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Struct template coherent_tail_mean_impl

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

Synopsis

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

template<typename Sample, typename LeftRight> 
struct 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
  coherent_tail_mean_impl(dont_care);

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

Description

The coherent tail mean is equal to the non-coherent tail mean plus a correction term that ensures coherence in case of non-continuous distributions.

Equation 1.12. 


Equation 1.13. 


coherent_tail_mean_impl public construct/copy/destruct

  1. coherent_tail_mean_impl(dont_care);

coherent_tail_mean_impl public member functions

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

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