Boost C++ Libraries Home Libraries People FAQ More

Next

Chapter 1. Boost.Accumulators

Eric Niebler

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

Table of Contents

Preface
User's Guide
The Accumulators Framework
Using accumulator_set<>
Extracting Results
Passing Optional Parameters
Weighted Samples
Numeric Operators Sub-Library
Extending the Accumulators Framework
Defining a New Accumulator
Defining a New Feature
Defining a New Extractor
Controlling Dependencies
Specializing Numeric Operators
Concepts
The Statistical Accumulators Library
count
covariance
density
error_of<mean>
extended_p_square
extended_p_square_quantile and variants
kurtosis
max
mean and variants
median and variants
min
moment
p_square_cumulative_distribution
p_square_quantile and variants
peaks_over_threshold and variants
pot_quantile and variants
pot_tail_mean
rolling_count
rolling_sum
rolling_mean
skewness
sum and variants
tail
coherent_tail_mean
non_coherent_tail_mean
tail_quantile
tail_variate
tail_variate_means and variants
variance and variants
weighted_covariance
weighted_density
weighted_extended_p_square
weighted_kurtosis
weighted_mean and variants
weighted_median and variants
weighted_moment
weighted_p_square_cumulative_distribution
weighted_p_square_quantile and variants
weighted_peaks_over_threshold and variants
weighted_skewness
weighted_sum and variants
non_coherent_weighted_tail_mean
weighted_tail_quantile
weighted_tail_variate_means and variants
weighted_variance and variants
Acknowledgements
Reference
Accumulators Framework Reference
Header <boost/accumulators/accumulators.hpp>
Header <boost/accumulators/accumulators_fwd.hpp>
Header <boost/accumulators/framework/accumulator_base.hpp>
Header <boost/accumulators/framework/accumulator_concept.hpp>
Header <boost/accumulators/framework/accumulator_set.hpp>
Header <boost/accumulators/framework/accumulators/droppable_accumulator.hpp>
Header <boost/accumulators/framework/accumulators/external_accumulator.hpp>
Header <boost/accumulators/framework/accumulators/reference_accumulator.hpp>
Header <boost/accumulators/framework/accumulators/value_accumulator.hpp>
Header <boost/accumulators/framework/depends_on.hpp>
Header <boost/accumulators/framework/extractor.hpp>
Header <boost/accumulators/framework/features.hpp>
Header <boost/accumulators/framework/parameters/accumulator.hpp>
Header <boost/accumulators/framework/parameters/sample.hpp>
Header <boost/accumulators/framework/parameters/weight.hpp>
Header <boost/accumulators/framework/parameters/weights.hpp>
Statistics Library Reference
Header <boost/accumulators/statistics.hpp>
Header <boost/accumulators/statistics/count.hpp>
Header <boost/accumulators/statistics/covariance.hpp>
Header <boost/accumulators/statistics/density.hpp>
Header <boost/accumulators/statistics/error_of.hpp>
Header <boost/accumulators/statistics/error_of_mean.hpp>
Header <boost/accumulators/statistics/extended_p_square.hpp>
Header <boost/accumulators/statistics/extended_p_square_quantile.hpp>
Header <boost/accumulators/statistics/kurtosis.hpp>
Header <boost/accumulators/statistics/max.hpp>
Header <boost/accumulators/statistics/mean.hpp>
Header <boost/accumulators/statistics/median.hpp>
Header <boost/accumulators/statistics/min.hpp>
Header <boost/accumulators/statistics/moment.hpp>
Header <boost/accumulators/statistics/p_square_cumulative_distribution.hpp>
Header <boost/accumulators/statistics/p_square_quantile.hpp>
Header <boost/accumulators/statistics/peaks_over_threshold.hpp>
Header <boost/accumulators/statistics/pot_quantile.hpp>
Header <boost/accumulators/statistics/pot_tail_mean.hpp>
Header <boost/accumulators/statistics/rolling_count.hpp>
Header <boost/accumulators/statistics/rolling_mean.hpp>
Header <boost/accumulators/statistics/rolling_sum.hpp>
Header <boost/accumulators/statistics/rolling_window.hpp>
Header <boost/accumulators/statistics/skewness.hpp>
Header <boost/accumulators/statistics/stats.hpp>
Header <boost/accumulators/statistics/sum.hpp>
Header <boost/accumulators/statistics/sum_kahan.hpp>
Header <boost/accumulators/statistics/tail.hpp>
Header <boost/accumulators/statistics/tail_mean.hpp>
Header <boost/accumulators/statistics/tail_quantile.hpp>
Header <boost/accumulators/statistics/tail_variate.hpp>
Header <boost/accumulators/statistics/tail_variate_means.hpp>
Header <boost/accumulators/statistics/times2_iterator.hpp>
Header <boost/accumulators/statistics/variance.hpp>
Header <boost/accumulators/statistics/variates/covariate.hpp>
Header <boost/accumulators/statistics/weighted_covariance.hpp>
Header <boost/accumulators/statistics/weighted_density.hpp>
Header <boost/accumulators/statistics/weighted_extended_p_square.hpp>
Header <boost/accumulators/statistics/weighted_kurtosis.hpp>
Header <boost/accumulators/statistics/weighted_mean.hpp>
Header <boost/accumulators/statistics/weighted_median.hpp>
Header <boost/accumulators/statistics/weighted_moment.hpp>
Header <boost/accumulators/statistics/weighted_p_square_cumulative_distribution.hpp>
Header <boost/accumulators/statistics/weighted_p_square_quantile.hpp>
Header <boost/accumulators/statistics/weighted_peaks_over_threshold.hpp>
Header <boost/accumulators/statistics/weighted_skewness.hpp>
Header <boost/accumulators/statistics/weighted_sum.hpp>
Header <boost/accumulators/statistics/weighted_sum_kahan.hpp>
Header <boost/accumulators/statistics/weighted_tail_mean.hpp>
Header <boost/accumulators/statistics/weighted_tail_quantile.hpp>
Header <boost/accumulators/statistics/weighted_tail_variate_means.hpp>
Header <boost/accumulators/statistics/weighted_variance.hpp>
Header <boost/accumulators/statistics/with_error.hpp>
Header <boost/accumulators/statistics_fwd.hpp>
Numeric Operators Library Reference
Header <boost/accumulators/numeric/functional.hpp>
Header <boost/accumulators/numeric/functional/complex.hpp>
Header <boost/accumulators/numeric/functional/valarray.hpp>
Header <boost/accumulators/numeric/functional/vector.hpp>

It is better to be approximately right than exactly wrong.
-- Old adage

Description

Boost.Accumulators is both a library for incremental statistical computation as well as an extensible framework for incremental calculation in general. The library deals primarily with the concept of an accumulator, which is a primitive computational entity that accepts data one sample at a time and maintains some internal state. These accumulators may offload some of their computations on other accumulators, on which they depend. Accumulators are grouped within an accumulator set. Boost.Accumulators resolves the inter-dependencies between accumulators in a set and ensures that accumulators are processed in the proper order.

Last revised: July 19, 2011 at 00:03:46 GMT


Next