Peaks over Threshold Method for Quantile and Tail Mean Estimation. More...
#include <statistics_fwd.hpp>
Public 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 |
typedef mpl::false_ | is_droppable |
Public Member Functions | |
template<typename Args > | |
peaks_over_threshold_prob_impl (Args const &args) | |
void | operator() (dont_care) |
template<typename Args > | |
result_type | result (Args const &args) const |
detail::void_ | add_ref (dont_care) |
detail::void_ | drop (dont_care) |
detail::void_ | on_drop (dont_care) |
Peaks over Threshold Method for Quantile and Tail Mean Estimation.
quantile_probability | |
pot_threshold_probability |
typedef numeric::functional::fdiv<Sample, std::size_t>::result_type boost::accumulators::impl::peaks_over_threshold_prob_impl< Sample, LeftRight >::float_type |
|
inherited |
typedef boost::tuple<float_type, float_type, float_type> boost::accumulators::impl::peaks_over_threshold_prob_impl< Sample, LeftRight >::result_type |
typedef mpl::int_<is_same<LeftRight, left>::value ? -1 : 1> boost::accumulators::impl::peaks_over_threshold_prob_impl< Sample, LeftRight >::sign |
|
inline |
|
inlineinherited |
|
inlineinherited |
|
inlineinherited |
|
inline |
|
inline |