https://svn.boost.org/trac10/ticket/6128 <p> LS, </p> <p> I have just finished writing an implementation and test of a rolling_variance which I would be happy to contribute to the framework. </p> <p> It includes a redone version of rolling_mean which avoids potential overflow and accuracy issues. The rolling_variance currently returns zero when there are less than 2 samples available. </p> <p> I'd be happy to do assist to make this fit the accumulator framework better and I include a first draft of the code. Nothing spectacular, but I have not seen the 'rolling' version being published anywhere in the exact form needed, making this non-trivial to implement anyway. </p> <ul><li>Pieter </li></ul> en-us /htdocs/site/boost.png https://svn.boost.org/trac10/ticket/6128 Trac 1.4.3 Pieter Ober <jaapaap@…> Wed, 16 Nov 2011 16:51:21 GMT https://svn.boost.org/trac10/ticket/6128 https://svn.boost.org/trac10/ticket/6128 <ul> <li><strong>attachment</strong> → <span class="trac-field-new">RollingMean.hpp</span> </li> </ul> Ticket Pieter Ober <jaapaap@…> Wed, 16 Nov 2011 16:51:35 GMT https://svn.boost.org/trac10/ticket/6128 https://svn.boost.org/trac10/ticket/6128 <ul> <li><strong>attachment</strong> → <span class="trac-field-new">RollingVariance.hpp</span> </li> </ul> Ticket Pieter Ober <jaapaap@…> Wed, 16 Nov 2011 16:52:04 GMT https://svn.boost.org/trac10/ticket/6128 https://svn.boost.org/trac10/ticket/6128 <ul> <li><strong>attachment</strong> → <span class="trac-field-new">UnitTestsAccumulators.cpp</span> </li> </ul> Ticket Pieter Ober <jaapaap@…> Wed, 16 Nov 2011 16:57:24 GMT https://svn.boost.org/trac10/ticket/6128 https://svn.boost.org/trac10/ticket/6128 <ul> <li><strong>attachment</strong> → <span class="trac-field-new">UnitTestsAccumulators.2.cpp</span> </li> </ul> <p> Correct version with all the decimails reported... </p> Ticket David Bellot Wed, 06 Jun 2012 22:24:26 GMT