boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight > Struct Template Reference

Peaks over Threshold Method for Quantile and Tail Mean Estimation. More...

#include <statistics_fwd.hpp>

Inheritance diagram for boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >:

Collaboration diagram for boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >:

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

Public Member Functions
template<typename Args >
	weighted_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)

Detailed Description

template<typename Sample, typename Weight, typename LeftRight>
struct boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >

Peaks over Threshold Method for Quantile and Tail Mean Estimation.

See also

weighted_peaks_over_threshold_impl

Parameters

quantile_probability
pot_threshold_probability

Member Typedef Documentation

template<typename Sample , typename Weight , typename LeftRight >

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

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

inherited

template<typename Sample , typename Weight , typename LeftRight >

typedef boost::tuple<float_type, float_type, float_type> boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >::result_type

template<typename Sample , typename Weight , typename LeftRight >

typedef numeric::functional::multiplies<Weight, Sample>::result_type boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >::weighted_sample

Constructor & Destructor Documentation

template<typename Sample , typename Weight , typename LeftRight >

template<typename Args >

boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >::weighted_peaks_over_threshold_prob_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

template<typename Sample , typename Weight , typename LeftRight >

void boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >::operator() ( dont_care  )

inline

template<typename Sample , typename Weight , typename LeftRight >

template<typename Args >

result_type boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl< Sample, Weight, LeftRight >::result ( Args const &  args ) const

inline

References boost::asio::begin, boost::fusion::make_tuple(), boost::n, pow(), boost::size(), boost::accumulators::extract::sum, boost::accumulators::extract::sum_of_weights, boost::accumulators::extract::tail, boost::accumulators::extract::tail_weights, boost::throw_exception(), and boost::program_options::value().

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

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