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Struct template non_coherent_tail_mean_impl

boost::accumulators::impl::non_coherent_tail_mean_impl — Estimation of the (non-coherent) tail mean based on order statistics (for both left and right tails).

Synopsis

template<typename Sample, typename LeftRight> 
struct non_coherent_tail_mean_impl {
  // types
  typedef numeric::functional::average< Sample, std::size_t >::result_type float_type; 
  typedef float_type                                                       result_type;

  // construct/copy/destruct
  non_coherent_tail_mean_impl(dont_care);

  // public member functions
  template<typename Args> result_type result(Args const &) const;
};

Description

An estimation of the non-coherent tail mean is given by the mean of the smallest samples (left tail) or the mean of the largest samples (right tail), being the total number of samples and the quantile level:

Equation1.14.


Equation1.15.


It thus requires the caching of at least the smallest or the largest samples.

non_coherent_tail_mean_impl public construct/copy/destruct

  1. non_coherent_tail_mean_impl(dont_care);

non_coherent_tail_mean_impl public member functions

  1. template<typename Args> result_type result(Args const & args) const;

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