Boost C++ Libraries Home Libraries People FAQ More

PrevUpHomeNext

Struct template lazy_weighted_variance_impl

boost::accumulators::impl::lazy_weighted_variance_impl — Lazy calculation of variance of weighted samples.

Synopsis

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

template<typename Sample, typename Weight, typename MeanFeature> 
struct lazy_weighted_variance_impl : public accumulator_base {
  // types
  typedef numeric::functional::multiplies< Sample, Weight >::result_type    weighted_sample;
  typedef numeric::functional::fdiv< weighted_sample, Weight >::result_type result_type;    

  // construct/copy/destruct
  lazy_weighted_variance_impl(dont_care);

  // public member functions
  template<typename Args> result_type result(Args const &) const;
};

Description

The default implementation of the variance of weighted samples is based on the second moment (weighted_moment<2>) and the mean (weighted_mean):

Equation 1.48. 


where is the number of samples.

lazy_weighted_variance_impl public construct/copy/destruct

  1. lazy_weighted_variance_impl(dont_care);

lazy_weighted_variance_impl public member functions

  1. template<typename Args> result_type result(Args const & args) const;

PrevUpHomeNext