Estimation of the (non-coherent) weighted tail mean based on order statistics (for both left and right tails) More...
#include <statistics_fwd.hpp>
Public Types | |
typedef numeric::functional::multiplies < Sample, Weight > ::result_type | weighted_sample |
typedef numeric::functional::fdiv < Weight, std::size_t > ::result_type | float_type |
typedef numeric::functional::fdiv < weighted_sample, std::size_t > ::result_type | result_type |
typedef mpl::false_ | is_droppable |
Public Member Functions | |
non_coherent_weighted_tail_mean_impl (dont_care) | |
template<typename Args > | |
result_type | result (Args const &args) const |
detail::void_ | operator() (dont_care) |
detail::void_ | add_ref (dont_care) |
detail::void_ | drop (dont_care) |
detail::void_ | on_drop (dont_care) |
Estimation of the (non-coherent) weighted tail mean based on order statistics (for both left and right tails)
An estimation of the non-coherent, weighted tail mean is given by the weighted mean of the
smallest samples (left tail) or the weighted mean of the
largest samples (right tail) above a quantile of level , being the total number of sample and the sum of all weights:
quantile_probability |
typedef numeric::functional::fdiv<Weight, std::size_t>::result_type boost::accumulators::impl::non_coherent_weighted_tail_mean_impl< Sample, Weight, LeftRight >::float_type |
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inherited |
typedef numeric::functional::fdiv<weighted_sample, std::size_t>::result_type boost::accumulators::impl::non_coherent_weighted_tail_mean_impl< Sample, Weight, LeftRight >::result_type |
typedef numeric::functional::multiplies<Sample, Weight>::result_type boost::accumulators::impl::non_coherent_weighted_tail_mean_impl< Sample, Weight, LeftRight >::weighted_sample |
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inline |
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inlineinherited |
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inlineinherited |
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inlineinherited |
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inlineinherited |
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inline |
References boost::asio::begin, boost::inner_product(), boost::n, boost::size(), boost::accumulators::extract::sum, boost::accumulators::extract::sum_of_weights, boost::accumulators::extract::tail, boost::accumulators::extract::tail_weights, boost::throw_exception(), and boost::program_options::value().