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Struct template tail_variate_means_impl

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

Synopsis

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

template<typename Sample, typename Impl, typename LeftRight, 
         typename VariateTag> 
struct tail_variate_means_impl {
  // types
  typedef numeric::functional::average< Sample, std::size_t >::result_type float_type; 
  typedef std::vector< float_type >                                        array_type; 
  typedef iterator_range< typename array_type::iterator >                  result_type;

  // construct/copy/destruct
  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 largest samples (or the smallest samples in case of the left tail), the absolute tail means are computed and returned as an iterator range. Alternatively, the relative tail means are returned, which are the absolute tail means normalized with the (non-coherent) sample tail mean .

Equation 1.17. 


Equation 1.18. 


Equation 1.19. 


Equation 1.20. 


tail_variate_means_impl public construct/copy/destruct

  1. tail_variate_means_impl(dont_care);

tail_variate_means_impl public member functions

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

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