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Struct template weighted_tail_variate_means_impl

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/weighted_tail_variate_means.hpp>

template<typename Sample, typename Weight, typename Impl, typename LeftRight, 
         typename VariateType> 
struct weighted_tail_variate_means_impl : public accumulator_base {
  // types
  typedef numeric::functional::fdiv< Weight, Weight >::result_type                                                                      float_type; 
  typedef numeric::functional::fdiv< typenamenumeric::functional::multiplies< VariateType, Weight >::result_type, Weight >::result_type array_type; 
  typedef iterator_range< typename array_type::iterator >                                                                               result_type;

  // construct/copy/destruct

  // 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

Equation 1.42. 

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

Equation 1.43. 

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 .

Equation 1.44. 

Equation 1.45. 

Equation 1.46. 

Equation 1.47. 

weighted_tail_variate_means_impl public construct/copy/destruct

  1. weighted_tail_variate_means_impl(dont_care);

weighted_tail_variate_means_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);