STRUCT TEMP(3)

NAME
boost::accumulators::impl::tail_quantile_impl - Tail quantile estimation based on order statistics (for both left and right tails)

SYNOPSIS

// In header: <boost/accumulators/statistics/tail_quantile.hpp>
template<typename Sample, typename LeftRight>
struct tail_quantile_impl {
  // types
  typedef Sample result_type;
  // construct/copy/destruct
  tail_quantile_impl(dont_care);
  // public member functions
  template<typename Args> result_type result(Args const &) const;
};

DESCRIPTION

The estimation of a tail quantile [1][IMAGE][2] [$ with level [3][IMAGE][4] [$lpha$] based on order statistics requires the chaching of at least the [5][IMAGE][6] [$eil$] smallest or the [7][IMAGE][8] [$eil$] largest samples, [9][IMAGE][10] [$n$] being the total number of samples. The largest of the [11][IMAGE][6] [$eil$] smallest samples or the smallest of the [12][IMAGE][8] [$eil$] largest samples provides an estimate for the quantile:

Equation 1.16.  [13].sp .RS 4 [IMAGE][14] \[ \hat{q}_{n,\alpha} = X_{\lceil \alpha n \rceil:n} \] .RE

  tail_quantile_impl public construct/copy/destruct

    1.

    tail_quantile_impl(dont_care);

  tail_quantile_impl public member functions

    1.

    template<typename Args> result_type result(Args const & args) const;