Boost C++ Libraries

...one of the most highly regarded and expertly designed C++ library projects in the world. Herb Sutter and Andrei Alexandrescu, C++ Coding Standards

Click here to view the latest version of this page.
PrevUpHomeNext

Struct template weighted_skewness_impl

boost::accumulators::impl::weighted_skewness_impl — Skewness estimation for weighted samples.

Synopsis

// In header: <boost/accumulators/statistics/weighted_skewness.hpp>

template<typename Sample, typename Weight> 
struct weighted_skewness_impl {
  // types
  typedef numeric::functional::multiplies< Sample, Weight >::result_type                weighted_sample;
  typedef numeric::functional::average< weighted_sample, weighted_sample >::result_type result_type;    

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

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

Description

The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the -th power $ of the 2nd central moment (the variance) of the samples. The skewness can also be expressed by the simple moments:

Equation1.29.


where are the -th moment and the mean (first moment) of the samples.

The skewness estimator for weighted samples is formally identical to the estimator for unweighted samples, except that the weighted counterparts of all measures it depends on are to be taken.

weighted_skewness_impl public construct/copy/destruct

  1. weighted_skewness_impl(dont_care);

weighted_skewness_impl public member functions

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

PrevUpHomeNext