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-<div class="refnamediv">
-<h2><span class="refentrytitle">Struct template immediate_rolling_variance_impl</span></h2>
-<p>boost::accumulators::impl::immediate_rolling_variance_impl &#8212; Iterative calculation of the rolling variance. </p>
-</div>
-<h2 xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv-title">Synopsis</h2>
-<div xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv"><pre class="synopsis"><span class="comment">// In header: &lt;<a class="link" href="../../../accumulators/reference.html#header.boost.accumulators.statistics.rolling_variance_hpp" title="Header &lt;boost/accumulators/statistics/rolling_variance.hpp&gt;">boost/accumulators/statistics/rolling_variance.hpp</a>&gt;
-
-</span><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Sample<span class="special">&gt;</span>
-<span class="keyword">struct</span> <a class="link" href="immediate_rol_idp538481472.html" title="Struct template immediate_rolling_variance_impl">immediate_rolling_variance_impl</a> <span class="special">:</span> <span class="keyword">public</span> <span class="identifier">accumulator_base</span> <span class="special">{</span>
- <span class="comment">// types</span>
- <span class="keyword">typedef</span> <span class="identifier">numeric</span><span class="special">::</span><span class="identifier">functional</span><span class="special">::</span><span class="identifier">fdiv</span><span class="special">&lt;</span> <span class="identifier">Sample</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span> <span class="special">&gt;</span><span class="special">::</span><span class="identifier">result_type</span> <a name="boost.accumulators.impl.immediate_rol_idp538481472.result_type"></a><span class="identifier">result_type</span><span class="special">;</span>
-
- <span class="comment">// <a class="link" href="immediate_rol_idp538481472.html#boost.accumulators.impl.immediate_rol_idp538481472construct-copy-destruct">construct/copy/destruct</a></span>
- <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <a class="link" href="immediate_rol_idp538481472.html#idp538526848-bb"><span class="identifier">immediate_rolling_variance_impl</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span><span class="special">)</span><span class="special">;</span>
-
- <span class="comment">// <a class="link" href="immediate_rol_idp538481472.html#idp538521088-bb">public member functions</a></span>
- <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <span class="keyword">void</span> <a class="link" href="immediate_rol_idp538481472.html#idp538521648-bb"><span class="keyword">operator</span><span class="special">(</span><span class="special">)</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span><span class="special">)</span><span class="special">;</span>
- <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <span class="identifier">result_type</span> <a class="link" href="immediate_rol_idp538481472.html#idp538524032-bb"><span class="identifier">result</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span>
-
- <span class="comment">// <a class="link" href="immediate_rol_idp538481472.html#idp538528672-bb">private member functions</a></span>
- <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> T<span class="special">&gt;</span>
- <span class="keyword">void</span> <a class="link" href="immediate_rol_idp538481472.html#idp538529248-bb"><span class="identifier">prevent_underflow</span></a><span class="special">(</span><span class="identifier">T</span> <span class="special">&amp;</span><span class="special">,</span>
- <span class="keyword">typename</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">enable_if</span><span class="special">&lt;</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">is_arithmetic</span><span class="special">&lt;</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">,</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">::</span><span class="identifier">type</span> <span class="special">*</span> <span class="special">=</span> <span class="number">0</span><span class="special">)</span><span class="special">;</span>
- <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> T<span class="special">&gt;</span>
- <span class="keyword">void</span> <a class="link" href="immediate_rol_idp538481472.html#idp538532576-bb"><span class="identifier">prevent_underflow</span></a><span class="special">(</span><span class="identifier">T</span> <span class="special">&amp;</span><span class="special">,</span>
- <span class="keyword">typename</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">disable_if</span><span class="special">&lt;</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">is_arithmetic</span><span class="special">&lt;</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">,</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">::</span><span class="identifier">type</span> <span class="special">*</span> <span class="special">=</span> <span class="number">0</span><span class="special">)</span><span class="special">;</span>
-<span class="special">}</span><span class="special">;</span></pre></div>
-<div class="refsect1">
-<a name="idp99294288"></a><h2>Description</h2>
-<p>Iterative calculation of sample variance <span class="inlinemediaobject"><img src="../../../images/accumulators//form_52.png"></span> is done as follows, see also <a href="http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance" target="_top">http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance</a>. For a rolling window of size <span class="inlinemediaobject"><img src="../../../images/accumulators//form_53.png"></span>, for the first <span class="inlinemediaobject"><img src="../../../images/accumulators//form_53.png"></span> samples, the variance is computed according to the formula </p>
-<div class="equation">
-<a name="idp99303040"></a><p class="title"><b>Equation&#160;1.9.&#160;</b></p>
-<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_58.png" align="middle"></div></div>
-</div>
-<p><br class="equation-break"> where the sum of squares <span class="inlinemediaobject"><img src="../../../images/accumulators//form_59.png"></span> can be recursively computed as: </p>
-<div class="equation">
-<a name="idp99308432"></a><p class="title"><b>Equation&#160;1.10.&#160;</b></p>
-<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_60.png" align="middle"></div></div>
-</div>
-<p><br class="equation-break"> and the estimate of the sample mean as: </p>
-<div class="equation">
-<a name="idp99311440"></a><p class="title"><b>Equation&#160;1.11.&#160;</b></p>
-<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_61.png" align="middle"></div></div>
-</div>
-<p><br class="equation-break"> For further samples, when the rolling window is fully filled with data, one has to take into account that the oldest sample <span class="inlinemediaobject"><img src="../../../images/accumulators//form_62.png"></span> is dropped from the window. The sample variance over the window now becomes: </p>
-<div class="equation">
-<a name="idp99317008"></a><p class="title"><b>Equation&#160;1.12.&#160;</b></p>
-<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_63.png" align="middle"></div></div>
-</div>
-<p><br class="equation-break"> where the sum of squares <span class="inlinemediaobject"><img src="../../../images/accumulators//form_59.png"></span> now equals: </p>
-<div class="equation">
-<a name="idp99322416"></a><p class="title"><b>Equation&#160;1.13.&#160;</b></p>
-<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_64.png" align="middle"></div></div>
-</div>
-<p><br class="equation-break"> and the estimated mean is: </p>
-<div class="equation">
-<a name="idp99325504"></a><p class="title"><b>Equation&#160;1.14.&#160;</b></p>
-<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_65.png" align="middle"></div></div>
-</div>
-<p><br class="equation-break"></p>
-<p>Note that the sample variance is not defined for <span class="inlinemediaobject"><img src="../../../images/accumulators//form_66.png"></span>. </p>
-<div class="refsect2">
-<a name="idp99331024"></a><h3>
-<a name="boost.accumulators.impl.immediate_rol_idp538481472construct-copy-destruct"></a><code class="computeroutput">immediate_rolling_variance_impl</code>
- public
- construct/copy/destruct</h3>
-<div class="orderedlist"><ol class="orderedlist" type="1"><li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <a name="idp538526848-bb"></a><span class="identifier">immediate_rolling_variance_impl</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span> args<span class="special">)</span><span class="special">;</span></pre></li></ol></div>
-</div>
-<div class="refsect2">
-<a name="idp99341712"></a><h3>
-<a name="idp538521088-bb"></a><code class="computeroutput">immediate_rolling_variance_impl</code> public member functions</h3>
-<div class="orderedlist"><ol class="orderedlist" type="1">
-<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <span class="keyword">void</span> <a name="idp538521648-bb"></a><span class="keyword">operator</span><span class="special">(</span><span class="special">)</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span> args<span class="special">)</span><span class="special">;</span></pre></li>
-<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <span class="identifier">result_type</span> <a name="idp538524032-bb"></a><span class="identifier">result</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span> args<span class="special">)</span> <span class="keyword">const</span><span class="special">;</span></pre></li>
-</ol></div>
-</div>
-<div class="refsect2">
-<a name="idp99363584"></a><h3>
-<a name="idp538528672-bb"></a><code class="computeroutput">immediate_rolling_variance_impl</code> private member functions</h3>
-<div class="orderedlist"><ol class="orderedlist" type="1">
-<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> T<span class="special">&gt;</span>
- <span class="keyword">void</span> <a name="idp538529248-bb"></a><span class="identifier">prevent_underflow</span><span class="special">(</span><span class="identifier">T</span> <span class="special">&amp;</span> non_negative_number<span class="special">,</span>
- <span class="keyword">typename</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">enable_if</span><span class="special">&lt;</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">is_arithmetic</span><span class="special">&lt;</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">,</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">::</span><span class="identifier">type</span> <span class="special">*</span> <span class="special">=</span> <span class="number">0</span><span class="special">)</span><span class="special">;</span></pre></li>
-<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> T<span class="special">&gt;</span>
- <span class="keyword">void</span> <a name="idp538532576-bb"></a><span class="identifier">prevent_underflow</span><span class="special">(</span><span class="identifier">T</span> <span class="special">&amp;</span> non_arithmetic_quantity<span class="special">,</span>
- <span class="keyword">typename</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">disable_if</span><span class="special">&lt;</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">is_arithmetic</span><span class="special">&lt;</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">,</span> <span class="identifier">T</span> <span class="special">&gt;</span><span class="special">::</span><span class="identifier">type</span> <span class="special">*</span> <span class="special">=</span> <span class="number">0</span><span class="special">)</span><span class="special">;</span></pre></li>
-</ol></div>
-</div>
-</div>
-</div>
-<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
-<td align="left"></td>
-<td align="right"><div class="copyright-footer">Copyright &#169; 2005, 2006 Eric Niebler<p>
- Distributed under the Boost Software License, Version 1.0. (See accompanying
- file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
- </p>
-</div></td>
-</tr></table>
-<hr>
-<div class="spirit-nav">
-<a accesskey="p" href="lazy_rolling_variance_impl.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../../../accumulators/reference.html#header.boost.accumulators.statistics.rolling_variance_hpp"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../tag/lazy_rolling_variance.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
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