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boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType > Struct Template Reference

Estimation of the absolute and relative weighted tail variate means (for both left and right tails) More...

#include <statistics_fwd.hpp>

Inheritance diagram for boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >:
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Collaboration diagram for boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >:
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Public Types

typedef
numeric::functional::fdiv
< Weight, Weight >
::result_type 		float_type
 
typedef
numeric::functional::fdiv
< typename
numeric::functional::multiplies
< VariateType, Weight >
::result_type, Weight >
::result_type 		array_type
 
typedef iterator_range
< typename
array_type::iterator > 		result_type
 
typedef mpl::false_ is_droppable
 

Public Member Functions

 weighted_tail_variate_means_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)
 

Detailed Description

template<typename Sample, typename Weight, typename Impl, typename LeftRight, typename VariateType>
struct boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >

Estimation of the absolute and relative weighted tail variate means (for both left and right tails)

For all $j$-th variates associated to the

\[ \lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\} \]

smallest samples (left tail) or the weighted mean of the

\[ n + 1 - \rho = n + 1 - \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\} \]

largest samples (right tail), the absolute weighted tail means $\widehat{ATM}_{n,\alpha}(X, j)$ are computed and returned as an iterator range. Alternatively, the relative weighted tail means $\widehat{RTM}_{n,\alpha}(X, j)$ are returned, which are the absolute weighted tail means normalized with the weighted (non-coherent) sample tail mean $\widehat{NCTM}_{n,\alpha}(X)$.

\[ \widehat{ATM}_{n,\alpha}^{\mathrm{right}}(X, j) = \frac{1}{\sum_{i=\rho}^n w_i} \sum_{i=\rho}^n w_i \xi_{j,i} \]

\[ \widehat{ATM}_{n,\alpha}^{\mathrm{left}}(X, j) = \frac{1}{\sum_{i=1}^{\lambda}} \sum_{i=1}^{\lambda} w_i \xi_{j,i} \]

\[ \widehat{RTM}_{n,\alpha}^{\mathrm{right}}(X, j) = \frac{\sum_{i=\rho}^n w_i \xi_{j,i}} {\sum_{i=\rho}^n w_i \widehat{NCTM}_{n,\alpha}^{\mathrm{right}}(X)} \]

\[ \widehat{RTM}_{n,\alpha}^{\mathrm{left}}(X, j) = \frac{\sum_{i=1}^{\lambda} w_i \xi_{j,i}} {\sum_{i=1}^{\lambda} w_i \widehat{NCTM}_{n,\alpha}^{\mathrm{left}}(X)} \]

Member Typedef Documentation

template<typename Sample , typename Weight , typename Impl , typename LeftRight , typename VariateType >
typedef numeric::functional::fdiv<typename numeric::functional::multiplies<VariateType, Weight>::result_type, Weight>::result_type boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >::array_type
template<typename Sample , typename Weight , typename Impl , typename LeftRight , typename VariateType >
typedef numeric::functional::fdiv<Weight, Weight>::result_type boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >::float_type
typedef mpl::false_ boost::accumulators::accumulator_base::is_droppable
inherited
template<typename Sample , typename Weight , typename Impl , typename LeftRight , typename VariateType >
typedef iterator_range<typename array_type::iterator> boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >::result_type

Constructor & Destructor Documentation

template<typename Sample , typename Weight , typename Impl , typename LeftRight , typename VariateType >
boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >::weighted_tail_variate_means_impl ( dont_care  )
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 , typename LeftRight , typename VariateType >
template<typename Args >
result_type boost::accumulators::impl::weighted_tail_variate_means_impl< Sample, Weight, Impl, LeftRight, VariateType >::result ( Args const &  args) const
inline

References boost::asio::begin, boost::bind2nd(), std::fill(), boost::inner_product(), boost::make_iterator_range(), boost::n, boost::accumulators::extract::non_coherent_weighted_tail_mean, boost::size(), boost::accumulators::extract::sum, boost::accumulators::extract::sum_of_weights, boost::accumulators::extract::tail, boost::accumulators::extract::tail_variate, boost::accumulators::extract::tail_weights, boost::throw_exception(), boost::fusion::transform(), and boost::program_options::value().

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