Tail quantile estimation based on order statistics (for both left and right tails) More...
#include <statistics_fwd.hpp>
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) |
Tail quantile estimation based on order statistics (for both left and right tails)
The estimation of a tail quantile with level based on order statistics requires the caching of at least the smallest or the largest samples, being the total number of samples. The largest of the smallest samples or the smallest of the largest samples provides an estimate for the quantile:
quantile_probability |
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inherited |
typedef Sample boost::accumulators::impl::tail_quantile_impl< Sample, 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 |