Thursday, September 15, 2011

Using Boost accumulators to calculate the variance

Boost seems a promising set of C++ library, but I found it's not easy for me to figure out its usage. After serveral trials, I finally got the variance calculated.

Here is the testing code I used (in VS2005):

#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/variance.hpp>

int main(){
    using namespace boost::accumulators;
    accumulator_set< double, stats<tag::variance> > acc_variance;

    for (int i = 0; i < 10; i++){
        std::cout << i << ", ";
        acc_variance(i);
    }

    std::cout << std::endl << "Variance = " 
        << variance(acc_variance) << std::endl;

    return 0;
}

The output is:
0, 1, 2, 3, 4, 5, 6, 7, 8, 9,
Variance = 8.25

When I tried to varify the result, I use MS Excel but got unexpected result. The variances given by Boost and Excel are different!

Did I make any mistakes? Oh, I didn't realise the variance calculated by Boost function was the population variance, and the VAR function of Excel gave the sample variance. To have population variance in Excel, you need VARP, not VAR.


---
Ref: Variance calcs in the stats library and in Excel

Using Git as a working logger

I am working on a project, which is a experimental program coded and maintained by myself.

It is redundant and seems stupid to copy the whole working folder whenever I want to change the code to another version. Especially when the folder contains not only source code but some other documents or videos of testing results.

``I need a version control tool.'' The idea came to my mind.

``But I've never used or been familiar with any.'' The truth is cruel.

Then I thought of Git, a term which I might saw several times when surfing webpages.

Because the project I am working on is written and compiled with Visual Studio 2005, I started to search how to use Git with VS2005 and found Git Extensions.