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+///////////////////////////////////////////////////////////////////////////////
+// weighted_tail_variate_means.hpp
+//
+//  Copyright 2006 Daniel Egloff, Olivier Gygi. Distributed under the Boost
+//  Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_VARIATE_MEANS_HPP_DE_01_01_2006
+#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_VARIATE_MEANS_HPP_DE_01_01_2006
+
+#include <numeric>
+#include <vector>
+#include <limits>
+#include <functional>
+#include <sstream>
+#include <stdexcept>
+#include <boost/throw_exception.hpp>
+#include <boost/parameter/keyword.hpp>
+#include <boost/mpl/placeholders.hpp>
+#include <boost/type_traits/is_same.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/tail.hpp>
+#include <boost/accumulators/statistics/tail_variate.hpp>
+#include <boost/accumulators/statistics/tail_variate_means.hpp>
+#include <boost/accumulators/statistics/weighted_tail_mean.hpp>
+#include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
+
+#ifdef _MSC_VER
+# pragma warning(push)
+# pragma warning(disable: 4127) // conditional expression is constant
+#endif
+
+namespace boost
+{
+    // for _BinaryOperatrion2 in std::inner_product below
+    // mutliplies two values and promotes the result to double
+    namespace numeric { namespace functional
+    {
+        ///////////////////////////////////////////////////////////////////////////////
+        // numeric::functional::multiply_and_promote_to_double
+        template<typename T, typename U>
+        struct multiply_and_promote_to_double
+          : multiplies<T, double const>
+        {
+        };
+    }}
+}
+
+namespace boost { namespace accumulators
+{
+
+namespace impl
+{
+    /**
+        @brief Estimation of the absolute and relative weighted tail variate means (for both left and right tails)
+
+        For all \f$j\f$-th variates associated to the
+
+        \f[
+            \lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
+        \f]
+
+        smallest samples (left tail) or the weighted mean of the
+
+        \f[
+            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\}
+        \f]
+
+        largest samples (right tail), the absolute weighted tail means \f$\widehat{ATM}_{n,\alpha}(X, j)\f$
+        are computed and returned as an iterator range. Alternatively, the relative weighted tail means
+        \f$\widehat{RTM}_{n,\alpha}(X, j)\f$ are returned, which are the absolute weighted tail means
+        normalized with the weighted (non-coherent) sample tail mean \f$\widehat{NCTM}_{n,\alpha}(X)\f$.
+
+        \f[
+            \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}
+        \f]
+
+        \f[
+            \widehat{ATM}_{n,\alpha}^{\mathrm{left}}(X, j) =
+                \frac{1}{\sum_{i=1}^{\lambda}}
+                \sum_{i=1}^{\lambda} w_i \xi_{j,i}
+        \f]
+
+        \f[
+            \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)}
+        \f]
+
+        \f[
+            \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)}
+        \f]
+    */
+
+    ///////////////////////////////////////////////////////////////////////////////
+    // weighted_tail_variate_means_impl
+    //  by default: absolute weighted_tail_variate_means
+    template<typename Sample, typename Weight, typename Impl, typename LeftRight, typename VariateType>
+    struct weighted_tail_variate_means_impl
+      : accumulator_base
+    {
+        typedef typename numeric::functional::average<Weight, Weight>::result_type float_type;
+        typedef typename numeric::functional::average<typename numeric::functional::multiplies<VariateType, Weight>::result_type, Weight>::result_type array_type;
+        // for boost::result_of
+        typedef iterator_range<typename array_type::iterator> result_type;
+
+        weighted_tail_variate_means_impl(dont_care) {}
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            float_type threshold = sum_of_weights(args)
+                             * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
+
+            std::size_t n = 0;
+            Weight sum = Weight(0);
+
+            while (sum < threshold)
+            {
+                if (n < static_cast<std::size_t>(tail_weights(args).size()))
+                {
+                    sum += *(tail_weights(args).begin() + n);
+                    n++;
+                }
+                else
+                {
+                    if (std::numeric_limits<float_type>::has_quiet_NaN)
+                    {
+                        std::fill(
+                            this->tail_means_.begin()
+                          , this->tail_means_.end()
+                          , std::numeric_limits<float_type>::quiet_NaN()
+                        );
+                    }
+                    else
+                    {
+                        std::ostringstream msg;
+                        msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
+                        boost::throw_exception(std::runtime_error(msg.str()));
+                    }
+                }
+            }
+
+            std::size_t num_variates = tail_variate(args).begin()->size();
+
+            this->tail_means_.clear();
+            this->tail_means_.resize(num_variates, Sample(0));
+
+            this->tail_means_ = std::inner_product(
+                tail_variate(args).begin()
+              , tail_variate(args).begin() + n
+              , tail_weights(args).begin()
+              , this->tail_means_
+              , numeric::functional::plus<array_type const, array_type const>()
+              , numeric::functional::multiply_and_promote_to_double<VariateType const, Weight const>()
+            );
+
+            float_type factor = sum * ( (is_same<Impl, relative>::value) ? non_coherent_weighted_tail_mean(args) : 1. );
+
+            std::transform(
+                this->tail_means_.begin()
+              , this->tail_means_.end()
+              , this->tail_means_.begin()
+              , std::bind2nd(numeric::functional::divides<typename array_type::value_type const, float_type const>(), factor)
+            );
+
+            return make_iterator_range(this->tail_means_);
+        }
+
+    private:
+
+        mutable array_type tail_means_;
+
+    };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::absolute_weighted_tail_variate_means
+// tag::relative_weighted_tail_variate_means
+//
+namespace tag
+{
+    template<typename LeftRight, typename VariateType, typename VariateTag>
+    struct absolute_weighted_tail_variate_means
+      : depends_on<non_coherent_weighted_tail_mean<LeftRight>, tail_variate<VariateType, VariateTag, LeftRight>, tail_weights<LeftRight> >
+    {
+        typedef accumulators::impl::weighted_tail_variate_means_impl<mpl::_1, mpl::_2, absolute, LeftRight, VariateType> impl;
+    };
+    template<typename LeftRight, typename VariateType, typename VariateTag>
+    struct relative_weighted_tail_variate_means
+      : depends_on<non_coherent_weighted_tail_mean<LeftRight>, tail_variate<VariateType, VariateTag, LeftRight>, tail_weights<LeftRight> >
+    {
+        typedef accumulators::impl::weighted_tail_variate_means_impl<mpl::_1, mpl::_2, relative, LeftRight, VariateType> impl;
+    };
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::weighted_tail_variate_means
+// extract::relative_weighted_tail_variate_means
+//
+namespace extract
+{
+    extractor<tag::abstract_absolute_tail_variate_means> const weighted_tail_variate_means = {};
+    extractor<tag::abstract_relative_tail_variate_means> const relative_weighted_tail_variate_means = {};
+
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_tail_variate_means)
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(relative_weighted_tail_variate_means)
+}
+
+using extract::weighted_tail_variate_means;
+using extract::relative_weighted_tail_variate_means;
+
+// weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(absolute) -> absolute_weighted_tail_variate_means<LeftRight, VariateType, VariateTag>
+template<typename LeftRight, typename VariateType, typename VariateTag>
+struct as_feature<tag::weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(absolute)>
+{
+    typedef tag::absolute_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> type;
+};
+
+// weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(relative) -> relative_weighted_tail_variate_means<LeftRight, VariateType, VariateTag>
+template<typename LeftRight, typename VariateType, typename VariateTag>
+struct as_feature<tag::weighted_tail_variate_means<LeftRight, VariateType, VariateTag>(relative)>
+{
+    typedef tag::relative_weighted_tail_variate_means<LeftRight, VariateType, VariateTag> type;
+};
+
+}} // namespace boost::accumulators
+
+#ifdef _MSC_VER
+# pragma warning(pop)
+#endif
+
+#endif