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rolling min and max
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‎doc/accumulators.qbk‎

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@@ -2077,6 +2077,99 @@ The rolling count is the current number of elements in the rolling window.
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[endsect]
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[section:rolling_max rolling_max]
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The rolling sum is the sum of the last /N/ samples.
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[variablelist
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[[Result Type] [``_sample_type_``]]
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[[Depends On] [`sorted_rolling_window`]]
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[[Variants] [['none]]]
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[[Initialization Parameters] [`tag::rolling_window::window_size`]]
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[[Accumulator Parameters] [['none]]]
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[[Extractor Parameters] [['none]]]
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[[Accumulator Complexity] [O(log N), where N is the window size]]
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[[Extractor Complexity] [O(1)]]
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]
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[*Header]
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[def _ROLLING_MAX_HPP_ [headerref boost/accumulators/statistics/rolling_max.hpp]]
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#include <_ROLLING_MAX_HPP_>
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[*Example]
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accumulator_set<int, stats<tag::rolling_max> > acc(tag::rolling_window::window_size = 3);
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acc(1);
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BOOST_CHECK_EQUAL(1, rolling_max(acc));
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acc(2);
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BOOST_CHECK_EQUAL(2, rolling_max(acc));
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acc(3);
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BOOST_CHECK_EQUAL(3, rolling_max(acc));
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acc(1);
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BOOST_CHECK_EQUAL(3, rolling_max(acc));
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acc(-1);
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BOOST_CHECK_EQUAL(1, rolling_max(acc));
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acc(0);
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BOOST_CHECK_EQUAL(1, rolling_max(acc));
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[*See also]
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* [classref boost::accumulators::impl::rolling_max_impl [^rolling_max_impl]]
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[endsect]
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[section:rolling_min rolling_min]
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The rolling sum is the sum of the last /N/ samples.
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[variablelist
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[[Result Type] [``_sample_type_``]]
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[[Depends On] [`sorted_rolling_window`]]
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[[Variants] [['none]]]
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[[Initialization Parameters] [`tag::rolling_window::window_size`]]
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[[Accumulator Parameters] [['none]]]
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[[Extractor Parameters] [['none]]]
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[[Accumulator Complexity] [O(log N), where N is the window size]]
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[[Extractor Complexity] [O(1)]]
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]
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[*Header]
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[def _ROLLING_MIN_HPP_ [headerref boost/accumulators/statistics/rolling_min.hpp]]
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#include <_ROLLING_MIN_HPP_>
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[*Example]
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accumulator_set<int, stats<tag::rolling_min> > acc(tag::rolling_window::window_size = 3);
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acc(1);
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BOOST_CHECK_EQUAL(1, rolling_min(acc));
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acc(2);
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BOOST_CHECK_EQUAL(1, rolling_min(acc));
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acc(3);
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BOOST_CHECK_EQUAL(1, rolling_min(acc));
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acc(4);
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BOOST_CHECK_EQUAL(2, rolling_min(acc));
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acc(-1);
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BOOST_CHECK_EQUAL(-1, rolling_min(acc));
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[*See also]
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* [classref boost::accumulators::impl::rolling_min_impl [^rolling_min_impl]]
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[endsect]
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[section:rolling_sum rolling_sum]
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The rolling sum is the sum of the last /N/ samples.

‎include/boost/accumulators/statistics/rolling_max.hpp‎

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///////////////////////////////////////////////////////////////////////////////
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// rolling_max.hpp
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//
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// Copyright 2018 Quentin Chateau. Distributed under the Boost
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// Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_MAX_HPP_QC_20_12_2018
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#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MAX_HPP_QC_20_12_2018
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#include <boost/accumulators/framework/accumulator_base.hpp>
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#include <boost/accumulators/framework/extractor.hpp>
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#include <boost/accumulators/framework/parameters/sample.hpp>
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#include <boost/accumulators/framework/depends_on.hpp>
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#include <boost/accumulators/statistics_fwd.hpp>
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#include <boost/accumulators/statistics/sorted_rolling_window.hpp>
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namespace boost { namespace accumulators
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{
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namespace impl
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{
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///////////////////////////////////////////////////////////////////////////////
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// rolling_max_impl
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template<typename Sample>
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struct rolling_max_impl
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: accumulator_base
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{
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// for boost::result_of
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typedef Sample result_type;
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rolling_max_impl(dont_care)
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{
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}
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template<typename Args>
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result_type result(Args const &args) const
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{
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if (sorted_rolling_window(args).empty())
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{
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return numeric::as_min(Sample());
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}
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return sorted_rolling_window(args).back();
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}
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};
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} // namespace impl
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///////////////////////////////////////////////////////////////////////////////
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// tag::rolling_max
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//
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namespace tag
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{
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struct rolling_max
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: depends_on< sorted_rolling_window >
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::rolling_max_impl<mpl::_1> impl;
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};
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}
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///////////////////////////////////////////////////////////////////////////////
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// extract::rolling_max
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//
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namespace extract
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{
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extractor<tag::rolling_max> const rolling_max = {};
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_max)
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}
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using extract::rolling_max;
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}} // namespace boost::accumulators
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#endif

‎include/boost/accumulators/statistics/rolling_min.hpp‎

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///////////////////////////////////////////////////////////////////////////////
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// rolling_min.hpp
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//
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// Copyright 2018 Quentin Chateau. Distributed under the Boost
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// Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_MIN_HPP_QC_20_12_2018
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#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MIN_HPP_QC_20_12_2018
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#include <boost/accumulators/framework/accumulator_base.hpp>
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#include <boost/accumulators/framework/extractor.hpp>
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#include <boost/accumulators/framework/parameters/sample.hpp>
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#include <boost/accumulators/framework/depends_on.hpp>
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#include <boost/accumulators/statistics_fwd.hpp>
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#include <boost/accumulators/statistics/sorted_rolling_window.hpp>
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namespace boost { namespace accumulators
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{
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namespace impl
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{
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///////////////////////////////////////////////////////////////////////////////
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// rolling_min_impl
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template<typename Sample>
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struct rolling_min_impl
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: accumulator_base
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{
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// for boost::result_of
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typedef Sample result_type;
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rolling_min_impl(dont_care)
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{
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}
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template<typename Args>
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result_type result(Args const &args) const
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{
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if (sorted_rolling_window(args).empty())
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{
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return numeric::as_max(Sample());
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}
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return sorted_rolling_window(args).front();
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}
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};
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} // namespace impl
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///////////////////////////////////////////////////////////////////////////////
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// tag::rolling_min
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//
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namespace tag
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{
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struct rolling_min
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: depends_on< sorted_rolling_window >
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::rolling_min_impl<mpl::_1> impl;
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};
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}
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///////////////////////////////////////////////////////////////////////////////
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// extract::rolling_min
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//
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namespace extract
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{
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extractor<tag::rolling_min> const rolling_min = {};
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_min)
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}
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using extract::rolling_min;
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}} // namespace boost::accumulators
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#endif

‎test/Jamfile.v2‎

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[ run reference.cpp ]
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[ run rolling_count.cpp ]
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[ run rolling_sum.cpp ]
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[ run rolling_max.cpp ]
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[ run rolling_mean.cpp ]
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[ run rolling_min.cpp ]
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[ run skewness.cpp ]
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[ run sorted_rolling_window.cpp ]
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[ run sum.cpp ]

‎test/rolling_max.cpp‎

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// (C) Copyright Quentin Chateau 2018.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#include <boost/test/unit_test.hpp>
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#include <boost/container/set.hpp>
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#include <boost/accumulators/accumulators.hpp>
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#include <boost/accumulators/statistics/stats.hpp>
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#include <boost/accumulators/statistics/rolling_max.hpp>
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using namespace boost;
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using namespace unit_test;
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using namespace accumulators;
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using namespace container;
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///////////////////////////////////////////////////////////////////////////////
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// test_stat
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//
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void test_stat()
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{
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accumulator_set<int, stats<tag::rolling_max> > acc(tag::rolling_window::window_size = 3);
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BOOST_CHECK_EQUAL(numeric::as_min(int()), rolling_max(acc));
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acc(1);
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BOOST_CHECK_EQUAL(1, rolling_max(acc));
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acc(3);
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BOOST_CHECK_EQUAL(3, rolling_max(acc));
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acc(5);
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BOOST_CHECK_EQUAL(5, rolling_max(acc));
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acc(7);
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BOOST_CHECK_EQUAL(7, rolling_max(acc));
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acc(6);
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BOOST_CHECK_EQUAL(7, rolling_max(acc));
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acc(1);
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BOOST_CHECK_EQUAL(7, rolling_max(acc));
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acc(3);
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BOOST_CHECK_EQUAL(6, rolling_max(acc));
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acc(2);
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BOOST_CHECK_EQUAL(3, rolling_max(acc));
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}
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///////////////////////////////////////////////////////////////////////////////
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// init_unit_test_suite
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//
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test_suite* init_unit_test_suite( int argc, char* argv[] )
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{
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test_suite *test = BOOST_TEST_SUITE("rolling max test");
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test->add(BOOST_TEST_CASE(&test_stat));
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return test;
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}

‎test/rolling_min.cpp‎

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// (C) Copyright Quentin Chateau 2018.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#include <boost/test/unit_test.hpp>
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#include <boost/container/set.hpp>
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#include <boost/accumulators/accumulators.hpp>
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#include <boost/accumulators/statistics/stats.hpp>
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#include <boost/accumulators/statistics/rolling_min.hpp>
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using namespace boost;
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using namespace unit_test;
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using namespace accumulators;
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using namespace container;
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///////////////////////////////////////////////////////////////////////////////
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// test_stat
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//
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void test_stat()
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{
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accumulator_set<int, stats<tag::rolling_min> > acc(tag::rolling_window::window_size = 3);
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BOOST_CHECK_EQUAL(numeric::as_max(int()), rolling_min(acc));
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acc(1);
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BOOST_CHECK_EQUAL(1, rolling_min(acc));
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acc(3);
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BOOST_CHECK_EQUAL(1, rolling_min(acc));
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acc(5);
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BOOST_CHECK_EQUAL(1, rolling_min(acc));
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acc(7);
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BOOST_CHECK_EQUAL(3, rolling_min(acc));
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acc(6);
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BOOST_CHECK_EQUAL(5, rolling_min(acc));
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acc(7);
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BOOST_CHECK_EQUAL(6, rolling_min(acc));
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acc(1);
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BOOST_CHECK_EQUAL(1, rolling_min(acc));\
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}
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///////////////////////////////////////////////////////////////////////////////
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// init_unit_test_suite
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//
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test_suite* init_unit_test_suite( int argc, char* argv[] )
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{
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test_suite *test = BOOST_TEST_SUITE("rolling min test");
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test->add(BOOST_TEST_CASE(&test_stat));
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return test;
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}

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