Immediate (lazy) calculation of the rolling variance. More...
#include <rolling_variance.hpp>
Public Types | |
typedef numeric::functional::fdiv < Sample, std::size_t, void, void >::result_type | result_type |
typedef mpl::false_ | is_droppable |
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lazy_rolling_variance_impl (dont_care) | |
template<typename Args > | |
result_type | result (Args const &args) const |
detail::void_ | operator() (dont_care) |
detail::void_ | add_ref (dont_care) |
detail::void_ | drop (dont_care) |
detail::void_ | on_drop (dont_care) |
Immediate (lazy) calculation of the rolling variance.
Calculation of sample variance is done as follows, see also http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance. For a rolling window of size , when , the variance is computed according to the formula
When , the sample variance over the window becomes:
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inherited |
typedef numeric::functional::fdiv<Sample, std::size_t,void,void>::result_type boost::accumulators::impl::lazy_rolling_variance_impl< Sample >::result_type |
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inlineinherited |
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inlineinherited |
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inlineinherited |
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inlineinherited |
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inline |