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Struct template coherent_tail_mean_impl

boost::accumulators::impl::coherent_tail_mean_impl — Estimation of the coherent tail mean based on order statistics (for both left and right tails)

Synopsis

// In header: <boost/accumulators/statistics/tail_mean.hpp>

template<typename Sample, typename LeftRight> 
struct coherent_tail_mean_impl : public  {
  // types
  typedef  ; 
  typedef                                                     ;

  // construct/copy/destruct
  ();

  // public member functions
  template<typename Args>  () ;
  template<typename Archive>  (, );
};

Description

The coherent tail mean is equal to the non-coherent tail mean plus a correction term that ensures coherence in case of non-continuous distributions.

Equation 1.20. 


Equation 1.21. 


coherent_tail_mean_impl public construct/copy/destruct

  1. ();

coherent_tail_mean_impl public member functions

  1. template<typename Args>  ( args) ;
  2. template<typename Archive> 
       ( ar,  file_version);

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