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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)
// In header: <boost/accumulators/statistics_fwd.hpp> template<typename Sample, typename Weight, typename LeftRight> struct non_coherent_weighted_tail_mean_impl : public accumulator_base { // construct/copy/destruct non_coherent_weighted_tail_mean_impl(dont_care); // public member functions template<typename Args> result_type result(Args const &) const; };
An estimation of the non-coherent, weighted tail mean is given by the weighted mean of the
smallest samples (left tail) or the weighted mean of the
largest samples (right tail) above a quantile of level , being the total number of sample and the sum of all weights: