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+///////////////////////////////////////////////////////////////////////////////
+// rolling_moment.hpp
+// Copyright 2005 Eric Niebler.
+// Copyright (C) 2014 Pieter Bastiaan Ober (Integricom).
+// 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)
+
+#ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005
+#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MOMENT_HPP_EAN_27_11_2005
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <boost/mpl/int.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/mpl/placeholders.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/moment.hpp>
+#include <boost/accumulators/statistics/rolling_count.hpp>
+
+namespace boost { namespace accumulators
+{
+namespace impl
+{
+ ///////////////////////////////////////////////////////////////////////////////
+ // rolling_moment_impl
+ template<typename N, typename Sample>
+ struct rolling_moment_impl
+ : accumulator_base
+ {
+ BOOST_MPL_ASSERT_RELATION(N::value, >, 0);
+ // for boost::result_of
+ typedef typename numeric::functional::fdiv<Sample, std::size_t,void,void>::result_type result_type;
+
+ template<typename Args>
+ rolling_moment_impl(Args const &args)
+ : sum_(args[sample | Sample()])
+ {
+ }
+
+ template<typename Args>
+ void operator ()(Args const &args)
+ {
+ if(is_rolling_window_plus1_full(args))
+ {
+ this->sum_ -= numeric::pow(rolling_window_plus1(args).front(), N());
+ }
+ this->sum_ += numeric::pow(args[sample], N());
+ }
+
+ template<typename Args>
+ result_type result(Args const &args) const
+ {
+ return numeric::fdiv(this->sum_, rolling_count(args));
+ }
+
+ private:
+ result_type sum_;
+ };
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::rolling_moment
+//
+namespace tag
+{
+ template<int N>
+ struct rolling_moment
+ : depends_on< rolling_window_plus1, rolling_count>
+ {
+ /// INTERNAL ONLY
+ ///
+ typedef accumulators::impl::rolling_moment_impl<mpl::int_<N>, mpl::_1> impl;
+
+ #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
+ /// tag::rolling_window::window_size named parameter
+ static boost::parameter::keyword<tag::rolling_window_size> const window_size;
+ #endif
+ };
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::rolling_moment
+//
+namespace extract
+{
+ BOOST_ACCUMULATORS_DEFINE_EXTRACTOR(tag, rolling_moment, (int))
+}
+
+using extract::rolling_moment;
+
+// There is no weighted_rolling_moment (yet)...
+//
+//// So that rolling_moment<N> can be automatically substituted with
+//// weighted_rolling_moment<N> when the weight parameter is non-void
+//template<int N>
+//struct as_weighted_feature<tag::rolling_moment<N> >
+//{
+// typedef tag::weighted_rolling_moment<N> type;
+//};
+//
+//template<int N>
+//struct feature_of<tag::weighted_rolling_moment<N> >
+// : feature_of<tag::rolling_moment<N> >
+//{
+//};
+}} // namespace boost::accumulators
+
+#endif