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diff --git a/src/boost/libs/accumulators/test/rolling_variance.cpp b/src/boost/libs/accumulators/test/rolling_variance.cpp
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+// (C) Copyright Pieter Bastiaan Ober 2014.
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0. (See accompanying file
+// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#include <boost/test/unit_test.hpp>
+#include <boost/test/floating_point_comparison.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/type_traits/is_same.hpp>
+#include <boost/accumulators/accumulators.hpp>
+#include <boost/accumulators/statistics/stats.hpp>
+#include <sstream>
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#include <boost/accumulators/statistics/rolling_variance.hpp>
+
+using namespace boost;
+using namespace unit_test;
+using namespace accumulators;
+
+template<typename T>
+void assert_is_double(T const &)
+{
+ BOOST_MPL_ASSERT((is_same<T, double>));
+}
+
+/*
+REFERENCE VALUES PROVIDED BY OCTAVE:
+
+x=[1.2 2.3 3.4 4.5 0.4 2.2 7.1 4.0]
+
+v1_2 = var(x(1:2))
+v1_3 = var(x(1:3))
+v1_4 = var(x(1:4))
+v2_5 = var(x(2:5))
+v3_6 = var(x(3:6))
+v4_7 = var(x(4:7))
+v5_8 = var(x(5:8))
+
+GIVES:
+
+v1_2 = 0.605000000000000
+v1_3 = 1.21000000000000
+v1_4 = 2.01666666666667
+v2_5 = 3.05666666666667
+v3_6 = 3.08250000000000
+v4_7 = 8.41666666666667
+v5_8 = 8.16250000000000
+*/
+
+///////////////////////////////////////////////////////////////////////////////
+// rolling_variance_test_impl
+// implements a test for window_size = 4
+
+size_t window_size = 4;
+
+template<typename accumulator_set_type>
+void rolling_variance_test_impl(accumulator_set_type& acc)
+{
+ // Window contains x(1), value is zero
+ acc(1.2);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),0.0,1e-10);
+
+ // Window contains x(1)...x(2)
+ acc(2.3);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),0.605,1e-10);
+
+ // Window contains x(1)...x(3)
+ acc(3.4);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),1.21,1e-10);
+
+ // Window contains x(1)...x(4)
+ acc(4.5);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),2.01666666666667,1e-10);
+
+ // Window contains x(2)...x(5)
+ acc(0.4);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),3.05666666666667,1e-10);
+
+ // Window contains x(3)...x(6)
+ acc(2.2);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),3.08250000000000,1e-10);
+
+ // Window contains x(4)...x(7)
+ acc(7.1);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),8.41666666666667,1e-10);
+
+ // Window contains x(5)...x(8)
+ acc(4.0);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),8.16250000000000,1e-10);
+
+ assert_is_double(rolling_variance(acc));
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// test_rolling_variance
+//
+void test_rolling_variance()
+{
+ // tag::rolling_window::window_size
+ accumulator_set<double, stats<tag::immediate_rolling_variance> >
+ acc_immediate_rolling_variance(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::immediate_rolling_variance, tag::rolling_mean> >
+ acc_immediate_rolling_variance2(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::rolling_variance(immediate)> >
+ acc_immediate_rolling_variance3(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::lazy_rolling_variance> >
+ acc_lazy_rolling_variance(tag::lazy_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::rolling_variance(lazy)> >
+ acc_lazy_rolling_variance2(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::rolling_variance> >
+ acc_default_rolling_variance(tag::rolling_variance::window_size = window_size);
+
+ //// test the different implementations
+ rolling_variance_test_impl(acc_immediate_rolling_variance);
+ rolling_variance_test_impl(acc_immediate_rolling_variance2);
+ rolling_variance_test_impl(acc_immediate_rolling_variance3);
+ rolling_variance_test_impl(acc_lazy_rolling_variance);
+ rolling_variance_test_impl(acc_lazy_rolling_variance2);
+ rolling_variance_test_impl(acc_default_rolling_variance);
+
+ //// test that the default implementation is the 'immediate' computation
+ BOOST_REQUIRE(sizeof(acc_lazy_rolling_variance) != sizeof(acc_immediate_rolling_variance));
+ BOOST_CHECK (sizeof(acc_default_rolling_variance) == sizeof(acc_immediate_rolling_variance));
+
+ //// test the equivalence of the different ways to indicate a feature
+ BOOST_CHECK (sizeof(acc_immediate_rolling_variance) == sizeof(acc_immediate_rolling_variance2));
+ BOOST_CHECK (sizeof(acc_immediate_rolling_variance) == sizeof(acc_immediate_rolling_variance3));
+ BOOST_CHECK (sizeof(acc_lazy_rolling_variance) == sizeof(acc_lazy_rolling_variance2));
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// test_persistency_impl
+//
+template<typename accumulator_set_type>
+void test_persistency_impl(accumulator_set_type& acc)
+{
+ std::stringstream ss;
+ {
+ acc(1.2);
+ acc(2.3);
+ acc(3.4);
+ acc(4.5);
+ acc(0.4);
+ acc(2.2);
+ acc(7.1);
+ acc(4.0);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),8.16250000000000,1e-10);
+ boost::archive::text_oarchive oa(ss);
+ acc.serialize(oa, 0);
+ }
+ accumulator_set_type other_acc = acc;
+ boost::archive::text_iarchive ia(ss);
+ other_acc.serialize(ia, 0);
+ BOOST_CHECK_CLOSE(rolling_variance(acc),8.16250000000000,1e-10);
+
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// test_persistency
+//
+void test_persistency()
+{
+ // tag::rolling_window::window_size
+ accumulator_set<double, stats<tag::immediate_rolling_variance> >
+ acc_immediate_rolling_variance(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::immediate_rolling_variance, tag::rolling_mean> >
+ acc_immediate_rolling_variance2(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::rolling_variance(immediate)> >
+ acc_immediate_rolling_variance3(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::lazy_rolling_variance> >
+ acc_lazy_rolling_variance(tag::lazy_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::rolling_variance(lazy)> >
+ acc_lazy_rolling_variance2(tag::immediate_rolling_variance::window_size = window_size);
+
+ accumulator_set<double, stats<tag::rolling_variance> >
+ acc_default_rolling_variance(tag::rolling_variance::window_size = window_size);
+
+ //// test the different implementations
+ test_persistency_impl(acc_immediate_rolling_variance);
+ test_persistency_impl(acc_immediate_rolling_variance2);
+ test_persistency_impl(acc_immediate_rolling_variance3);
+ test_persistency_impl(acc_lazy_rolling_variance);
+ test_persistency_impl(acc_lazy_rolling_variance2);
+ test_persistency_impl(acc_default_rolling_variance);
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// init_unit_test_suite
+//
+test_suite* init_unit_test_suite( int argc, char* argv[] )
+{
+ test_suite *test = BOOST_TEST_SUITE("rolling variance test");
+
+ test->add(BOOST_TEST_CASE(&test_rolling_variance));
+ test->add(BOOST_TEST_CASE(&test_persistency));
+
+ return test;
+}
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