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Struct template lazy_rolling_variance_impl

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


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

template<typename Sample> 
struct lazy_rolling_variance_impl : public accumulator_base {
  // types
  typedef numeric::functional::fdiv< Sample, std::size_t, void, void >::result_type result_type;

  // construct/copy/destruct

  // public member functions
  template<typename Args> result_type result(Args const &) const;
  template<typename Archive> void serialize(Archive &, const unsigned int);


Calculation of sample variance is done as follows, see also 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(dont_care);

lazy_rolling_variance_impl public member functions

  1. template<typename Args> result_type result(Args const & args) const;
  2. template<typename Archive> 
      void serialize(Archive & ar, const unsigned int file_version);