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25 <div class=
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26 <a name=
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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>
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>>
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>
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>
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>
53 <p><br class=
"equation-break"></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>
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>
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>
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>
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>
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"left"></td>
79 <td align=
"right"><div class=
"copyright-footer">Copyright
© 2007 John Maddock, Joel de Guzman, Eric Niebler and Matias
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>)
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