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Struct template weighted_tail_variate_means_impl

boost::accumulators::impl::weighted_tail_variate_means_impl — Estimation of the absolute and relative weighted tail variate means (for both left and right tails).

Synopsis

template<typename Sample, typename Weight, typename Impl, typename LeftRight, 
         typename VariateType> 
struct weighted_tail_variate_means_impl {
  // types
  typedef numeric::functional::average< Weight, Weight >::result_type                                                                       float_type; 
  typedef numeric::functional::average< typename numeric::functional::multiplies< VariateType, Weight >::result_type, Weight >::result_type array_type; 
  typedef iterator_range< typename array_type::iterator >                                                                                   result_type;

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

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

Description

For all -th variates associated to the

Equation1.36.


smallest samples (left tail) or the weighted mean of the

Equation1.37.


largest samples (right tail), the absolute weighted tail means are computed and returned as an iterator range. Alternatively, the relative weighted tail means are returned, which are the absolute weighted tail means normalized with the weighted (non-coherent) sample tail mean .

Equation1.38.


Equation1.39.


Equation1.40.


Equation1.41.


weighted_tail_variate_means_impl public construct/copy/destruct

  1. weighted_tail_variate_means_impl(dont_care);

weighted_tail_variate_means_impl public member functions

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

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