Boost  v1.57.0
doxygen for www.boost.org
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
Public Types | Public Member Functions | List of all members
boost::accumulators::impl::tail_quantile_impl< Sample, LeftRight > Struct Template Reference

Tail quantile estimation based on order statistics (for both left and right tails) More...

#include <statistics_fwd.hpp>

Inheritance diagram for boost::accumulators::impl::tail_quantile_impl< Sample, LeftRight >:
Inheritance graph
[legend]
Collaboration diagram for boost::accumulators::impl::tail_quantile_impl< Sample, LeftRight >:
Collaboration graph
[legend]

Public Types

typedef Sample result_type
 
typedef mpl::false_ is_droppable
 

Public Member Functions

 tail_quantile_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)
 

Detailed Description

template<typename Sample, typename LeftRight>
struct boost::accumulators::impl::tail_quantile_impl< Sample, LeftRight >

Tail quantile estimation based on order statistics (for both left and right tails)

The estimation of a tail quantile $\hat{q}$ with level $\alpha$ based on order statistics requires the caching of at least the $\lceil n\alpha\rceil$ smallest or the $\lceil n(1-\alpha)\rceil$ largest samples, $n$ being the total number of samples. The largest of the $\lceil n\alpha\rceil$ smallest samples or the smallest of the $\lceil n(1-\alpha)\rceil$ largest samples provides an estimate for the quantile:

\[ \hat{q}_{n,\alpha} = X_{\lceil \alpha n \rceil:n} \]

Parameters
quantile_probability

Member Typedef Documentation

typedef mpl::false_ boost::accumulators::accumulator_base::is_droppable
inherited
template<typename Sample , typename LeftRight >
typedef Sample boost::accumulators::impl::tail_quantile_impl< Sample, LeftRight >::result_type

Constructor & Destructor Documentation

template<typename Sample , typename LeftRight >
boost::accumulators::impl::tail_quantile_impl< Sample, LeftRight >::tail_quantile_impl ( dont_care  )
inline

Member Function Documentation

detail::void_ boost::accumulators::accumulator_base::add_ref ( dont_care  )
inlineinherited
detail::void_ boost::accumulators::accumulator_base::drop ( dont_care  )
inlineinherited
detail::void_ boost::accumulators::accumulator_base::on_drop ( dont_care  )
inlineinherited
detail::void_ boost::accumulators::accumulator_base::operator() ( dont_care  )
inlineinherited
template<typename Sample , typename LeftRight >
template<typename Args >
result_type boost::accumulators::impl::tail_quantile_impl< Sample, LeftRight >::result ( Args const &  args) const
inline

References boost::asio::begin, boost::chrono::ceil(), count, boost::n, boost::size(), boost::accumulators::extract::tail, boost::throw_exception(), and boost::program_options::value().

The documentation for this struct was generated from the following file: