...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_tail_variate_means_impl — Estimation of the absolute and relative weighted tail variate means (for both left and right tails)
// In header: <boost/accumulators/statistics_fwd.hpp> template<typename Sample, typename Weight, typename Impl, typename LeftRight, typename VariateType> struct weighted_tail_variate_means_impl : public accumulator_base { // construct/copy/destruct weighted_tail_variate_means_impl(dont_care); // public member functions template<typename Args> result_type result(Args const &) const; template<typename Archive> void serialize(Archive &, const unsigned int); };
For all -th variates associated to the
smallest samples (left tail) or the weighted mean of the
largest samples (right tail), the absolute weighted tail means are computed and returned as an iterator range. Alternatively, the relative weighted tail means are returned, which are the absolute weighted tail means normalized with the weighted (non-coherent) sample tail mean .