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25 | <div class="refentry"> | |
26 | <a name="boost.accumulators.impl.weighted_tail_quantile__id330053"></a><div class="titlepage"></div> | |
27 | <div class="refnamediv"> | |
28 | <h2><span class="refentrytitle">Struct template weighted_tail_quantile_impl</span></h2> | |
29 | <p>boost::accumulators::impl::weighted_tail_quantile_impl — Tail quantile estimation based on order statistics of weighted samples (for both left and right tails). </p> | |
30 | </div> | |
31 | <h2 xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv-title">Synopsis</h2> | |
32 | <div xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv"><pre class="synopsis"><span class="comment">// In header: <<a class="link" href="../../../document_to_test_formatting/accumulators.html#header.doc.test.weighted_tail_quantile_hpp" title="Header <doc/test/weighted_tail_quantile.hpp>">doc/test/weighted_tail_quantile.hpp</a>> | |
33 | ||
34 | </span><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Sample<span class="special">,</span> <span class="keyword">typename</span> Weight<span class="special">,</span> <span class="keyword">typename</span> LeftRight<span class="special">></span> | |
35 | <span class="keyword">struct</span> <a class="link" href="weighted_tail_quantile__id330053.html" title="Struct template weighted_tail_quantile_impl">weighted_tail_quantile_impl</a> <span class="special">{</span> | |
36 | <span class="comment">// types</span> | |
37 | <span class="keyword">typedef</span> <span class="identifier">numeric</span><span class="special">::</span><span class="identifier">functional</span><span class="special">::</span><span class="identifier">average</span><span class="special"><</span> <span class="identifier">Weight</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span> <span class="special">></span><span class="special">::</span><span class="identifier">result_type</span> <a name="boost.accumulators.impl.weighted_tail_quantile__id330053.float_type"></a><span class="identifier">float_type</span><span class="special">;</span> | |
38 | <span class="keyword">typedef</span> <span class="identifier">Sample</span> <a name="boost.accumulators.impl.weighted_tail_quantile__id330053.result_type"></a><span class="identifier">result_type</span><span class="special">;</span> | |
39 | ||
40 | <span class="comment">// <a class="link" href="weighted_tail_quantile__id330053.html#boost.accumulators.impl.weighted_tail_quantile__id330053construct-copy-destruct">construct/copy/destruct</a></span> | |
41 | <a class="link" href="weighted_tail_quantile__id330053.html#id330297-bb"><span class="identifier">weighted_tail_quantile_impl</span></a><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span><span class="special">;</span> | |
42 | ||
43 | <span class="comment">// <a class="link" href="weighted_tail_quantile__id330053.html#id330273-bb">public member functions</a></span> | |
44 | <span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <span class="identifier">result_type</span> <a class="link" href="weighted_tail_quantile__id330053.html#id330277-bb"><span class="identifier">result</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span> | |
45 | <span class="special">}</span><span class="special">;</span></pre></div> | |
46 | <div class="refsect1"> | |
47 | <a name="id779890"></a><h2>Description</h2> | |
48 | <p>An estimator <span class="inlinemediaobject"><img src="../../../images/accumulators/form_0.png"></span> of tail quantiles with level <span class="inlinemediaobject"><img src="../../../images/accumulators/form_1.png"></span> based on order statistics <span class="inlinemediaobject"><img src="../../../images/accumulators/form_2.png"></span> of weighted samples are given by <span class="inlinemediaobject"><img src="../../../images/accumulators/form_3.png"></span> (left tail) and <span class="inlinemediaobject"><img src="../../../images/accumulators/form_4.png"></span> (right tail), where</p> | |
49 | <div class="equation"> | |
50 | <a name="id779998"></a><p class="title"><b>Equation 1. </b></p> | |
51 | <div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators/form_5.png" align="middle"></div></div> | |
52 | </div> | |
53 | <p><br class="equation-break"></p> | |
54 | <p>and</p> | |
55 | <div class="equation"> | |
56 | <a name="id780026"></a><p class="title"><b>Equation 2. </b></p> | |
57 | <div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators/form_6.png" align="middle"></div></div> | |
58 | </div> | |
59 | <p><br class="equation-break"></p> | |
60 | <p><span class="inlinemediaobject"><img src="../../../images/accumulators/form_7.png"></span> being the number of samples and <span class="inlinemediaobject"><img src="../../../images/accumulators/form_8.png"></span> the sum of all weights.</p> | |
61 | <p> | |
62 | </p> | |
63 | <div class="refsect2"> | |
64 | <a name="id780095"></a><h3> | |
65 | <a name="boost.accumulators.impl.weighted_tail_quantile__id330053construct-copy-destruct"></a><code class="computeroutput">weighted_tail_quantile_impl</code> | |
66 | public | |
67 | construct/copy/destruct</h3> | |
68 | <div class="orderedlist"><ol class="orderedlist" type="1"><li class="listitem"><pre class="literallayout"><a name="id330297-bb"></a><span class="identifier">weighted_tail_quantile_impl</span><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span><span class="special">;</span></pre></li></ol></div> | |
69 | </div> | |
70 | <div class="refsect2"> | |
71 | <a name="id780149"></a><h3> | |
72 | <a name="id330273-bb"></a><code class="computeroutput">weighted_tail_quantile_impl</code> public member functions</h3> | |
73 | <div class="orderedlist"><ol class="orderedlist" type="1"><li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <span class="identifier">result_type</span> <a name="id330277-bb"></a><span class="identifier">result</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span> args<span class="special">)</span> <span class="keyword">const</span><span class="special">;</span></pre></li></ol></div> | |
74 | </div> | |
75 | </div> | |
76 | </div> | |
77 | <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> | |
78 | <td align="left"></td> | |
79 | <td align="right"><div class="copyright-footer">Copyright © 2007 John Maddock, Joel de Guzman, Eric Niebler and Matias | |
80 | Capeletto<p> | |
81 | Distributed under the Boost Software License, Version 1.0. (See accompanying | |
82 | file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) | |
83 | </p> | |
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