Boost C++ Libraries: Ticket #7150: What effect does the mean tag have on variance

attachment set

colmearley@… — Thu, 19 Jul 2012 01:19:53 GMT

attachment → TestVar.cpp

Test program for variance

status changed; resolution set

Eric Niebler — Thu, 19 Jul 2012 01:35:04 GMT

status new → closed
resolution → invalid

The docs make a distinction between variance and lazy_variance, the former depends on count and immediate_mean, the latter on moment<2> and mean. By telling variance to depend instead on mean, you've changed how the computation is done. You now have a very strange variance accumulator that is neither fully immediate nor fully lazy.

In short: don't do that. :-)

status changed; resolution deleted

Thu, 19 Jul 2012 02:21:57 GMT

status closed → reopened
resolution invalid

Thanks Eric. Does this mean that accumulators can only calculate one value at a time? Say I wanted to calculate mean, variance and kurtosis, would I need separate accumulators to avoid overwriting the dependencies?

This is what I initially expected to work: typedef accumulator_set<double, stats<tag::mean, tag::variance, tag::kurtosis> > stats;

status changed; resolution set

Eric Niebler — Thu, 19 Jul 2012 02:26:31 GMT

status reopened → closed
resolution → invalid

Just use tag::immediate_mean instead of tag::mean. Please don't reopen this ticket. There isn't a bug here. If you have any further questions, please send them to the boost mailing list. Thanks.