Boost C++ Libraries

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Struct template peaks_over_threshold_prob_impl

boost::accumulators::impl::peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.

Synopsis

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

template<typename Sample, typename LeftRight> 
struct peaks_over_threshold_prob_impl : public accumulator_base {
  // types
  typedef numeric::functional::fdiv< Sample, std::size_t >::result_type float_type; 
  typedef boost::tuple< float_type, float_type, float_type >            result_type;
  typedef mpl::int_< is_same< LeftRight, left >::value ? -1 :1 >        sign;       

  // construct/copy/destruct
  template<typename Args> peaks_over_threshold_prob_impl(Args const &);

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

Description

See Also:

peaks_over_threshold_impl

`peaks_over_threshold_prob_impl` public construct/copy/destruct

template<typename Args> peaks_over_threshold_prob_impl(Args const & args);

`peaks_over_threshold_prob_impl` public member functions

```
void operator()(dont_care);
```

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

template<typename Archive> 
  void serialize(Archive & ar, const unsigned int file_version);