Struct template weighted_tail_quantile_impl

boost::accumulators::impl::weighted_tail_quantile_impl — Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)

Synopsis

// In header: <boost/accumulators/statistics/weighted_tail_quantile.hpp>

template<typename Sample, typename Weight, typename LeftRight> 
struct weighted_tail_quantile_impl : public accumulator_base {
  // types
  typedef numeric::functional::fdiv< Weight, std::size_t >::result_type float_type; 
  typedef Sample                                                        result_type;

  // construct/copy/destruct
  weighted_tail_quantile_impl(dont_care);

  // public member functions
  template<typename Args> result_type result(Args const &) const;
};

Description

An estimator of tail quantiles with level based on order statistics of weighted samples are given by (left tail) and (right tail), where \f[ \lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\} \f] and \f[ \rho = \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\}, \f] being the number of samples and the sum of all weights.

`weighted_tail_quantile_impl` public construct/copy/destruct

```
weighted_tail_quantile_impl(dont_care);
```

`weighted_tail_quantile_impl` public member functions

template<typename Args> result_type result(Args const & args) const;

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