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

This is an old version of boost. Click here for the latest version's documentation home page.
PrevUpHomeNext

Struct template weighted_tail_quantile_impl

boost::accumulators::impl::weighted_tail_quantile_impl — Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)

Synopsis

// In header: <boost/accumulators/statistics_fwd.hpp>

template<typename Sample, typename Weight, typename LeftRight> 
struct weighted_tail_quantile_impl : public accumulator_base {
  // construct/copy/destruct
  weighted_tail_quantile_impl(dont_care);

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

Description

An estimator of tail quantiles with level based on order statistics of weighted samples are given by (left tail) and (right tail), where

Equation 1.34. 


and

Equation 1.35. 


being the number of samples and the sum of all weights.

weighted_tail_quantile_impl public construct/copy/destruct

  1. weighted_tail_quantile_impl(dont_care);

weighted_tail_quantile_impl public member functions

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

PrevUpHomeNext