boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl > Struct Template Reference

Single quantile estimation with the algorithm for weighted samples. More...

#include <statistics_fwd.hpp>

Inheritance diagram for boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >:

Collaboration diagram for boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >:

Public Types
typedef numeric::functional::multiplies < Sample, Weight > ::result_type	weighted_sample
typedef numeric::functional::fdiv < weighted_sample, std::size_t > ::result_type	float_type
typedef array< float_type, 5 >	array_type
typedef float_type	result_type
typedef mpl::false_	is_droppable

Public Member Functions
template<typename Args >
	weighted_p_square_quantile_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, typename Weight, typename Impl>
struct boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >

Single quantile estimation with the algorithm for weighted samples.

This version of the algorithm extends the algorithm to support weighted samples. The algorithm estimates a quantile dynamically without storing samples. Instead of storing the whole sample cumulative distribution, only five points (markers) are stored. The heights of these markers are the minimum and the maximum of the samples and the current estimates of the -, - and -quantiles. Their positions are equal to the number of samples that are smaller or equal to the markers. Each time a new sample is added, the positions of the markers are updated and if necessary their heights are adjusted using a piecewise- parabolic formula.

For further details, see

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

quantile_probability

Member Typedef Documentation

template<typename Sample , typename Weight , typename Impl >

typedef array<float_type, 5> boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >::array_type

template<typename Sample , typename Weight , typename Impl >

typedef numeric::functional::fdiv<weighted_sample, std::size_t>::result_type boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >::float_type

typedef mpl::false_ boost::accumulators::accumulator_base::is_droppable

inherited

template<typename Sample , typename Weight , typename Impl >

typedef float_type boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >::result_type

template<typename Sample , typename Weight , typename Impl >

typedef numeric::functional::multiplies<Sample, Weight>::result_type boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >::weighted_sample

Constructor & Destructor Documentation

template<typename Sample , typename Weight , typename Impl >

template<typename Args >

boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >::weighted_p_square_quantile_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 , typename Weight , typename Impl >

template<typename Args >

void boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >::operator() ( Args const &  args )

inline

References boost::geometry::math::abs(), boost::array< T, N >::begin(), count, boost::fusion::distance(), boost::array< T, N >::end(), boost::multiprecision::backends::i, boost::it, boost::range::min_element(), boost::accumulators::extract::sum_of_weights, boost::swap, and boost::numeric::ublas::detail::upper_bound().

template<typename Sample , typename Weight , typename Impl >

result_type boost::accumulators::impl::weighted_p_square_quantile_impl< Sample, Weight, Impl >::result ( dont_care  ) const

inline

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

• boost_1_57_0/boost/accumulators/statistics/weighted_p_square_quantile.hpp