Struct template weighted_variance_impl

Boost C++ Libraries

Struct template weighted_variance_impl

boost::accumulators::impl::weighted_variance_impl — Iterative calculation of variance of weighted samples.

Synopsis

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

template<typename Sample, typename Weight, typename MeanFeature, typename Tag> 
struct weighted_variance_impl {
  // types
  typedef numeric::functional::multiplies< Sample, Weight >::result_type       weighted_sample;
  typedef numeric::functional::average< weighted_sample, Weight >::result_type result_type;    

  // construct/copy/destruct
  template<typename Args> weighted_variance_impl(Args const &);

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

Description

Iterative calculation of variance of weighted samples:

Equation 1.43.

where is the sum of the weights and the estimate of the mean of the weighted smaples. Note that the sample variance is not defined for .

`weighted_variance_impl` public construct/copy/destruct

template<typename Args> weighted_variance_impl(Args const & args);

`weighted_variance_impl` public member functions

template<typename Args> void operator()(Args const & args);

```
result_type result(dont_care) const;
```