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Struct template weighted_peaks_over_threshold_prob_impl

boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.

Synopsis

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

template<typename Sample, typename Weight, typename LeftRight> 
struct weighted_peaks_over_threshold_prob_impl {
  // types
  typedef numeric::functional::multiplies< Weight, Sample >::result_type            weighted_sample;
  typedef numeric::functional::average< weighted_sample, std::size_t >::result_type float_type;     
  typedef boost::tuple< float_type, float_type, float_type >                        result_type;    

  // construct/copy/destruct
  template<typename Args> 
    weighted_peaks_over_threshold_prob_impl(Args const &);

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

Description

weighted_peaks_over_threshold_impl

weighted_peaks_over_threshold_prob_impl public construct/copy/destruct

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

weighted_peaks_over_threshold_prob_impl public member functions

  1. void operator()(dont_care);
  2. template<typename Args> result_type result(Args const & args) const;

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