Open source contributions
- Boost.Accumulators
Boost.Accumulators is both a library for incremental statistical computation as well as an extensible framework for incremental calculation in general. The library deals primarily with the concept of an accumulator, which is a primitive computational entity that accepts data one sample at a time and maintains some internal state. These accumulators may offload some of their computations on other accumulators, on which they depend. Accumulators are grouped within an accumulator set. Boost.Accumulators resolves the inter-dependencies between accumulators in a set and ensures that accumulators are processed in the proper order.
The library grew out of a project at Zurich Cantonal Bank where we implemented a large distributed Monte Carlo simulation to calculate the loss distribution of credit portfolios. It was used to perform the incremental statistics during the simulation. Special features of Boost.Accumulators are the iterative quantile estimators and the p-square quantile estimator.
Boost.Accumulators
- Boost Time Series
Boost.TimeSeries is a generic library to provide data structures and algorithms to operate on functions of one variable.
The library grew out of a project at Zurich Cantonal Bank.
- Boost MPI
Boost.MPI is a library for message passing in high-performance parallel applications. A Boost.MPI program is one or more processes that can communicate either via sending and receiving individual messages or by coordinating as a group. Unlike communication in threaded environments or using a shared-memory library, Boost.MPI processes can be spread across many different machines, possibly with different operating systems and underlying architectures. Boost.MPI is a C++-friendly interface to the standard Message Passing Interface (MPI), the most popular library interface for high-performance, distributed computing.
The library grew out of a project at Zurich Cantonal Bank and was used as the core distributed programming abstraction on top of MPI.
Boost MPI