boost::accumulators::impl Namespace Reference

Classes
struct	coherent_tail_mean_impl
	Estimation of the coherent tail mean based on order statistics (for both left and right tails) More...
struct	count_impl
struct	covariance_impl
	Covariance Estimator. More...
struct	density_impl
	Histogram density estimator. More...
struct	error_of_impl
	INTERNAL ONLY. More...
struct	error_of_mean_impl
struct	extended_p_square_impl
	Multiple quantile estimation with the extended algorithm. More...
struct	extended_p_square_quantile_impl
	Quantile estimation using the extended algorithm for weighted and unweighted samples. More...
struct	external_impl
	INTERNAL ONLY. More...
struct	immediate_mean_impl
struct	immediate_rolling_mean_impl
struct	immediate_rolling_variance_impl
	Iterative calculation of the rolling variance. More...
struct	immediate_weighted_mean_impl
struct	kurtosis_impl
	Kurtosis estimation. More...
struct	lazy_rolling_mean_impl
struct	lazy_rolling_variance_impl
	Immediate (lazy) calculation of the rolling variance. More...
struct	lazy_variance_impl
	Lazy calculation of variance. More...
struct	lazy_weighted_variance_impl
	Lazy calculation of variance of weighted samples. More...
struct	max_impl
struct	mean_impl
struct	median_impl
	Median estimation based on the quantile estimator. More...
struct	min_impl
struct	moment_impl
struct	non_coherent_tail_mean_impl
	Estimation of the (non-coherent) tail mean based on order statistics (for both left and right tails) More...
struct	non_coherent_weighted_tail_mean_impl
	Estimation of the (non-coherent) weighted tail mean based on order statistics (for both left and right tails) More...
struct	p_square_cumulative_distribution_impl
	Histogram calculation of the cumulative distribution with the algorithm. More...
struct	p_square_quantile_impl
	Single quantile estimation with the algorithm. More...
struct	peaks_over_threshold_impl
	Peaks over Threshold Method for Quantile and Tail Mean Estimation. More...
struct	peaks_over_threshold_prob_impl
	Peaks over Threshold Method for Quantile and Tail Mean Estimation. More...
struct	pot_quantile_impl
	Quantile Estimation based on Peaks over Threshold Method (for both left and right tails) More...
struct	pot_tail_mean_impl
	Estimation of the (coherent) tail mean based on the peaks over threshold method (for both left and right tails) More...
struct	reference_accumulator_impl
struct	rolling_count_impl
struct	rolling_mean_impl
struct	rolling_moment_impl
struct	rolling_sum_impl
struct	rolling_window_impl
struct	rolling_window_plus1_impl
struct	skewness_impl
	Skewness estimation. More...
struct	sum_impl
struct	sum_kahan_impl
struct	tail_impl
struct	tail_quantile_impl
	Tail quantile estimation based on order statistics (for both left and right tails) More...
struct	tail_variate_impl
struct	tail_variate_means_impl
	Estimation of the absolute and relative tail variate means (for both left and right tails) More...
struct	this_feature_has_no_error_calculation
	INTERNAL ONLY. More...
struct	value_accumulator_impl
struct	variance_impl
	Iterative calculation of variance. More...
struct	weighted_covariance_impl
	Weighted Covariance Estimator. More...
struct	weighted_density_impl
	Histogram density estimator for weighted samples. More...
struct	weighted_extended_p_square_impl
	Multiple quantile estimation with the extended algorithm for weighted samples. More...
struct	weighted_kurtosis_impl
	Kurtosis estimation for weighted samples. More...
struct	weighted_mean_impl
struct	weighted_median_impl
	Median estimation for weighted samples based on the quantile estimator. More...
struct	weighted_moment_impl
struct	weighted_p_square_cumulative_distribution_impl
	Histogram calculation of the cumulative distribution with the algorithm for weighted samples. More...
struct	weighted_p_square_quantile_impl
	Single quantile estimation with the algorithm for weighted samples. More...
struct	weighted_peaks_over_threshold_impl
	Weighted Peaks over Threshold Method for Weighted Quantile and Weighted Tail Mean Estimation. More...
struct	weighted_peaks_over_threshold_prob_impl
	Peaks over Threshold Method for Quantile and Tail Mean Estimation. More...
struct	weighted_skewness_impl
	Skewness estimation for weighted samples. More...
struct	weighted_sum_impl
struct	weighted_sum_kahan_impl
struct	weighted_tail_quantile_impl
	Tail quantile estimation based on order statistics of weighted samples (for both left and right tails) More...
struct	weighted_tail_variate_means_impl
	Estimation of the absolute and relative weighted tail variate means (for both left and right tails) More...
struct	weighted_variance_impl
	Iterative calculation of variance of weighted samples. More...
struct	with_density_median_impl
	Median estimation based on the density estimator. More...
struct	with_density_weighted_median_impl
	Median estimation for weighted samples based on the density estimator. More...
struct	with_p_square_cumulative_distribution_median_impl
	Median estimation based on the cumulative distribution estimator. More...
struct	with_p_square_cumulative_distribution_weighted_median_impl
	Median estimation for weighted samples based on the cumulative distribution estimator. More...

Functions
template<typename Args >
bool	is_rolling_window_plus1_full (Args const &args)

Function Documentation

template<typename Args >

bool boost::accumulators::impl::is_rolling_window_plus1_full

(

Args const &

args

)

Referenced by boost::accumulators::impl::rolling_sum_impl< Sample >::operator()(), boost::accumulators::impl::rolling_moment_impl< N, Sample >::operator()(), boost::accumulators::impl::immediate_rolling_mean_impl< Sample >::operator()(), boost::accumulators::impl::immediate_rolling_variance_impl< Sample >::operator()(), boost::accumulators::impl::rolling_count_impl< Sample >::result(), and boost::accumulators::impl::rolling_window_impl< Sample >::result().