Struct template non_coherent_weighted_tail_mean_impl

boost::accumulators::impl::non_coherent_weighted_tail_mean_impl — Estimation of the (non-coherent) weighted tail mean based on order statistics (for both left and right tails)

Synopsis

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

template<typename Sample, typename Weight, typename LeftRight> 
struct non_coherent_weighted_tail_mean_impl : public accumulator_base {
  // types
  typedef numeric::functional::multiplies< Sample, Weight >::result_type         weighted_sample;
  typedef numeric::functional::fdiv< Weight, std::size_t >::result_type          float_type;     
  typedef numeric::functional::fdiv< weighted_sample, std::size_t >::result_type result_type;    

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

Description

An estimation of the non-coherent, weighted tail mean is given by the weighted mean of the

Equation 1.38.

smallest samples (left tail) or the weighted mean of the

Equation 1.39.

largest samples (right tail) above a quantile of level , being the total number of sample and the sum of all weights:

Equation 1.40.

Equation 1.41.

`non_coherent_weighted_tail_mean_impl` public member functions

non_coherent_weighted_tail_mean_impl(dont_care);

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

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