a name="id-1_3_2_6_3_26_1_1_6_2_6_1-bb"></a><span class="identifier">result</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span> args<span class="special">)</span> <span class="keyword">const</span><span class="special">;</span></pre></li> 72<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Archive<span class="special">></span> 73 <span class="keyword">void</span> <a name="id-1_3_2_6_3_26_1_1_6_2_6_2-bb"></a><span class="identifier">serialize</span><span class="special">(</span><span class="identifier">Archive</span> <span class="special">&</span> ar<span class="special">,</span> <span class="keyword">const</span> <span class="keyword">unsigned</span> <span class="keyword">int</span> file_version<span class="special">)</span><span class="special">;</span></pre></li> 74</ol></div> 75</div> 76</div> 77</div> 78<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> 79<td align="left"></td> 80<td align="right"><div class="copyright-footer">Copyright © 2005, 2006 Eric Niebler<p> 81 Distributed under the Boost Software License, Version 1.0. (See accompanying 82 file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) 83 </p> 84</div></td> 85</tr></table> 86<hr> 87<div class="spirit-nav"> 88<a accesskey="p" href="immed_1_3_2_6_3_26_1_1_6_1.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../../../accumulators/reference.html#header.boost.accumulators.statistics.rolling_variance_hpp"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../tag/immediate_rolling_variance.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a> 89</div> 90</body> 91</html> 92
