Quantile Estimation based on Peaks over Threshold Method (for both left and right tails) More...
#include <statistics_fwd.hpp>
Public Types | |
typedef numeric::functional::fdiv < Sample, std::size_t > ::result_type | float_type |
typedef float_type | result_type |
typedef mpl::false_ | is_droppable |
Public Member Functions | |
pot_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) |
Quantile Estimation based on Peaks over Threshold Method (for both left and right tails)
Computes an estimate
for a right or left extreme quantile, , and being the parameters of the generalized Pareto distribution that approximates the right tail of the distribution (or the mirrored left tail, in case the left tail is used). In the latter case, the result is mirrored back, yielding the correct result.
typedef numeric::functional::fdiv<Sample, std::size_t>::result_type boost::accumulators::impl::pot_quantile_impl< Sample, Impl, LeftRight >::float_type |
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inherited |
typedef float_type boost::accumulators::impl::pot_quantile_impl< Sample, Impl, LeftRight >::result_type |
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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 pow(), and boost::program_options::value().