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boost::accumulators::impl::extended_p_square_impl< Sample > Struct Template Reference

Multiple quantile estimation with the extended $P^2$ algorithm. More...

#include <statistics_fwd.hpp>

Inheritance diagram for boost::accumulators::impl::extended_p_square_impl< Sample >:
Collaboration diagram for boost::accumulators::impl::extended_p_square_impl< Sample >:

Public Types

typedef
numeric::functional::fdiv
< Sample, std::size_t >
::result_type 
float_type
 
typedef std::vector< float_typearray_type
 
typedef iterator_range
< detail::lvalue_index_iterator
< permutation_iterator
< typename
array_type::const_iterator,
detail::times2_iterator > > > 
result_type
 
typedef mpl::false_ is_droppable
 

Public Member Functions

template<typename Args >
 extended_p_square_impl (Args const &args)
 
template<typename Args >
void operator() (Args const &args)
 
result_type result (dont_care) 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>
struct boost::accumulators::impl::extended_p_square_impl< Sample >

Multiple quantile estimation with the extended $P^2$ algorithm.

Extended $P^2$ algorithm for estimation of several quantiles without storing samples. Assume that $m$ quantiles $\xi_{p_1}, \ldots, \xi_{p_m}$ are to be estimated. Instead of storing the whole sample cumulative distribution, the algorithm maintains only $m+2$ principal markers and $m+1$ middle markers, whose positions are updated with each sample and whose heights are adjusted (if necessary) using a piecewise-parablic formula. The heights of these central markers are the current estimates of the quantiles and returned as an iterator range.

For further details, see

K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49, Number 4 (October), 1986, p. 159-164.

The extended $ P^2 $ algorithm generalizes the $ P^2 $ algorithm of

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

Parameters
extended_p_square_probabilitiesA vector of quantile probabilities.

Member Typedef Documentation

template<typename Sample >
typedef std::vector<float_type> boost::accumulators::impl::extended_p_square_impl< Sample >::array_type
template<typename Sample >
typedef numeric::functional::fdiv<Sample, std::size_t>::result_type boost::accumulators::impl::extended_p_square_impl< Sample >::float_type
template<typename Sample >
typedef iterator_range< detail::lvalue_index_iterator< permutation_iterator< typename array_type::const_iterator , detail::times2_iterator > > > boost::accumulators::impl::extended_p_square_impl< Sample >::result_type

Constructor & Destructor Documentation

template<typename Sample >
template<typename Args >
boost::accumulators::impl::extended_p_square_impl< Sample >::extended_p_square_impl ( Args const &  args)
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 >
template<typename Args >
void boost::accumulators::impl::extended_p_square_impl< Sample >::operator() ( Args const &  args)
inline

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