Index: boost/accumulators/statistics/tail_quantile.hpp =================================================================== --- boost/accumulators/statistics/tail_quantile.hpp (revision 82584) +++ boost/accumulators/statistics/tail_quantile.hpp (working copy) @@ -46,7 +46,7 @@ @brief Tail quantile estimation based on order statistics (for both left and right tails) The estimation of a tail quantile \f$\hat{q}\f$ with level \f$\alpha\f$ based on order statistics requires the - chaching of at least the \f$\lceil n\alpha\rceil\f$ smallest or the \f$\lceil n(1-\alpha)\rceil\f$ largest samples, + caching of at least the \f$\lceil n\alpha\rceil\f$ smallest or the \f$\lceil n(1-\alpha)\rceil\f$ largest samples, \f$n\f$ being the total number of samples. The largest of the \f$\lceil n\alpha\rceil\f$ smallest samples or the smallest of the \f$\lceil n(1-\alpha)\rceil\f$ largest samples provides an estimate for the quantile: Index: boost/accumulators/statistics/weighted_p_square_quantile.hpp =================================================================== --- boost/accumulators/statistics/weighted_p_square_quantile.hpp (revision 82584) +++ boost/accumulators/statistics/weighted_p_square_quantile.hpp (working copy) @@ -44,7 +44,7 @@ For further details, see - R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and + R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085. @@ -80,7 +80,7 @@ this->heights[cnt - 1] = args[sample]; // In this initialization phase, actual_positions stores the weights of the - // inital samples that are needed at the end of the initialization phase to + // initial samples that are needed at the end of the initialization phase to // compute the correct initial positions of the markers. this->actual_positions[cnt - 1] = args[weight]; Index: boost/accumulators/statistics/skewness.hpp =================================================================== --- boost/accumulators/statistics/skewness.hpp (revision 82584) +++ boost/accumulators/statistics/skewness.hpp (working copy) @@ -31,7 +31,7 @@ @brief Skewness estimation The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the \f$ 3/2 \f$-th power - of the 2nd central moment (the variance) of the sampless 3. The skewness can also be expressed by the simple moments: + of the 2nd central moment (the variance) of the samples 3. The skewness can also be expressed by the simple moments: \f[ \hat{g}_1 = Index: boost/accumulators/statistics/p_square_cumul_dist.hpp =================================================================== --- boost/accumulators/statistics/p_square_cumul_dist.hpp (revision 82584) +++ boost/accumulators/statistics/p_square_cumul_dist.hpp (working copy) @@ -41,7 +41,7 @@ For further details, see - R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and + R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085. Index: boost/accumulators/statistics/weighted_tail_variate_means.hpp =================================================================== --- boost/accumulators/statistics/weighted_tail_variate_means.hpp (revision 82584) +++ boost/accumulators/statistics/weighted_tail_variate_means.hpp (working copy) @@ -37,7 +37,7 @@ namespace boost { // for _BinaryOperatrion2 in std::inner_product below - // mutliplies two values and promotes the result to double + // multiplies two values and promotes the result to double namespace numeric { namespace functional { /////////////////////////////////////////////////////////////////////////////// Index: boost/accumulators/statistics/weighted_extended_p_square.hpp =================================================================== --- boost/accumulators/statistics/weighted_extended_p_square.hpp (revision 82584) +++ boost/accumulators/statistics/weighted_extended_p_square.hpp (working copy) @@ -54,9 +54,9 @@ K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49, Number 4 (October), 1986, p. 159-164. - The extended \f$ P^2 \f$ algorithm generalizess the \f$ P^2 \f$ algorithm of + The extended \f$ P^2 \f$ algorithm generalizes the \f$ P^2 \f$ algorithm of - R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and + R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085. Index: boost/accumulators/statistics/p_square_quantile.hpp =================================================================== --- boost/accumulators/statistics/p_square_quantile.hpp (revision 82584) +++ boost/accumulators/statistics/p_square_quantile.hpp (working copy) @@ -44,7 +44,7 @@ For further details, see - R. Jain and I. Chlamtac, The P^2 algorithmus fordynamic calculation of quantiles and + R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085. @@ -105,7 +105,7 @@ { std::size_t sample_cell = 1; // k - // find cell k such that heights[k-1] <= args[sample] < heights[k] and ajust extreme values + // find cell k such that heights[k-1] <= args[sample] < heights[k] and adjust extreme values if (args[sample] < this->heights[0]) { this->heights[0] = args[sample]; Index: boost/accumulators/statistics/extended_p_square.hpp =================================================================== --- boost/accumulators/statistics/extended_p_square.hpp (revision 82584) +++ boost/accumulators/statistics/extended_p_square.hpp (working copy) @@ -55,9 +55,9 @@ K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49, Number 4 (October), 1986, p. 159-164. - The extended \f$ P^2 \f$ algorithm generalizess the \f$ P^2 \f$ algorithm of + The extended \f$ P^2 \f$ algorithm generalizes the \f$ P^2 \f$ algorithm of - R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and + R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085. @@ -256,7 +256,7 @@ typedef accumulators::impl::extended_p_square_impl impl; #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED - /// tag::extended_p_square::probabilities named paramter + /// tag::extended_p_square::probabilities named parameter static boost::parameter::keyword const probabilities; #endif }; Index: boost/accumulators/statistics/weighted_variance.hpp =================================================================== --- boost/accumulators/statistics/weighted_variance.hpp (revision 82584) +++ boost/accumulators/statistics/weighted_variance.hpp (working copy) @@ -64,7 +64,7 @@ ,\quad n\ge2,\quad\hat{\sigma}_0^2 = 0. \f] where \f$\bar{w}_n\f$ is the sum of the \f$n\f$ weights \f$w_i\f$ and \f$\hat{\mu}_n\f$ - the estimate of the mean of the weighted smaples. Note that the sample variance is not defined for + the estimate of the mean of the weighted samples. Note that the sample variance is not defined for \f$n <= 1\f$. */ template Index: boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp =================================================================== --- boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp (revision 82584) +++ boost/accumulators/statistics/weighted_p_square_cumul_dist.hpp (working copy) @@ -42,7 +42,7 @@ For further details, see - R. Jain and I. Chlamtac, The P^2 algorithmus for dynamic calculation of quantiles and + R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085. Index: boost/accumulators/framework/accumulators/droppable_accumulator.hpp =================================================================== --- boost/accumulators/framework/accumulators/droppable_accumulator.hpp (revision 82584) +++ boost/accumulators/framework/accumulators/droppable_accumulator.hpp (working copy) @@ -215,7 +215,7 @@ template void on_drop(Args const &args) { - // cache the result at the point this calcuation was dropped + // cache the result at the point this calculation was dropped BOOST_ASSERT(!this->has_result()); this->set(this->Accumulator::result(args)); } Index: libs/accumulators/test/weighted_p_square_cumul_dist.cpp =================================================================== --- libs/accumulators/test/weighted_p_square_cumul_dist.cpp (revision 82584) +++ libs/accumulators/test/weighted_p_square_cumul_dist.cpp (working copy) @@ -72,7 +72,7 @@ histogram_type histogram_upper = weighted_p_square_cumulative_distribution(acc_upper); histogram_type histogram_lower = weighted_p_square_cumulative_distribution(acc_lower); - // Note that applaying importance sampling results in a region of the distribution + // Note that applying importance sampling results in a region of the distribution // to be estimated more accurately and another region to be estimated less accurately // than without importance sampling, i.e., with unweighted samples Index: libs/accumulators/example/main.cpp =================================================================== --- libs/accumulators/example/main.cpp (revision 82584) +++ libs/accumulators/example/main.cpp (working copy) @@ -123,7 +123,7 @@ // Demonstrate how to calculate weighted statistics. This example demonstrates // both a simple weighted statistical calculation, and a more complicated // calculation where the weight statistics are calculated and stored in an -// external weight accumulataor. +// external weight accumulator. void example3() { // weight == double