...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::peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.
// In header: <boost/accumulators/statistics_fwd.hpp> template<typename Sample, typename LeftRight> struct peaks_over_threshold_prob_impl : public accumulator_base { // construct/copy/destruct template<typename Args> peaks_over_threshold_prob_impl(Args const &); // public member functions void operator()(dont_care); template<typename Args> result_type result(Args const &) const; };