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Struct template non_coherent_tail_mean_impl

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


// In header: <boost/accumulators/statistics_fwd.hpp>

template<typename Sample, typename LeftRight> 
struct non_coherent_tail_mean_impl : public accumulator_base {
  // construct/copy/destruct

  // public member functions
  template<typename Args> result_type result(Args const &) const;
  template<typename Archive> void serialize(Archive &, const unsigned int);


An estimation of the non-coherent tail mean is given by the mean of the smallest samples (left tail) or the mean of the largest samples (right tail), being the total number of samples and the quantile level:

Equation 1.22. 

Equation 1.23. 

It thus requires the caching of at least the smallest or the largest samples.

non_coherent_tail_mean_impl public construct/copy/destruct

  1. non_coherent_tail_mean_impl(dont_care);

non_coherent_tail_mean_impl public member functions

  1. template<typename Args> result_type result(Args const & args) const;
  2. template<typename Archive> 
      void serialize(Archive & ar, const unsigned int file_version);