Re: [boost] Interest in algorithm for arithmetic mean of integers

On Thu, Sep 17, 2015 at 9:40 AM, Seth wrote:

On 09/17/2015 04:13 PM, Marshall Clow wrote:

...

On Sat, Sep 5, 2015 at 12:20 PM, Matt Calabrese wrote:

The algorithm should be able to be adapted to introduce weights. It would work very similarly, only when advancing the state, it would be based on the weight rather than always effectively using (D+1). Similarly, the denominator would no longer always exactly match the number of elements, but instead it would always match the sum of the weights that were encountered. I haven't implemented this weighted variation, but it shouldn't be too much of a change. I think Boost Accumulator already does these.

E.g.

http://www.boost.org/doc/libs/1_59_0/doc/html/accumulators/user_s_guide.html...

Yeah, it supports weights, if that's specifically what you're referring to, though I thought that when I skimmed through the mean implementation it was not implemented in a way that avoids I.E. overflow. I could have been mistaken, though. Also, the code just got released, so I'll put it up somewhere this weekend if it's not redundant with what Boost.Accumulators already does somewhere. -Matt Calabrese