...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.
// 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; };