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Struct template lazy_rolling_variance_impl

boost::accumulators::impl::lazy_rolling_variance_impl — Immediate (lazy) calculation of the rolling variance.

Synopsis

// In header: <boost/accumulators/statistics/rolling_variance.hpp>

template<typename Sample> 
struct lazy_rolling_variance_impl : public  {
  // types
  typedef  ;

  // construct/copy/destruct
  ();

  // public member functions
  template<typename Args>  () ;
  template<typename Archive>  (, );
};

Description

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

Equation 1.17. 


When , the sample variance over the window becomes:

Equation 1.18. 


lazy_rolling_variance_impl public construct/copy/destruct

  1. ();

lazy_rolling_variance_impl public member functions

  1. template<typename Args>  ( args) ;
  2. template<typename Archive> 
       ( ar,  file_version);

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