From 4fadd968fa12130524c8380f33fcfe25d4de79e5 Mon Sep 17 00:00:00 2001 From: DongHun Kwak Date: Wed, 13 Sep 2017 11:24:46 +0900 Subject: Imported Upstream version 1.65.0 Change-Id: Icf8400b375482cb11bcf77440a6934ba360d6ba4 Signed-off-by: DongHun Kwak --- .../accumulators/impl/coherent_tail_mean_impl.html | 34 +++--- doc/html/boost/accumulators/impl/count_impl.html | 22 ++-- .../boost/accumulators/impl/covariance_impl.html | 30 ++--- doc/html/boost/accumulators/impl/density_impl.html | 22 ++-- .../accumulators/impl/error_of_mean_impl.html | 18 +-- .../impl/extended_p_sq_idp411064352.html | 75 ------------ .../impl/extended_p_sq_idp428875488.html | 75 ++++++++++++ .../accumulators/impl/extended_p_square_impl.html | 34 +++--- .../accumulators/impl/immediate_mean_impl.html | 22 ++-- .../impl/immediate_rol_idp408540944.html | 79 ------------- .../impl/immediate_rol_idp410515456.html | 131 --------------------- .../impl/immediate_rol_idp428241424.html | 79 +++++++++++++ .../impl/immediate_rol_idp428326592.html | 131 +++++++++++++++++++++ .../impl/immediate_wei_idp417336144.html | 76 ------------ .../impl/immediate_wei_idp438853376.html | 76 ++++++++++++ .../boost/accumulators/impl/kurtosis_impl.html | 32 ++--- .../accumulators/impl/lazy_rolling_mean_impl.html | 24 ++-- .../impl/lazy_rolling_variance_impl.html | 36 +++--- .../accumulators/impl/lazy_variance_impl.html | 30 ++--- .../impl/lazy_weighted_idp417589936.html | 78 ------------ .../impl/lazy_weighted_idp439107168.html | 78 ++++++++++++ doc/html/boost/accumulators/impl/max_impl.html | 22 ++-- doc/html/boost/accumulators/impl/mean_impl.html | 18 +-- doc/html/boost/accumulators/impl/median_impl.html | 22 ++-- doc/html/boost/accumulators/impl/min_impl.html | 28 ++--- doc/html/boost/accumulators/impl/moment_impl.html | 32 ++--- .../impl/non_coherent__idp417084144.html | 86 -------------- .../impl/non_coherent__idp417492272.html | 97 --------------- .../impl/non_coherent__idp438601376.html | 86 ++++++++++++++ .../impl/non_coherent__idp439009504.html | 97 +++++++++++++++ .../impl/p_square_cumu_idp411233360.html | 82 ------------- .../impl/p_square_cumu_idp438494992.html | 82 +++++++++++++ .../accumulators/impl/p_square_quantile_impl.html | 32 ++--- .../impl/peaks_over_th_idp411184640.html | 81 ------------- .../impl/peaks_over_th_idp438450864.html | 81 +++++++++++++ .../impl/peaks_over_threshold_impl.html | 64 +++++----- .../boost/accumulators/impl/pot_quantile_impl.html | 30 ++--- .../accumulators/impl/pot_tail_mean_impl.html | 30 ++--- .../impl/reference_accumulator_impl.html | 26 ++-- .../accumulators/impl/rolling_count_impl.html | 18 +-- .../accumulators/impl/rolling_moment_impl.html | 32 ++--- .../boost/accumulators/impl/rolling_sum_impl.html | 22 ++-- .../accumulators/impl/rolling_window_impl.html | 18 +-- .../impl/rolling_window_plus1_impl.html | 34 +++--- .../boost/accumulators/impl/skewness_impl.html | 26 ++-- doc/html/boost/accumulators/impl/sum_impl.html | 22 ++-- .../boost/accumulators/impl/sum_kahan_impl.html | 22 ++-- doc/html/boost/accumulators/impl/tail_impl.html | 40 +++---- .../accumulators/impl/tail_quantile_impl.html | 30 ++--- .../boost/accumulators/impl/tail_variate_impl.html | 32 ++--- .../accumulators/impl/tail_variate_means_impl.html | 36 +++--- .../accumulators/impl/value_accumulator_impl.html | 26 ++-- .../boost/accumulators/impl/variance_impl.html | 46 ++++---- .../impl/weighted_covariance_impl.html | 30 ++--- .../accumulators/impl/weighted_density_impl.html | 22 ++-- .../impl/weighted_exte_idp417366608.html | 83 ------------- .../impl/weighted_exte_idp438883840.html | 83 +++++++++++++ .../accumulators/impl/weighted_kurtosis_impl.html | 26 ++-- .../accumulators/impl/weighted_mean_impl.html | 26 ++-- .../accumulators/impl/weighted_median_impl.html | 28 ++--- .../accumulators/impl/weighted_moment_impl.html | 34 +++--- .../impl/weighted_p_sq_idp417411152.html | 86 -------------- .../impl/weighted_p_sq_idp417426848.html | 81 ------------- .../impl/weighted_p_sq_idp438928384.html | 86 ++++++++++++++ .../impl/weighted_p_sq_idp438944080.html | 81 +++++++++++++ .../impl/weighted_peak_idp417344752.html | 81 ------------- .../impl/weighted_peak_idp417356112.html | 83 ------------- .../impl/weighted_peak_idp438861984.html | 81 +++++++++++++ .../impl/weighted_peak_idp438873344.html | 83 +++++++++++++ .../accumulators/impl/weighted_skewness_impl.html | 32 ++--- .../boost/accumulators/impl/weighted_sum_impl.html | 22 ++-- .../accumulators/impl/weighted_sum_kahan_impl.html | 28 ++--- .../impl/weighted_tail_idp417525184.html | 87 -------------- .../impl/weighted_tail_idp417554432.html | 106 ----------------- .../impl/weighted_tail_idp439042416.html | 87 ++++++++++++++ .../impl/weighted_tail_idp439071664.html | 106 +++++++++++++++++ .../accumulators/impl/weighted_variance_impl.html | 34 +++--- .../impl/with_density__idp417306288.html | 77 ------------ .../impl/with_density__idp438823520.html | 77 ++++++++++++ .../impl/with_density_median_impl.html | 30 ++--- .../impl/with_p_square_idp411136160.html | 79 ------------- .../impl/with_p_square_idp417319184.html | 79 ------------- .../impl/with_p_square_idp428947296.html | 79 +++++++++++++ .../impl/with_p_square_idp438836416.html | 79 +++++++++++++ 84 files changed, 2289 insertions(+), 2289 deletions(-) delete mode 100644 doc/html/boost/accumulators/impl/extended_p_sq_idp411064352.html create mode 100644 doc/html/boost/accumulators/impl/extended_p_sq_idp428875488.html delete mode 100644 doc/html/boost/accumulators/impl/immediate_rol_idp408540944.html delete mode 100644 doc/html/boost/accumulators/impl/immediate_rol_idp410515456.html create mode 100644 doc/html/boost/accumulators/impl/immediate_rol_idp428241424.html create mode 100644 doc/html/boost/accumulators/impl/immediate_rol_idp428326592.html delete mode 100644 doc/html/boost/accumulators/impl/immediate_wei_idp417336144.html create mode 100644 doc/html/boost/accumulators/impl/immediate_wei_idp438853376.html delete mode 100644 doc/html/boost/accumulators/impl/lazy_weighted_idp417589936.html create mode 100644 doc/html/boost/accumulators/impl/lazy_weighted_idp439107168.html delete mode 100644 doc/html/boost/accumulators/impl/non_coherent__idp417084144.html delete mode 100644 doc/html/boost/accumulators/impl/non_coherent__idp417492272.html create mode 100644 doc/html/boost/accumulators/impl/non_coherent__idp438601376.html create mode 100644 doc/html/boost/accumulators/impl/non_coherent__idp439009504.html delete mode 100644 doc/html/boost/accumulators/impl/p_square_cumu_idp411233360.html create mode 100644 doc/html/boost/accumulators/impl/p_square_cumu_idp438494992.html delete mode 100644 doc/html/boost/accumulators/impl/peaks_over_th_idp411184640.html create mode 100644 doc/html/boost/accumulators/impl/peaks_over_th_idp438450864.html delete mode 100644 doc/html/boost/accumulators/impl/weighted_exte_idp417366608.html create mode 100644 doc/html/boost/accumulators/impl/weighted_exte_idp438883840.html delete mode 100644 doc/html/boost/accumulators/impl/weighted_p_sq_idp417411152.html delete mode 100644 doc/html/boost/accumulators/impl/weighted_p_sq_idp417426848.html create mode 100644 doc/html/boost/accumulators/impl/weighted_p_sq_idp438928384.html create mode 100644 doc/html/boost/accumulators/impl/weighted_p_sq_idp438944080.html delete mode 100644 doc/html/boost/accumulators/impl/weighted_peak_idp417344752.html delete mode 100644 doc/html/boost/accumulators/impl/weighted_peak_idp417356112.html create mode 100644 doc/html/boost/accumulators/impl/weighted_peak_idp438861984.html create mode 100644 doc/html/boost/accumulators/impl/weighted_peak_idp438873344.html delete mode 100644 doc/html/boost/accumulators/impl/weighted_tail_idp417525184.html delete mode 100644 doc/html/boost/accumulators/impl/weighted_tail_idp417554432.html create mode 100644 doc/html/boost/accumulators/impl/weighted_tail_idp439042416.html create mode 100644 doc/html/boost/accumulators/impl/weighted_tail_idp439071664.html delete mode 100644 doc/html/boost/accumulators/impl/with_density__idp417306288.html create mode 100644 doc/html/boost/accumulators/impl/with_density__idp438823520.html delete mode 100644 doc/html/boost/accumulators/impl/with_p_square_idp411136160.html delete mode 100644 doc/html/boost/accumulators/impl/with_p_square_idp417319184.html create mode 100644 doc/html/boost/accumulators/impl/with_p_square_idp428947296.html create mode 100644 doc/html/boost/accumulators/impl/with_p_square_idp438836416.html (limited to 'doc/html/boost/accumulators/impl') diff --git a/doc/html/boost/accumulators/impl/coherent_tail_mean_impl.html b/doc/html/boost/accumulators/impl/coherent_tail_mean_impl.html index cfd99a46a7..65ed4e0664 100644 --- a/doc/html/boost/accumulators/impl/coherent_tail_mean_impl.html +++ b/doc/html/boost/accumulators/impl/coherent_tail_mean_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,35 +35,35 @@ template<typename Sample, typename LeftRight> struct coherent_tail_mean_impl : public accumulator_base { // construct/copy/destruct - coherent_tail_mean_impl(dont_care); + coherent_tail_mean_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

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.

+

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 1.20. 

+


-

Equation 1.21. 

-
+

Equation 1.21. 

+


-

+

coherent_tail_mean_impl public construct/copy/destruct

-
  1. coherent_tail_mean_impl(dont_care);
+
  1. coherent_tail_mean_impl(dont_care);
-

-coherent_tail_mean_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+coherent_tail_mean_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -77,7 +77,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/count_impl.html b/doc/html/boost/accumulators/impl/count_impl.html index 8a252d93d6..f3bbaee684 100644 --- a/doc/html/boost/accumulators/impl/count_impl.html +++ b/doc/html/boost/accumulators/impl/count_impl.html @@ -38,27 +38,27 @@ typedef std::size_t result_type; // construct/copy/destruct - count_impl(dont_care); + count_impl(dont_care); - // public member functions - void operator()(dont_care); - result_type result(dont_care) const; + // public member functions + void operator()(dont_care); + result_type result(dont_care) const; };
-

Description

+

Description

-

+

count_impl public construct/copy/destruct

-
  1. count_impl(dont_care);
+
  1. count_impl(dont_care);
-

-count_impl public member functions

+

+count_impl public member functions

    -
  1. void operator()(dont_care);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. void operator()(dont_care);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/covariance_impl.html b/doc/html/boost/accumulators/impl/covariance_impl.html index 73dc53f73f..229a5d27da 100644 --- a/doc/html/boost/accumulators/impl/covariance_impl.html +++ b/doc/html/boost/accumulators/impl/covariance_impl.html @@ -35,34 +35,34 @@ template<typename Sample, typename VariateType, typename VariateTag> struct covariance_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> covariance_impl(Args const &); + template<typename Args> covariance_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

-

An iterative Monte Carlo estimator for the covariance , where is a sample and is a variate, is given by:

+

Description

+

An iterative Monte Carlo estimator for the covariance , where is a sample and is a variate, is given by:

-

Equation 1.15. 

-
+

Equation 1.15. 

+


-

and being the means of the samples and variates.

+

and being the means of the samples and variates.

-

+

covariance_impl public construct/copy/destruct

-
  1. template<typename Args> covariance_impl(Args const & args);
+
  1. template<typename Args> covariance_impl(Args const & args);
-

-covariance_impl public member functions

+

+covariance_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/density_impl.html b/doc/html/boost/accumulators/impl/density_impl.html index aaddd567fb..9be23ac123 100644 --- a/doc/html/boost/accumulators/impl/density_impl.html +++ b/doc/html/boost/accumulators/impl/density_impl.html @@ -35,31 +35,31 @@ template<typename Sample> struct density_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> density_impl(Args const &); + template<typename Args> density_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> void operator()(Args const &); + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally, an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined, the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is return, where each pair contains the position of the bin (lower bound) and the samples count (normalized with the total number of samples).

-

+

density_impl public construct/copy/destruct

-
  1. template<typename Args> density_impl(Args const & args);
+
  1. template<typename Args> density_impl(Args const & args);
-

-density_impl public member functions

+

+density_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. +
  2. template<typename Args> void operator()(Args const & args);
  3. -
    template<typename Args> result_type result(Args const & args) const;
    +
    template<typename Args> result_type result(Args const & args) const;

    diff --git a/doc/html/boost/accumulators/impl/error_of_mean_impl.html b/doc/html/boost/accumulators/impl/error_of_mean_impl.html index 4056d1ee7e..3ec898c8af 100644 --- a/doc/html/boost/accumulators/impl/error_of_mean_impl.html +++ b/doc/html/boost/accumulators/impl/error_of_mean_impl.html @@ -35,24 +35,24 @@ template<typename Sample,typename Variance>structerror_of_mean_impl:publicaccumulator_base{// construct/copy/destruct - error_of_mean_impl(dont_care); + error_of_mean_impl(dont_care); - // public member functions - template<typename Args>result_typeresult(Argsconst&)const; + // public member functions + template<typename Args>result_typeresult(Argsconst&)const;};
    -

    Description

    +

    Description

    -

    +

    error_of_mean_impl public construct/copy/destruct

    -
    1. error_of_mean_impl(dont_care);
    +
    1. error_of_mean_impl(dont_care);
    -

    -error_of_mean_impl public member functions

    -
    1. template<typename Args> result_type result(Args const & args) const;
    +

    +error_of_mean_impl public member functions

    +
    1. template<typename Args> result_type result(Args const & args) const;
    diff --git a/doc/html/boost/accumulators/impl/extended_p_sq_idp411064352.html b/doc/html/boost/accumulators/impl/extended_p_sq_idp411064352.html deleted file mode 100644 index 130fdbd782..0000000000 --- a/doc/html/boost/accumulators/impl/extended_p_sq_idp411064352.html +++ /dev/null @@ -1,75 +0,0 @@ - - - - -Struct template extended_p_square_quantile_impl - - - - - - - - -
    - - - - - - -
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    -
    -
    -PrevUpHomeNext -
    -
    -
    -
    -

    Struct template extended_p_square_quantile_impl

    -

    boost::accumulators::impl::extended_p_square_quantile_impl — Quantile estimation using the extended algorithm for weighted and unweighted samples.

    -
    -

    Synopsis

    -
    // In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Impl1, typename Impl2> 
-struct extended_p_square_quantile_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> extended_p_square_quantile_impl(Args const &);
-
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
-};
    -
    -

    Description

    -

    Uses the quantile estimates calculated by the extended algorithm to compute intermediate quantile estimates by means of quadratic interpolation.

    -

    -

    -
    -

    -extended_p_square_quantile_impl - public - construct/copy/destruct

    -
    1. template<typename Args> extended_p_square_quantile_impl(Args const & args);
    -
    -
    -

    -extended_p_square_quantile_impl public member functions

    -
    1. template<typename Args> result_type result(Args const & args) const;
    -
    -
    -
    - - - -
    Copyright © 2005, 2006 Eric Niebler

    - 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) -

    -
    -
    -
    -PrevUpHomeNext -
    - - diff --git a/doc/html/boost/accumulators/impl/extended_p_sq_idp428875488.html b/doc/html/boost/accumulators/impl/extended_p_sq_idp428875488.html new file mode 100644 index 0000000000..23c9bdc779 --- /dev/null +++ b/doc/html/boost/accumulators/impl/extended_p_sq_idp428875488.html @@ -0,0 +1,75 @@ + + + + +Struct template extended_p_square_quantile_impl + + + + + + + + + + + + + + + +
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    +
    +
    +PrevUpHomeNext +
    +
    +
    +
    +

    Struct template extended_p_square_quantile_impl

    +

    boost::accumulators::impl::extended_p_square_quantile_impl — Quantile estimation using the extended algorithm for weighted and unweighted samples.

    +
    +

    Synopsis

    +
    // In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Impl1, typename Impl2> 
+struct extended_p_square_quantile_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> extended_p_square_quantile_impl(Args const &);
+
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
+};
    +
    +

    Description

    +

    Uses the quantile estimates calculated by the extended algorithm to compute intermediate quantile estimates by means of quadratic interpolation.

    +

    +

    +
    +

    +extended_p_square_quantile_impl + public + construct/copy/destruct

    +
    1. template<typename Args> extended_p_square_quantile_impl(Args const & args);
    +
    +
    +

    +extended_p_square_quantile_impl public member functions

    +
    1. template<typename Args> result_type result(Args const & args) const;
    +
    +
    +
    + + + +
    Copyright © 2005, 2006 Eric Niebler

    + 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) +

    +
    +
    +
    +PrevUpHomeNext +
    + + diff --git a/doc/html/boost/accumulators/impl/extended_p_square_impl.html b/doc/html/boost/accumulators/impl/extended_p_square_impl.html index 69dce4fe5f..9fca6eb807 100644 --- a/doc/html/boost/accumulators/impl/extended_p_square_impl.html +++ b/doc/html/boost/accumulators/impl/extended_p_square_impl.html @@ -8,7 +8,7 @@ - + @@ -21,13 +21,13 @@
    -PrevUpHomeNext +PrevUpHomeNext

    Struct template extended_p_square_impl

    -

    boost::accumulators::impl::extended_p_square_impl — Multiple quantile estimation with the extended algorithm.

    +

    boost::accumulators::impl::extended_p_square_impl — Multiple quantile estimation with the extended algorithm.

    Synopsis

    // In header: <boost/accumulators/statistics_fwd.hpp>
@@ -35,34 +35,34 @@
 template<typename Sample> 
 struct extended_p_square_impl : public accumulator_base {
   // construct/copy/destruct
-  template<typename Args> extended_p_square_impl(Args const &);
+  template<typename Args> extended_p_square_impl(Args const &);
 
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  result_type result(dont_care) const;
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  result_type result(dont_care) const;
 };
    -

    Description

    -

    Extended algorithm for estimation of several quantiles without storing samples. Assume that quantiles are to be estimated. Instead of storing the whole sample cumulative distribution, the algorithm maintains only principal markers and middle markers, whose positions are updated with each sample and whose heights are adjusted (if necessary) using a piecewise-parablic formula. The heights of these central markers are the current estimates of the quantiles and returned as an iterator range.

    +

    Description

    +

    Extended algorithm for estimation of several quantiles without storing samples. Assume that quantiles are to be estimated. Instead of storing the whole sample cumulative distribution, the algorithm maintains only principal markers and middle markers, whose positions are updated with each sample and whose heights are adjusted (if necessary) using a piecewise-parablic formula. The heights of these central markers are the current estimates of the quantiles and returned as an iterator range.

    For further details, see

    K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49, Number 4 (October), 1986, p. 159-164.

    -

    The extended algorithm generalizes the algorithm of

    +

    The extended algorithm generalizes the algorithm of

    R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

    -

    +

    extended_p_square_impl public construct/copy/destruct

    -
    1. template<typename Args> extended_p_square_impl(Args const & args);
    +
    1. template<typename Args> extended_p_square_impl(Args const & args);
    -

    -extended_p_square_impl public member functions

    +

    +extended_p_square_impl public member functions

      -
    1. template<typename Args> void operator()(Args const & args);
      2. -
    2. result_type result(dont_care) const;
      3. +
    3. template<typename Args> void operator()(Args const & args);
      4. +
    4. result_type result(dont_care) const;
    @@ -77,7 +77,7 @@
    -PrevUpHomeNext +PrevUpHomeNext
    diff --git a/doc/html/boost/accumulators/impl/immediate_mean_impl.html b/doc/html/boost/accumulators/impl/immediate_mean_impl.html index 14bd9b17a6..88ace51e46 100644 --- a/doc/html/boost/accumulators/impl/immediate_mean_impl.html +++ b/doc/html/boost/accumulators/impl/immediate_mean_impl.html @@ -35,27 +35,27 @@ template<typename Sample, typename Tag = tag::sample> struct immediate_mean_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> immediate_mean_impl(Args const &); + template<typename Args> immediate_mean_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
    -

    Description

    +

    Description

    -

    +

    immediate_mean_impl public construct/copy/destruct

    -
    1. template<typename Args> immediate_mean_impl(Args const & args);
    +
    1. template<typename Args> immediate_mean_impl(Args const & args);
    -

    -immediate_mean_impl public member functions

    +

    +immediate_mean_impl public member functions

      -
    1. template<typename Args> void operator()(Args const & args);
      2. -
    2. result_type result(dont_care) const;
      3. +
    3. template<typename Args> void operator()(Args const & args);
      4. +
    4. result_type result(dont_care) const;
    diff --git a/doc/html/boost/accumulators/impl/immediate_rol_idp408540944.html b/doc/html/boost/accumulators/impl/immediate_rol_idp408540944.html deleted file mode 100644 index 41f39aea7a..0000000000 --- a/doc/html/boost/accumulators/impl/immediate_rol_idp408540944.html +++ /dev/null @@ -1,79 +0,0 @@ - - - - -Struct template immediate_rolling_mean_impl - - - - - - - - - - - - - - - -
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
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    -

    Struct template immediate_rolling_mean_impl

    -

    boost::accumulators::impl::immediate_rolling_mean_impl

    -
    -

    Synopsis

    -
    // In header: <boost/accumulators/statistics/rolling_mean.hpp>
-
-template<typename Sample> 
-struct immediate_rolling_mean_impl : public accumulator_base {
-  // types
-  typedef numeric::functional::fdiv< Sample, std::size_t >::result_type result_type;
-
-  // construct/copy/destruct
-  template<typename Args> immediate_rolling_mean_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  template<typename Args> result_type result(Args const &) const;
-};
    -
    -

    Description

    -
    -

    -immediate_rolling_mean_impl - public - construct/copy/destruct

    -
    1. template<typename Args> immediate_rolling_mean_impl(Args const & args);
    -
    -
    -

    -immediate_rolling_mean_impl public member functions

    -
      -
    1. template<typename Args> void operator()(Args const & args);
      2. -
    2. template<typename Args> result_type result(Args const &) const;
      3. -
    -
    -
    -
    - - - -
    Copyright © 2005, 2006 Eric Niebler

    - 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) -

    -
    -
    -
    -PrevUpHomeNext -
    - - diff --git a/doc/html/boost/accumulators/impl/immediate_rol_idp410515456.html b/doc/html/boost/accumulators/impl/immediate_rol_idp410515456.html deleted file mode 100644 index 0e9274c06e..0000000000 --- a/doc/html/boost/accumulators/impl/immediate_rol_idp410515456.html +++ /dev/null @@ -1,131 +0,0 @@ - - - - -Struct template immediate_rolling_variance_impl - - - - - - - - - - - - - - - -
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    -
    -
    -PrevUpHomeNext -
    -
    -
    -
    -

    Struct template immediate_rolling_variance_impl

    -

    boost::accumulators::impl::immediate_rolling_variance_impl — Iterative calculation of the rolling variance.

    -
    -

    Synopsis

    -
    // In header: <boost/accumulators/statistics/rolling_variance.hpp>
-
-template<typename Sample> 
-struct immediate_rolling_variance_impl : public accumulator_base {
-  // types
-  typedef numeric::functional::fdiv< Sample, std::size_t >::result_type result_type;
-
-  // construct/copy/destruct
-  template<typename Args> immediate_rolling_variance_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  template<typename Args> result_type result(Args const &) const;
-
-  // private member functions
-  template<typename T> 
-    void prevent_underflow(T &, 
-                           typename boost::enable_if< boost::is_arithmetic< T >, T >::type * = 0);
-  template<typename T> 
-    void prevent_underflow(T &, 
-                           typename boost::disable_if< boost::is_arithmetic< T >, T >::type * = 0);
-};
    -
    -

    Description

    -

    Iterative calculation of sample variance is done as follows, see also http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance. For a rolling window of size , for the first samples, the variance is computed according to the formula

    -
    -

    Equation 1.9. 

    -
    -
    -


    where the sum of squares can be recursively computed as:

    -
    -

    Equation 1.10. 

    -
    -
    -


    and the estimate of the sample mean as:

    -
    -

    Equation 1.11. 

    -
    -
    -


    For further samples, when the rolling window is fully filled with data, one has to take into account that the oldest sample is dropped from the window. The sample variance over the window now becomes:

    -
    -

    Equation 1.12. 

    -
    -
    -


    where the sum of squares now equals:

    -
    -

    Equation 1.13. 

    -
    -
    -


    and the estimated mean is:

    -
    -

    Equation 1.14. 

    -
    -
    -


    -

    Note that the sample variance is not defined for .

    -
    -

    -immediate_rolling_variance_impl - public - construct/copy/destruct

    -
    1. template<typename Args> immediate_rolling_variance_impl(Args const & args);
    -
    -
    -

    -immediate_rolling_variance_impl public member functions

    -
      -
    1. template<typename Args> void operator()(Args const & args);
      2. -
    2. template<typename Args> result_type result(Args const & args) const;
      3. -
    -
    -
    -

    -immediate_rolling_variance_impl private member functions

    -
      -
    1. template<typename T> 
-  void prevent_underflow(T & non_negative_number, 
-                         typename boost::enable_if< boost::is_arithmetic< T >, T >::type * = 0);
      2. -
    2. template<typename T> 
-  void prevent_underflow(T & non_arithmetic_quantity, 
-                         typename boost::disable_if< boost::is_arithmetic< T >, T >::type * = 0);
      3. -
    -
    -
    -
    - - - -
    Copyright © 2005, 2006 Eric Niebler

    - 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) -

    -
    -
    -
    -PrevUpHomeNext -
    - - diff --git a/doc/html/boost/accumulators/impl/immediate_rol_idp428241424.html b/doc/html/boost/accumulators/impl/immediate_rol_idp428241424.html new file mode 100644 index 0000000000..32dac8157b --- /dev/null +++ b/doc/html/boost/accumulators/impl/immediate_rol_idp428241424.html @@ -0,0 +1,79 @@ + + + + +Struct template immediate_rolling_mean_impl + + + + + + + + + + + + + + + +
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    +
    +
    +PrevUpHomeNext +
    +
    +
    +
    +

    Struct template immediate_rolling_mean_impl

    +

    boost::accumulators::impl::immediate_rolling_mean_impl

    +
    +

    Synopsis

    +
    // In header: <boost/accumulators/statistics/rolling_mean.hpp>
+
+template<typename Sample> 
+struct immediate_rolling_mean_impl : public accumulator_base {
+  // types
+  typedef numeric::functional::fdiv< Sample, std::size_t >::result_type result_type;
+
+  // construct/copy/destruct
+  template<typename Args> immediate_rolling_mean_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  template<typename Args> result_type result(Args const &) const;
+};
    +
    +

    Description

    +
    +

    +immediate_rolling_mean_impl + public + construct/copy/destruct

    +
    1. template<typename Args> immediate_rolling_mean_impl(Args const & args);
    +
    +
    +

    +immediate_rolling_mean_impl public member functions

    +
      +
    1. template<typename Args> void operator()(Args const & args);
      2. +
    2. template<typename Args> result_type result(Args const &) const;
      3. +
    +
    +
    +
    + + + +
    Copyright © 2005, 2006 Eric Niebler

    + 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) +

    +
    +
    +
    +PrevUpHomeNext +
    + + diff --git a/doc/html/boost/accumulators/impl/immediate_rol_idp428326592.html b/doc/html/boost/accumulators/impl/immediate_rol_idp428326592.html new file mode 100644 index 0000000000..776d04cbf2 --- /dev/null +++ b/doc/html/boost/accumulators/impl/immediate_rol_idp428326592.html @@ -0,0 +1,131 @@ + + + + +Struct template immediate_rolling_variance_impl + + + + + + + + + + + + + + + +
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    +
    +
    +PrevUpHomeNext +
    +
    +
    +
    +

    Struct template immediate_rolling_variance_impl

    +

    boost::accumulators::impl::immediate_rolling_variance_impl — Iterative calculation of the rolling variance.

    +
    +

    Synopsis

    +
    // In header: <boost/accumulators/statistics/rolling_variance.hpp>
+
+template<typename Sample> 
+struct immediate_rolling_variance_impl : public accumulator_base {
+  // types
+  typedef numeric::functional::fdiv< Sample, std::size_t >::result_type result_type;
+
+  // construct/copy/destruct
+  template<typename Args> immediate_rolling_variance_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  template<typename Args> result_type result(Args const &) const;
+
+  // private member functions
+  template<typename T> 
+    void prevent_underflow(T &, 
+                           typename boost::enable_if< boost::is_arithmetic< T >, T >::type * = 0);
+  template<typename T> 
+    void prevent_underflow(T &, 
+                           typename boost::disable_if< boost::is_arithmetic< T >, T >::type * = 0);
+};
    +
    +

    Description

    +

    Iterative calculation of sample variance is done as follows, see also http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance. For a rolling window of size , for the first samples, the variance is computed according to the formula

    +
    +

    Equation 1.9. 

    +
    +
    +


    where the sum of squares can be recursively computed as:

    +
    +

    Equation 1.10. 

    +
    +
    +


    and the estimate of the sample mean as:

    +
    +

    Equation 1.11. 

    +
    +
    +


    For further samples, when the rolling window is fully filled with data, one has to take into account that the oldest sample is dropped from the window. The sample variance over the window now becomes:

    +
    +

    Equation 1.12. 

    +
    +
    +


    where the sum of squares now equals:

    +
    +

    Equation 1.13. 

    +
    +
    +


    and the estimated mean is:

    +
    +

    Equation 1.14. 

    +
    +
    +


    +

    Note that the sample variance is not defined for .

    +
    +

    +immediate_rolling_variance_impl + public + construct/copy/destruct

    +
    1. template<typename Args> immediate_rolling_variance_impl(Args const & args);
    +
    +
    +

    +immediate_rolling_variance_impl public member functions

    +
      +
    1. template<typename Args> void operator()(Args const & args);
      2. +
    2. template<typename Args> result_type result(Args const & args) const;
      3. +
    +
    +
    +

    +immediate_rolling_variance_impl private member functions

    +
      +
    1. template<typename T> 
+  void prevent_underflow(T & non_negative_number, 
+                         typename boost::enable_if< boost::is_arithmetic< T >, T >::type * = 0);
      2. +
    2. template<typename T> 
+  void prevent_underflow(T & non_arithmetic_quantity, 
+                         typename boost::disable_if< boost::is_arithmetic< T >, T >::type * = 0);
      3. +
    +
    +
    +
    + + + +
    Copyright © 2005, 2006 Eric Niebler

    + 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) +

    +
    +
    +
    +PrevUpHomeNext +
    + + diff --git a/doc/html/boost/accumulators/impl/immediate_wei_idp417336144.html b/doc/html/boost/accumulators/impl/immediate_wei_idp417336144.html deleted file mode 100644 index b9048ba11c..0000000000 --- a/doc/html/boost/accumulators/impl/immediate_wei_idp417336144.html +++ /dev/null @@ -1,76 +0,0 @@ - - - - -Struct template immediate_weighted_mean_impl - - - - - - - - - - - - - - - -
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    -
    -
    -PrevUpHomeNext -
    -
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    -
    -

    Struct template immediate_weighted_mean_impl

    -

    boost::accumulators::impl::immediate_weighted_mean_impl

    -
    -

    Synopsis

    -
    // In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename Tag> 
-struct immediate_weighted_mean_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> immediate_weighted_mean_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  result_type result(dont_care) const;
-};
    -
    -

    Description

    -
    -

    -immediate_weighted_mean_impl - public - construct/copy/destruct

    -
    1. template<typename Args> immediate_weighted_mean_impl(Args const & args);
    -
    -
    -

    -immediate_weighted_mean_impl public member functions

    -
      -
    1. template<typename Args> void operator()(Args const & args);
      2. -
    2. result_type result(dont_care) const;
      3. -
    -
    -
    -
    - - - -
    Copyright © 2005, 2006 Eric Niebler

    - 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) -

    -
    -
    -
    -PrevUpHomeNext -
    - - diff --git a/doc/html/boost/accumulators/impl/immediate_wei_idp438853376.html b/doc/html/boost/accumulators/impl/immediate_wei_idp438853376.html new file mode 100644 index 0000000000..41208011d2 --- /dev/null +++ b/doc/html/boost/accumulators/impl/immediate_wei_idp438853376.html @@ -0,0 +1,76 @@ + + + + +Struct template immediate_weighted_mean_impl + + + + + + + + + + + + + + + +
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    +
    +
    +PrevUpHomeNext +
    +
    +
    +
    +

    Struct template immediate_weighted_mean_impl

    +

    boost::accumulators::impl::immediate_weighted_mean_impl

    +
    +

    Synopsis

    +
    // In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename Tag> 
+struct immediate_weighted_mean_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> immediate_weighted_mean_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  result_type result(dont_care) const;
+};
    +
    +

    Description

    +
    +

    +immediate_weighted_mean_impl + public + construct/copy/destruct

    +
    1. template<typename Args> immediate_weighted_mean_impl(Args const & args);
    +
    +
    +

    +immediate_weighted_mean_impl public member functions

    +
      +
    1. template<typename Args> void operator()(Args const & args);
      2. +
    2. result_type result(dont_care) const;
      3. +
    +
    +
    +
    + + + +
    Copyright © 2005, 2006 Eric Niebler

    + 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) +

    +
    +
    +
    +PrevUpHomeNext +
    + + diff --git a/doc/html/boost/accumulators/impl/kurtosis_impl.html b/doc/html/boost/accumulators/impl/kurtosis_impl.html index f24ba8873c..15cba2e147 100644 --- a/doc/html/boost/accumulators/impl/kurtosis_impl.html +++ b/doc/html/boost/accumulators/impl/kurtosis_impl.html @@ -7,7 +7,7 @@ - + @@ -21,7 +21,7 @@
    -PrevUpHomeNext +PrevUpHomeNext
    @@ -35,31 +35,31 @@ template<typename Sample> struct kurtosis_impl : public accumulator_base { // construct/copy/destruct - kurtosis_impl(dont_care); + kurtosis_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
    -

    Description

    -

    The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central moment (the variance) of the samples, minus 3. The term is added in order to ensure that the normal distribution has zero kurtosis. The kurtosis can also be expressed by the simple moments:

    +

    Description

    +

    The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central moment (the variance) of the samples, minus 3. The term is added in order to ensure that the normal distribution has zero kurtosis. The kurtosis can also be expressed by the simple moments:

    -

    Equation 1.16. 

    -
    +

    Equation 1.16. 

    +


    -

    where are the -th moment and the mean (first moment) of the samples.

    +

    where are the -th moment and the mean (first moment) of the samples.

    -

    +

    kurtosis_impl public construct/copy/destruct

    -
    1. kurtosis_impl(dont_care);
    +
    1. kurtosis_impl(dont_care);
    -

    -kurtosis_impl public member functions

    -
    1. template<typename Args> result_type result(Args const & args) const;
    +

    +kurtosis_impl public member functions

    +
    1. template<typename Args> result_type result(Args const & args) const;
    @@ -73,7 +73,7 @@
    -PrevUpHomeNext +PrevUpHomeNext
    diff --git a/doc/html/boost/accumulators/impl/lazy_rolling_mean_impl.html b/doc/html/boost/accumulators/impl/lazy_rolling_mean_impl.html index 3eb60dd5fa..1add020bdc 100644 --- a/doc/html/boost/accumulators/impl/lazy_rolling_mean_impl.html +++ b/doc/html/boost/accumulators/impl/lazy_rolling_mean_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
    -PrevUpHomeNext +PrevUpHomeNext
    @@ -38,24 +38,24 @@ typedef numeric::functional::fdiv< Sample, std::size_t, void, void >::result_type result_type; // construct/copy/destruct - lazy_rolling_mean_impl(dont_care); + lazy_rolling_mean_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
    -

    Description

    +

    Description

    -

    +

    lazy_rolling_mean_impl public construct/copy/destruct

    -
    1. lazy_rolling_mean_impl(dont_care);
    +
    1. lazy_rolling_mean_impl(dont_care);
    -

    -lazy_rolling_mean_impl public member functions

    -
    1. template<typename Args> result_type result(Args const & args) const;
    +

    +lazy_rolling_mean_impl public member functions

    +
    1. template<typename Args> result_type result(Args const & args) const;
@@ -69,7 +69,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/lazy_rolling_variance_impl.html b/doc/html/boost/accumulators/impl/lazy_rolling_variance_impl.html index 554d79e70d..6944536dd1 100644 --- a/doc/html/boost/accumulators/impl/lazy_rolling_variance_impl.html +++ b/doc/html/boost/accumulators/impl/lazy_rolling_variance_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -38,35 +38,35 @@ typedef numeric::functional::fdiv< Sample, std::size_t, void, void >::result_type result_type; // construct/copy/destruct - lazy_rolling_variance_impl(dont_care); + lazy_rolling_variance_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

-

Calculation of sample variance is done as follows, see also http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance. For a rolling window of size , when , the variance is computed according to the formula

+

Description

+

Calculation of sample variance is done as follows, see also http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance. For a rolling window of size , when , the variance is computed according to the formula

-

Equation 1.7. 

-
+

Equation 1.7. 

+
-


When , the sample variance over the window becomes:

+


When , the sample variance over the window becomes:

-

Equation 1.8. 

-
+

Equation 1.8. 

+


-

+

lazy_rolling_variance_impl public construct/copy/destruct

-
  1. lazy_rolling_variance_impl(dont_care);
+
  1. lazy_rolling_variance_impl(dont_care);
-

-lazy_rolling_variance_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+lazy_rolling_variance_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -80,7 +80,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/lazy_variance_impl.html b/doc/html/boost/accumulators/impl/lazy_variance_impl.html index bc983135b0..8bf7edace3 100644 --- a/doc/html/boost/accumulators/impl/lazy_variance_impl.html +++ b/doc/html/boost/accumulators/impl/lazy_variance_impl.html @@ -35,35 +35,35 @@ template<typename Sample, typename MeanFeature> struct lazy_variance_impl : public accumulator_base { // construct/copy/destruct - lazy_variance_impl(dont_care); + lazy_variance_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

-

Default sample variance implementation based on the second moment moment<2>, mean and count.

+

Description

+

Default sample variance implementation based on the second moment moment<2>, mean and count.

-

Equation 1.29. 

-
+

Equation 1.29. 

+


where

-

Equation 1.30. 

-
+

Equation 1.30. 

+
-


is the estimate of the sample mean and is the number of samples.

+


is the estimate of the sample mean and is the number of samples.

-

+

lazy_variance_impl public construct/copy/destruct

-
  1. lazy_variance_impl(dont_care);
+
  1. lazy_variance_impl(dont_care);
-

-lazy_variance_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+lazy_variance_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/lazy_weighted_idp417589936.html b/doc/html/boost/accumulators/impl/lazy_weighted_idp417589936.html deleted file mode 100644 index 5efed16380..0000000000 --- a/doc/html/boost/accumulators/impl/lazy_weighted_idp417589936.html +++ /dev/null @@ -1,78 +0,0 @@ - - - - -Struct template lazy_weighted_variance_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template lazy_weighted_variance_impl

-

boost::accumulators::impl::lazy_weighted_variance_impl — Lazy calculation of variance of weighted samples.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename MeanFeature> 
-struct lazy_weighted_variance_impl : public accumulator_base {
-  // construct/copy/destruct
-  lazy_weighted_variance_impl(dont_care);
-
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

The default implementation of the variance of weighted samples is based on the second moment (weighted_moment<2>) and the mean (weighted_mean):

-
-

Equation 1.50. 

-
-
-


where is the number of samples.

-
-

-lazy_weighted_variance_impl - public - construct/copy/destruct

-
  1. lazy_weighted_variance_impl(dont_care);
-
-
-

-lazy_weighted_variance_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/lazy_weighted_idp439107168.html b/doc/html/boost/accumulators/impl/lazy_weighted_idp439107168.html new file mode 100644 index 0000000000..58775d06e1 --- /dev/null +++ b/doc/html/boost/accumulators/impl/lazy_weighted_idp439107168.html @@ -0,0 +1,78 @@ + + + + +Struct template lazy_weighted_variance_impl + + + + + + + + + + + + + + + +
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+
+
+PrevUpHomeNext +
+
+
+
+

Struct template lazy_weighted_variance_impl

+

boost::accumulators::impl::lazy_weighted_variance_impl — Lazy calculation of variance of weighted samples.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename MeanFeature> 
+struct lazy_weighted_variance_impl : public accumulator_base {
+  // construct/copy/destruct
+  lazy_weighted_variance_impl(dont_care);
+
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

The default implementation of the variance of weighted samples is based on the second moment (weighted_moment<2>) and the mean (weighted_mean):

+
+

Equation 1.50. 

+
+
+


where is the number of samples.

+
+

+lazy_weighted_variance_impl + public + construct/copy/destruct

+
  1. lazy_weighted_variance_impl(dont_care);
+
+
+

+lazy_weighted_variance_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/max_impl.html b/doc/html/boost/accumulators/impl/max_impl.html index d7e9007913..27bd63f74e 100644 --- a/doc/html/boost/accumulators/impl/max_impl.html +++ b/doc/html/boost/accumulators/impl/max_impl.html @@ -35,27 +35,27 @@ template<typename Sample> struct max_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> max_impl(Args const &); + template<typename Args> max_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

+

Description

-

+

max_impl public construct/copy/destruct

-
  1. template<typename Args> max_impl(Args const & args);
+
  1. template<typename Args> max_impl(Args const & args);
-

-max_impl public member functions

+

+max_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/mean_impl.html b/doc/html/boost/accumulators/impl/mean_impl.html index fa59f33965..9692acb382 100644 --- a/doc/html/boost/accumulators/impl/mean_impl.html +++ b/doc/html/boost/accumulators/impl/mean_impl.html @@ -35,24 +35,24 @@ template<typename Sample, typename SumFeature = tag::sum> struct mean_impl : public accumulator_base { // construct/copy/destruct - mean_impl(dont_care); + mean_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

mean_impl public construct/copy/destruct

-
  1. mean_impl(dont_care);
+
  1. mean_impl(dont_care);
-

-mean_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+mean_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/median_impl.html b/doc/html/boost/accumulators/impl/median_impl.html index 11c0d0ac7b..906f196fc6 100644 --- a/doc/html/boost/accumulators/impl/median_impl.html +++ b/doc/html/boost/accumulators/impl/median_impl.html @@ -27,7 +27,7 @@

Struct template median_impl

-

boost::accumulators::impl::median_impl — Median estimation based on the quantile estimator.

+

boost::accumulators::impl::median_impl — Median estimation based on the quantile estimator.

Synopsis

// In header: <boost/accumulators/statistics_fwd.hpp>
@@ -35,25 +35,25 @@
 template<typename Sample> 
 struct median_impl : public accumulator_base {
   // construct/copy/destruct
-  median_impl(dont_care);
+  median_impl(dont_care);
 
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
 };
-

Description

-

The algorithm is invoked with a quantile probability of 0.5.

+

Description

+

The algorithm is invoked with a quantile probability of 0.5.

-

+

median_impl public construct/copy/destruct

-
  1. median_impl(dont_care);
+
  1. median_impl(dont_care);
-

-median_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+median_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/min_impl.html b/doc/html/boost/accumulators/impl/min_impl.html index f841a7321d..7c54115d83 100644 --- a/doc/html/boost/accumulators/impl/min_impl.html +++ b/doc/html/boost/accumulators/impl/min_impl.html @@ -7,7 +7,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,27 +35,27 @@ template<typename Sample> struct min_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> min_impl(Args const &); + template<typename Args> min_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

+

Description

-

+

min_impl public construct/copy/destruct

-
  1. template<typename Args> min_impl(Args const & args);
+
  1. template<typename Args> min_impl(Args const & args);
-

-min_impl public member functions

+

+min_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
@@ -70,7 +70,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/moment_impl.html b/doc/html/boost/accumulators/impl/moment_impl.html index cbc9ec3d54..8fbfcf359f 100644 --- a/doc/html/boost/accumulators/impl/moment_impl.html +++ b/doc/html/boost/accumulators/impl/moment_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,29 +35,29 @@ template<typename N, typename Sample> struct moment_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> moment_impl(Args const &); + template<typename Args> moment_impl(Args const &); - // public member functions - BOOST_MPL_ASSERT_RELATION(N::value, 0); - template<typename Args> void operator()(Args const &); - template<typename Args> result_type result(Args const &) const; + // public member functions + BOOST_MPL_ASSERT_RELATION(N::value, 0); + template<typename Args> void operator()(Args const &); + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

moment_impl public construct/copy/destruct

-
  1. template<typename Args> moment_impl(Args const & args);
+
  1. template<typename Args> moment_impl(Args const & args);
-

-moment_impl public member functions

+

+moment_impl public member functions

    -
  1.  BOOST_MPL_ASSERT_RELATION(N::value, 0);
    2. -
  2. template<typename Args> void operator()(Args const & args);
    3. -
  3. template<typename Args> result_type result(Args const & args) const;
    4. +
  4.  BOOST_MPL_ASSERT_RELATION(N::value, 0);
    5. +
  5. template<typename Args> void operator()(Args const & args);
    6. +
  6. template<typename Args> result_type result(Args const & args) const;
@@ -72,7 +72,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/non_coherent__idp417084144.html b/doc/html/boost/accumulators/impl/non_coherent__idp417084144.html deleted file mode 100644 index eb15055e61..0000000000 --- a/doc/html/boost/accumulators/impl/non_coherent__idp417084144.html +++ /dev/null @@ -1,86 +0,0 @@ - - - - -Struct template non_coherent_tail_mean_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template non_coherent_tail_mean_impl

-

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

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename LeftRight> 
-struct non_coherent_tail_mean_impl : public accumulator_base {
-  // construct/copy/destruct
-  non_coherent_tail_mean_impl(dont_care);
-
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

An estimation of the non-coherent tail mean is given by the mean of the smallest samples (left tail) or the mean of the largest samples (right tail), being the total number of samples and the quantile level:

-
-

Equation 1.22. 

-
-
-


-
-

Equation 1.23. 

-
-
-


-

It thus requires the caching of at least the smallest or the largest samples.

-

-

-
-

-non_coherent_tail_mean_impl - public - construct/copy/destruct

-
  1. non_coherent_tail_mean_impl(dont_care);
-
-
-

-non_coherent_tail_mean_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/non_coherent__idp417492272.html b/doc/html/boost/accumulators/impl/non_coherent__idp417492272.html deleted file mode 100644 index d5d6873379..0000000000 --- a/doc/html/boost/accumulators/impl/non_coherent__idp417492272.html +++ /dev/null @@ -1,97 +0,0 @@ - - - - -Struct template non_coherent_weighted_tail_mean_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template non_coherent_weighted_tail_mean_impl

-

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

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename LeftRight> 
-struct non_coherent_weighted_tail_mean_impl : public accumulator_base {
-  // construct/copy/destruct
-  non_coherent_weighted_tail_mean_impl(dont_care);
-
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

An estimation of the non-coherent, weighted tail mean is given by the weighted mean of the

-
-

Equation 1.38. 

-
-
-


-

smallest samples (left tail) or the weighted mean of the

-
-

Equation 1.39. 

-
-
-


-

largest samples (right tail) above a quantile of level , being the total number of sample and the sum of all weights:

-
-

Equation 1.40. 

-
-
-


-
-

Equation 1.41. 

-
-
-


-

-

-
-

-non_coherent_weighted_tail_mean_impl - public - construct/copy/destruct

-
  1. non_coherent_weighted_tail_mean_impl(dont_care);
-
-
-

-non_coherent_weighted_tail_mean_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/non_coherent__idp438601376.html b/doc/html/boost/accumulators/impl/non_coherent__idp438601376.html new file mode 100644 index 0000000000..17342bb677 --- /dev/null +++ b/doc/html/boost/accumulators/impl/non_coherent__idp438601376.html @@ -0,0 +1,86 @@ + + + + +Struct template non_coherent_tail_mean_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template non_coherent_tail_mean_impl

+

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

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename LeftRight> 
+struct non_coherent_tail_mean_impl : public accumulator_base {
+  // construct/copy/destruct
+  non_coherent_tail_mean_impl(dont_care);
+
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

An estimation of the non-coherent tail mean is given by the mean of the smallest samples (left tail) or the mean of the largest samples (right tail), being the total number of samples and the quantile level:

+
+

Equation 1.22. 

+
+
+


+
+

Equation 1.23. 

+
+
+


+

It thus requires the caching of at least the smallest or the largest samples.

+

+

+
+

+non_coherent_tail_mean_impl + public + construct/copy/destruct

+
  1. non_coherent_tail_mean_impl(dont_care);
+
+
+

+non_coherent_tail_mean_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/non_coherent__idp439009504.html b/doc/html/boost/accumulators/impl/non_coherent__idp439009504.html new file mode 100644 index 0000000000..1c82a1b372 --- /dev/null +++ b/doc/html/boost/accumulators/impl/non_coherent__idp439009504.html @@ -0,0 +1,97 @@ + + + + +Struct template non_coherent_weighted_tail_mean_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template non_coherent_weighted_tail_mean_impl

+

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

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename LeftRight> 
+struct non_coherent_weighted_tail_mean_impl : public accumulator_base {
+  // construct/copy/destruct
+  non_coherent_weighted_tail_mean_impl(dont_care);
+
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

An estimation of the non-coherent, weighted tail mean is given by the weighted mean of the

+
+

Equation 1.38. 

+
+
+


+

smallest samples (left tail) or the weighted mean of the

+
+

Equation 1.39. 

+
+
+


+

largest samples (right tail) above a quantile of level , being the total number of sample and the sum of all weights:

+
+

Equation 1.40. 

+
+
+


+
+

Equation 1.41. 

+
+
+


+

+

+
+

+non_coherent_weighted_tail_mean_impl + public + construct/copy/destruct

+
  1. non_coherent_weighted_tail_mean_impl(dont_care);
+
+
+

+non_coherent_weighted_tail_mean_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/p_square_cumu_idp411233360.html b/doc/html/boost/accumulators/impl/p_square_cumu_idp411233360.html deleted file mode 100644 index eeb2da3daa..0000000000 --- a/doc/html/boost/accumulators/impl/p_square_cumu_idp411233360.html +++ /dev/null @@ -1,82 +0,0 @@ - - - - -Struct template p_square_cumulative_distribution_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template p_square_cumulative_distribution_impl

-

boost::accumulators::impl::p_square_cumulative_distribution_impl — Histogram calculation of the cumulative distribution with the algorithm.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample> 
-struct p_square_cumulative_distribution_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> p_square_cumulative_distribution_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

A histogram of the sample cumulative distribution is computed dynamically without storing samples based on the algorithm. The returned histogram has a specifiable amount (num_cells) equiprobable (and not equal-sized) cells.

-

For further details, see

-

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

-

-

-
-

-p_square_cumulative_distribution_impl - public - construct/copy/destruct

-
  1. template<typename Args> 
-  p_square_cumulative_distribution_impl(Args const & args);
-
-
-

-p_square_cumulative_distribution_impl public member functions

-
    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/p_square_cumu_idp438494992.html b/doc/html/boost/accumulators/impl/p_square_cumu_idp438494992.html new file mode 100644 index 0000000000..1122fadacb --- /dev/null +++ b/doc/html/boost/accumulators/impl/p_square_cumu_idp438494992.html @@ -0,0 +1,82 @@ + + + + +Struct template p_square_cumulative_distribution_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template p_square_cumulative_distribution_impl

+

boost::accumulators::impl::p_square_cumulative_distribution_impl — Histogram calculation of the cumulative distribution with the algorithm.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample> 
+struct p_square_cumulative_distribution_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> p_square_cumulative_distribution_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

A histogram of the sample cumulative distribution is computed dynamically without storing samples based on the algorithm. The returned histogram has a specifiable amount (num_cells) equiprobable (and not equal-sized) cells.

+

For further details, see

+

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

+

+

+
+

+p_square_cumulative_distribution_impl + public + construct/copy/destruct

+
  1. template<typename Args> 
+  p_square_cumulative_distribution_impl(Args const & args);
+
+
+

+p_square_cumulative_distribution_impl public member functions

+
    +
  1. template<typename Args> void operator()(Args const & args);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/p_square_quantile_impl.html b/doc/html/boost/accumulators/impl/p_square_quantile_impl.html index f35ef7854b..bff593bdd1 100644 --- a/doc/html/boost/accumulators/impl/p_square_quantile_impl.html +++ b/doc/html/boost/accumulators/impl/p_square_quantile_impl.html @@ -7,7 +7,7 @@ - + @@ -21,13 +21,13 @@
-PrevUpHomeNext +PrevUpHomeNext

Struct template p_square_quantile_impl

-

boost::accumulators::impl::p_square_quantile_impl — Single quantile estimation with the algorithm.

+

boost::accumulators::impl::p_square_quantile_impl — Single quantile estimation with the algorithm.

Synopsis

// In header: <boost/accumulators/statistics_fwd.hpp>
@@ -35,32 +35,32 @@
 template<typename Sample, typename Impl> 
 struct p_square_quantile_impl : public accumulator_base {
   // construct/copy/destruct
-  template<typename Args> p_square_quantile_impl(Args const &);
+  template<typename Args> p_square_quantile_impl(Args const &);
 
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  result_type result(dont_care) const;
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  result_type result(dont_care) const;
 };
-

Description

-

The algorithm estimates a quantile dynamically without storing samples. Instead of storing the whole sample cumulative distribution, only five points (markers) are stored. The heights of these markers are the minimum and the maximum of the samples and the current estimates of the -, - and -quantiles. Their positions are equal to the number of samples that are smaller or equal to the markers. Each time a new samples is recorded, the positions of the markers are updated and if necessary their heights are adjusted using a piecewise- parabolic formula.

+

Description

+

The algorithm estimates a quantile dynamically without storing samples. Instead of storing the whole sample cumulative distribution, only five points (markers) are stored. The heights of these markers are the minimum and the maximum of the samples and the current estimates of the -, - and -quantiles. Their positions are equal to the number of samples that are smaller or equal to the markers. Each time a new samples is recorded, the positions of the markers are updated and if necessary their heights are adjusted using a piecewise- parabolic formula.

For further details, see

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

-

+

p_square_quantile_impl public construct/copy/destruct

-
  1. template<typename Args> p_square_quantile_impl(Args const & args);
+
  1. template<typename Args> p_square_quantile_impl(Args const & args);
-

-p_square_quantile_impl public member functions

+

+p_square_quantile_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
@@ -75,7 +75,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/peaks_over_th_idp411184640.html b/doc/html/boost/accumulators/impl/peaks_over_th_idp411184640.html deleted file mode 100644 index ae3084b075..0000000000 --- a/doc/html/boost/accumulators/impl/peaks_over_th_idp411184640.html +++ /dev/null @@ -1,81 +0,0 @@ - - - - -Struct template peaks_over_threshold_prob_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template peaks_over_threshold_prob_impl

-

boost::accumulators::impl::peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename LeftRight> 
-struct peaks_over_threshold_prob_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> peaks_over_threshold_prob_impl(Args const &);
-
-  // public member functions
-  void operator()(dont_care);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

See Also:

-

peaks_over_threshold_impl

-

- -

-
-

-peaks_over_threshold_prob_impl - public - construct/copy/destruct

-
  1. template<typename Args> peaks_over_threshold_prob_impl(Args const & args);
-
-
-

-peaks_over_threshold_prob_impl public member functions

-
    -
  1. void operator()(dont_care);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/peaks_over_th_idp438450864.html b/doc/html/boost/accumulators/impl/peaks_over_th_idp438450864.html new file mode 100644 index 0000000000..427f1fb3c2 --- /dev/null +++ b/doc/html/boost/accumulators/impl/peaks_over_th_idp438450864.html @@ -0,0 +1,81 @@ + + + + +Struct template peaks_over_threshold_prob_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template peaks_over_threshold_prob_impl

+

boost::accumulators::impl::peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename LeftRight> 
+struct peaks_over_threshold_prob_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> peaks_over_threshold_prob_impl(Args const &);
+
+  // public member functions
+  void operator()(dont_care);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

See Also:

+

peaks_over_threshold_impl

+

+ +

+
+

+peaks_over_threshold_prob_impl + public + construct/copy/destruct

+
  1. template<typename Args> peaks_over_threshold_prob_impl(Args const & args);
+
+
+

+peaks_over_threshold_prob_impl public member functions

+
    +
  1. void operator()(dont_care);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/peaks_over_threshold_impl.html b/doc/html/boost/accumulators/impl/peaks_over_threshold_impl.html index 56965a0137..d2b4f0546f 100644 --- a/doc/html/boost/accumulators/impl/peaks_over_threshold_impl.html +++ b/doc/html/boost/accumulators/impl/peaks_over_threshold_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -40,64 +40,64 @@ typedef mpl::int_< is_same< LeftRight, left >::value?-1:1 > sign; // construct/copy/destruct - template<typename Args> peaks_over_threshold_impl(Args const &); + template<typename Args> peaks_over_threshold_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> void operator()(Args const &); + template<typename Args> result_type result(Args const &) const; };
-

Description

-

According to the theorem of Pickands-Balkema-de Haan, the distribution function of the excesses over some sufficiently high threshold of a distribution function may be approximated by a generalized Pareto distribution

+

Description

+

According to the theorem of Pickands-Balkema-de Haan, the distribution function of the excesses over some sufficiently high threshold of a distribution function may be approximated by a generalized Pareto distribution

-

Equation 1.1. 

-
+

Equation 1.1. 

+
-


with suitable parameters and that can be estimated, e.g., with the method of moments, cf. Hosking and Wallis (1987),

+


with suitable parameters and that can be estimated, e.g., with the method of moments, cf. Hosking and Wallis (1987),

-

Equation 1.2. 

-
+

Equation 1.2. 

+
-


and being the empirical mean and variance of the samples over the threshold . Equivalently, the distribution function of the exceedances can be approximated by . Since for the distribution function can be written as

+


and being the empirical mean and variance of the samples over the threshold . Equivalently, the distribution function of the exceedances can be approximated by . Since for the distribution function can be written as

-

Equation 1.3. 

-
+

Equation 1.3. 

+
-


and the probability can be approximated by the empirical distribution function evaluated at , an estimator of is given by

+


and the probability can be approximated by the empirical distribution function evaluated at , an estimator of is given by

-

Equation 1.4. 

-
+

Equation 1.4. 

+
-


It can be shown that is a generalized Pareto distribution with and . By inverting , one obtains an estimator for the -quantile,

+


It can be shown that is a generalized Pareto distribution with and . By inverting , one obtains an estimator for the -quantile,

-

Equation 1.5. 

-
+

Equation 1.5. 

+


and similarly an estimator for the (coherent) tail mean,

-

Equation 1.6. 

-
+

Equation 1.6. 

+


cf. McNeil and Frey (2000).

-

Note that in case extreme values of the left tail are fitted, the distribution is mirrored with respect to the axis such that the left tail can be treated as a right tail. The computed fit parameters thus define the Pareto distribution that fits the mirrored left tail. When quantities like a quantile or a tail mean are computed using the fit parameters obtained from the mirrored data, the result is mirrored back, yielding the correct result.

+

Note that in case extreme values of the left tail are fitted, the distribution is mirrored with respect to the axis such that the left tail can be treated as a right tail. The computed fit parameters thus define the Pareto distribution that fits the mirrored left tail. When quantities like a quantile or a tail mean are computed using the fit parameters obtained from the mirrored data, the result is mirrored back, yielding the correct result.

For further details, see

J. R. M. Hosking and J. R. Wallis, Parameter and quantile estimation for the generalized Pareto distribution, Technometrics, Volume 29, 1987, p. 339-349

A. J. McNeil and R. Frey, Estimation of Tail-Related Risk Measures for Heteroscedastic Financial Time Series: an Extreme Value Approach, Journal of Empirical Finance, Volume 7, 2000, p. 271-300

-

+

peaks_over_threshold_impl public construct/copy/destruct

-
  1. template<typename Args> peaks_over_threshold_impl(Args const & args);
+
  1. template<typename Args> peaks_over_threshold_impl(Args const & args);
-

-peaks_over_threshold_impl public member functions

+

+peaks_over_threshold_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. template<typename Args> result_type result(Args const & args) const;
@@ -112,7 +112,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/pot_quantile_impl.html b/doc/html/boost/accumulators/impl/pot_quantile_impl.html index 9f6c980c68..62bd1a91ed 100644 --- a/doc/html/boost/accumulators/impl/pot_quantile_impl.html +++ b/doc/html/boost/accumulators/impl/pot_quantile_impl.html @@ -7,7 +7,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,30 +35,30 @@ template<typename Sample, typename Impl, typename LeftRight> struct pot_quantile_impl : public accumulator_base { // construct/copy/destruct - pot_quantile_impl(dont_care); + pot_quantile_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

Computes an estimate

-

Equation 1.17. 

-
+

Equation 1.17. 

+
-


for a right or left extreme quantile, , and being the parameters of the generalized Pareto distribution that approximates the right tail of the distribution (or the mirrored left tail, in case the left tail is used). In the latter case, the result is mirrored back, yielding the correct result.

+


for a right or left extreme quantile, , and being the parameters of the generalized Pareto distribution that approximates the right tail of the distribution (or the mirrored left tail, in case the left tail is used). In the latter case, the result is mirrored back, yielding the correct result.

-

+

pot_quantile_impl public construct/copy/destruct

-
  1. pot_quantile_impl(dont_care);
+
  1. pot_quantile_impl(dont_care);
-

-pot_quantile_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+pot_quantile_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -72,7 +72,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/pot_tail_mean_impl.html b/doc/html/boost/accumulators/impl/pot_tail_mean_impl.html index d94e6c82e0..84e044a807 100644 --- a/doc/html/boost/accumulators/impl/pot_tail_mean_impl.html +++ b/doc/html/boost/accumulators/impl/pot_tail_mean_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,30 +35,30 @@ template<typename Sample, typename Impl, typename LeftRight> struct pot_tail_mean_impl : public accumulator_base { // construct/copy/destruct - pot_tail_mean_impl(dont_care); + pot_tail_mean_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

Computes an estimate for the (coherent) tail mean

-

Equation 1.18. 

-
+

Equation 1.18. 

+
-


where , and are the parameters of the generalized Pareto distribution that approximates the right tail of the distribution (or the mirrored left tail, in case the left tail is used). In the latter case, the result is mirrored back, yielding the correct result.

+


where , and are the parameters of the generalized Pareto distribution that approximates the right tail of the distribution (or the mirrored left tail, in case the left tail is used). In the latter case, the result is mirrored back, yielding the correct result.

-

+

pot_tail_mean_impl public construct/copy/destruct

-
  1. pot_tail_mean_impl(dont_care);
+
  1. pot_tail_mean_impl(dont_care);
-

-pot_tail_mean_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+pot_tail_mean_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -72,7 +72,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/reference_accumulator_impl.html b/doc/html/boost/accumulators/impl/reference_accumulator_impl.html index 73b880ddcb..20d5ff862a 100644 --- a/doc/html/boost/accumulators/impl/reference_accumulator_impl.html +++ b/doc/html/boost/accumulators/impl/reference_accumulator_impl.html @@ -7,8 +7,8 @@ - - + + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -40,24 +40,24 @@ typedef Referent & result_type; // construct/copy/destruct - template<typename Args> reference_accumulator_impl(Args const &); + template<typename Args> reference_accumulator_impl(Args const &); - // public member functions - result_type result(dont_care) const; + // public member functions + result_type result(dont_care) const; };
-

Description

+

Description

-

+

reference_accumulator_impl public construct/copy/destruct

-
  1. template<typename Args> reference_accumulator_impl(Args const & args);
+
  1. template<typename Args> reference_accumulator_impl(Args const & args);
-

-reference_accumulator_impl public member functions

-
  1. result_type result(dont_care) const;
+

+reference_accumulator_impl public member functions

+
  1. result_type result(dont_care) const;
@@ -71,7 +71,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/rolling_count_impl.html b/doc/html/boost/accumulators/impl/rolling_count_impl.html index 5ba083c551..10457e8836 100644 --- a/doc/html/boost/accumulators/impl/rolling_count_impl.html +++ b/doc/html/boost/accumulators/impl/rolling_count_impl.html @@ -35,24 +35,24 @@ template<typename Sample> struct rolling_count_impl : public accumulator_base { // construct/copy/destruct - rolling_count_impl(dont_care); + rolling_count_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

rolling_count_impl public construct/copy/destruct

-
  1. rolling_count_impl(dont_care);
+
  1. rolling_count_impl(dont_care);
-

-rolling_count_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+rolling_count_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/rolling_moment_impl.html b/doc/html/boost/accumulators/impl/rolling_moment_impl.html index 99a9b3480c..c134782efb 100644 --- a/doc/html/boost/accumulators/impl/rolling_moment_impl.html +++ b/doc/html/boost/accumulators/impl/rolling_moment_impl.html @@ -7,7 +7,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -38,29 +38,29 @@ typedef numeric::functional::fdiv< Sample, std::size_t, void, void >::result_type result_type; // construct/copy/destruct - template<typename Args> rolling_moment_impl(Args const &); + template<typename Args> rolling_moment_impl(Args const &); - // public member functions - BOOST_MPL_ASSERT_RELATION(N::value, 0); - template<typename Args> void operator()(Args const &); - template<typename Args> result_type result(Args const &) const; + // public member functions + BOOST_MPL_ASSERT_RELATION(N::value, 0); + template<typename Args> void operator()(Args const &); + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

rolling_moment_impl public construct/copy/destruct

-
  1. template<typename Args> rolling_moment_impl(Args const & args);
+
  1. template<typename Args> rolling_moment_impl(Args const & args);
-

-rolling_moment_impl public member functions

+

+rolling_moment_impl public member functions

    -
  1.  BOOST_MPL_ASSERT_RELATION(N::value, 0);
    2. -
  2. template<typename Args> void operator()(Args const & args);
    3. -
  3. template<typename Args> result_type result(Args const & args) const;
    4. +
  4.  BOOST_MPL_ASSERT_RELATION(N::value, 0);
    5. +
  5. template<typename Args> void operator()(Args const & args);
    6. +
  6. template<typename Args> result_type result(Args const & args) const;
@@ -75,7 +75,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/rolling_sum_impl.html b/doc/html/boost/accumulators/impl/rolling_sum_impl.html index 82e174ae87..11e077a837 100644 --- a/doc/html/boost/accumulators/impl/rolling_sum_impl.html +++ b/doc/html/boost/accumulators/impl/rolling_sum_impl.html @@ -35,27 +35,27 @@ template<typename Sample> struct rolling_sum_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> rolling_sum_impl(Args const &); + template<typename Args> rolling_sum_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> void operator()(Args const &); + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

rolling_sum_impl public construct/copy/destruct

-
  1. template<typename Args> rolling_sum_impl(Args const & args);
+
  1. template<typename Args> rolling_sum_impl(Args const & args);
-

-rolling_sum_impl public member functions

+

+rolling_sum_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. template<typename Args> result_type result(Args const &) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. template<typename Args> result_type result(Args const &) const;
diff --git a/doc/html/boost/accumulators/impl/rolling_window_impl.html b/doc/html/boost/accumulators/impl/rolling_window_impl.html index fc9d5775e4..82c1f33314 100644 --- a/doc/html/boost/accumulators/impl/rolling_window_impl.html +++ b/doc/html/boost/accumulators/impl/rolling_window_impl.html @@ -35,24 +35,24 @@ template<typename Sample> struct rolling_window_impl : public accumulator_base { // construct/copy/destruct - rolling_window_impl(dont_care); + rolling_window_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

rolling_window_impl public construct/copy/destruct

-
  1. rolling_window_impl(dont_care);
+
  1. rolling_window_impl(dont_care);
-

-rolling_window_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+rolling_window_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/rolling_window_plus1_impl.html b/doc/html/boost/accumulators/impl/rolling_window_plus1_impl.html index 003c0f3fd2..ec16bd62a1 100644 --- a/doc/html/boost/accumulators/impl/rolling_window_plus1_impl.html +++ b/doc/html/boost/accumulators/impl/rolling_window_plus1_impl.html @@ -35,35 +35,35 @@ template<typename Sample> struct rolling_window_plus1_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> rolling_window_plus1_impl(Args const &); - rolling_window_plus1_impl(rolling_window_plus1_impl const &); - rolling_window_plus1_impl & operator=(rolling_window_plus1_impl const &); + template<typename Args> rolling_window_plus1_impl(Args const &); + rolling_window_plus1_impl(rolling_window_plus1_impl const &); + rolling_window_plus1_impl & operator=(rolling_window_plus1_impl const &); - // public member functions - template<typename Args> void operator()(Args const &); - bool full() const; - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + bool full() const; + result_type result(dont_care) const; };
-

Description

+

Description

-

+

rolling_window_plus1_impl public construct/copy/destruct

    -
  1. template<typename Args> rolling_window_plus1_impl(Args const & args);
    2. -
  2. rolling_window_plus1_impl(rolling_window_plus1_impl const & that);
    3. -
  3. rolling_window_plus1_impl & operator=(rolling_window_plus1_impl const & that);
    4. +
  4. template<typename Args> rolling_window_plus1_impl(Args const & args);
    5. +
  5. rolling_window_plus1_impl(rolling_window_plus1_impl const & that);
    6. +
  6. rolling_window_plus1_impl & operator=(rolling_window_plus1_impl const & that);
-

-rolling_window_plus1_impl public member functions

+

+rolling_window_plus1_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. bool full() const;
    3. -
  3. result_type result(dont_care) const;
    4. +
  4. template<typename Args> void operator()(Args const & args);
    5. +
  5. bool full() const;
    6. +
  6. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/skewness_impl.html b/doc/html/boost/accumulators/impl/skewness_impl.html index 41accd2348..88af5f0886 100644 --- a/doc/html/boost/accumulators/impl/skewness_impl.html +++ b/doc/html/boost/accumulators/impl/skewness_impl.html @@ -35,31 +35,31 @@ template<typename Sample> struct skewness_impl : public accumulator_base { // construct/copy/destruct - skewness_impl(dont_care); + skewness_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

-

The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the -th power of the 2nd central moment (the variance) of the samples 3. The skewness can also be expressed by the simple moments:

+

Description

+

The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the -th power of the 2nd central moment (the variance) of the samples 3. The skewness can also be expressed by the simple moments:

-

Equation 1.19. 

-
+

Equation 1.19. 

+


-

where are the -th moment and the mean (first moment) of the samples.

+

where are the -th moment and the mean (first moment) of the samples.

-

+

skewness_impl public construct/copy/destruct

-
  1. skewness_impl(dont_care);
+
  1. skewness_impl(dont_care);
-

-skewness_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+skewness_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/sum_impl.html b/doc/html/boost/accumulators/impl/sum_impl.html index 141e55e300..44a8b33021 100644 --- a/doc/html/boost/accumulators/impl/sum_impl.html +++ b/doc/html/boost/accumulators/impl/sum_impl.html @@ -35,27 +35,27 @@ template<typename Sample, typename Tag = tag::sample> struct sum_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> sum_impl(Args const &); + template<typename Args> sum_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

+

Description

-

+

sum_impl public construct/copy/destruct

-
  1. template<typename Args> sum_impl(Args const & args);
+
  1. template<typename Args> sum_impl(Args const & args);
-

-sum_impl public member functions

+

+sum_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/sum_kahan_impl.html b/doc/html/boost/accumulators/impl/sum_kahan_impl.html index b81ba0524f..e1d093cb38 100644 --- a/doc/html/boost/accumulators/impl/sum_kahan_impl.html +++ b/doc/html/boost/accumulators/impl/sum_kahan_impl.html @@ -35,29 +35,29 @@ template<typename Sample, typename Tag> struct sum_kahan_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> sum_kahan_impl(Args const &); + template<typename Args> sum_kahan_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

+

Description

-

+

sum_kahan_impl public construct/copy/destruct

  1. -
    template<typename Args> sum_kahan_impl(Args const & args);
    Kahan summation algorithm.

    The Kahan summation algorithm reduces the numerical error obtained with standard sequential sum.

    +
    template<typename Args> sum_kahan_impl(Args const & args);
    Kahan summation algorithm.

    The Kahan summation algorithm reduces the numerical error obtained with standard sequential sum.

-

-sum_kahan_impl public member functions

+

+sum_kahan_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/tail_impl.html b/doc/html/boost/accumulators/impl/tail_impl.html index ddd17e9ae9..ede6ef0170 100644 --- a/doc/html/boost/accumulators/impl/tail_impl.html +++ b/doc/html/boost/accumulators/impl/tail_impl.html @@ -35,42 +35,42 @@ template<typename Sample, typename LeftRight> struct tail_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> tail_impl(Args const &); - tail_impl(tail_impl const &); + template<typename Args> tail_impl(Args const &); + tail_impl(tail_impl const &); - // public member functions - BOOST_MPL_ASSERT((mpl::or_< is_same< LeftRight, right >, is_same< LeftRight, left > >)); - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + BOOST_MPL_ASSERT((mpl::or_< is_same< LeftRight, right >, is_same< LeftRight, left > >)); + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; - // private member functions - template<typename Args> void assign(Args const &, std::size_t); + // private member functions + template<typename Args> void assign(Args const &, std::size_t); };
-

Description

+

Description

-

+

tail_impl public construct/copy/destruct

    -
  1. template<typename Args> tail_impl(Args const & args);
    2. -
  2. tail_impl(tail_impl const & that);
    3. +
  3. template<typename Args> tail_impl(Args const & args);
    4. +
  4. tail_impl(tail_impl const & that);
-

-tail_impl public member functions

+

+tail_impl public member functions

    -
  1.  BOOST_MPL_ASSERT((mpl::or_< is_same< LeftRight, right >, is_same< LeftRight, left > >));
    2. -
  2. template<typename Args> void operator()(Args const & args);
    3. -
  3. result_type result(dont_care) const;
    4. +
  4.  BOOST_MPL_ASSERT((mpl::or_< is_same< LeftRight, right >, is_same< LeftRight, left > >));
    5. +
  5. template<typename Args> void operator()(Args const & args);
    6. +
  6. result_type result(dont_care) const;
-

-tail_impl private member functions

-
  1. template<typename Args> void assign(Args const & args, std::size_t index);
+

+tail_impl private member functions

+
  1. template<typename Args> void assign(Args const & args, std::size_t index);
diff --git a/doc/html/boost/accumulators/impl/tail_quantile_impl.html b/doc/html/boost/accumulators/impl/tail_quantile_impl.html index 7c4919b815..ee65fcb152 100644 --- a/doc/html/boost/accumulators/impl/tail_quantile_impl.html +++ b/doc/html/boost/accumulators/impl/tail_quantile_impl.html @@ -7,7 +7,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,32 +35,32 @@ template<typename Sample, typename LeftRight> struct tail_quantile_impl : public accumulator_base { // construct/copy/destruct - tail_quantile_impl(dont_care); + tail_quantile_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

-

The estimation of a tail quantile with level based on order statistics requires the caching of at least the smallest or the largest samples, being the total number of samples. The largest of the smallest samples or the smallest of the largest samples provides an estimate for the quantile:

+

Description

+

The estimation of a tail quantile with level based on order statistics requires the caching of at least the smallest or the largest samples, being the total number of samples. The largest of the smallest samples or the smallest of the largest samples provides an estimate for the quantile:

-

Equation 1.24. 

-
+

Equation 1.24. 

+


-

+

tail_quantile_impl public construct/copy/destruct

-
  1. tail_quantile_impl(dont_care);
+
  1. tail_quantile_impl(dont_care);
-

-tail_quantile_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+tail_quantile_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -74,7 +74,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/tail_variate_impl.html b/doc/html/boost/accumulators/impl/tail_variate_impl.html index 8c09339c3b..77389de949 100644 --- a/doc/html/boost/accumulators/impl/tail_variate_impl.html +++ b/doc/html/boost/accumulators/impl/tail_variate_impl.html @@ -35,36 +35,36 @@ template<typename VariateType, typename VariateTag, typename LeftRight> struct tail_variate_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> tail_variate_impl(Args const &); + template<typename Args> tail_variate_impl(Args const &); - // public member functions - template<typename Args> void assign(Args const &, std::size_t); - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> void assign(Args const &, std::size_t); + template<typename Args> result_type result(Args const &) const; - // private member functions - template<typename TailRng> result_type do_result(TailRng const &) const; + // private member functions + template<typename TailRng> result_type do_result(TailRng const &) const; };
-

Description

+

Description

-

+

tail_variate_impl public construct/copy/destruct

-
  1. template<typename Args> tail_variate_impl(Args const & args);
+
  1. template<typename Args> tail_variate_impl(Args const & args);
-

-tail_variate_impl public member functions

+

+tail_variate_impl public member functions

    -
  1. template<typename Args> void assign(Args const & args, std::size_t index);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
  3. template<typename Args> void assign(Args const & args, std::size_t index);
    4. +
  4. template<typename Args> result_type result(Args const & args) const;
-

-tail_variate_impl private member functions

-
  1. template<typename TailRng> result_type do_result(TailRng const & rng) const;
+

+tail_variate_impl private member functions

+
  1. template<typename TailRng> result_type do_result(TailRng const & rng) const;
diff --git a/doc/html/boost/accumulators/impl/tail_variate_means_impl.html b/doc/html/boost/accumulators/impl/tail_variate_means_impl.html index d946230566..1b0134e432 100644 --- a/doc/html/boost/accumulators/impl/tail_variate_means_impl.html +++ b/doc/html/boost/accumulators/impl/tail_variate_means_impl.html @@ -36,45 +36,45 @@ typename VariateTag> struct tail_variate_means_impl : public accumulator_base { // construct/copy/destruct - tail_variate_means_impl(dont_care); + tail_variate_means_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

-

For all -th variates associated to the largest samples (or the smallest samples in case of the left tail), the absolute tail means are computed and returned as an iterator range. Alternatively, the relative tail means are returned, which are the absolute tail means normalized with the (non-coherent) sample tail mean .

+

Description

+

For all -th variates associated to the largest samples (or the smallest samples in case of the left tail), the absolute tail means are computed and returned as an iterator range. Alternatively, the relative tail means are returned, which are the absolute tail means normalized with the (non-coherent) sample tail mean .

-

Equation 1.25. 

-
+

Equation 1.25. 

+


-

Equation 1.26. 

-
+

Equation 1.26. 

+


-

Equation 1.27. 

-
+

Equation 1.27. 

+


-

Equation 1.28. 

-
+

Equation 1.28. 

+


-

+

tail_variate_means_impl public construct/copy/destruct

-
  1. tail_variate_means_impl(dont_care);
+
  1. tail_variate_means_impl(dont_care);
-

-tail_variate_means_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+tail_variate_means_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/value_accumulator_impl.html b/doc/html/boost/accumulators/impl/value_accumulator_impl.html index 945d6d0feb..e695760f3d 100644 --- a/doc/html/boost/accumulators/impl/value_accumulator_impl.html +++ b/doc/html/boost/accumulators/impl/value_accumulator_impl.html @@ -7,8 +7,8 @@ - - + + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -38,24 +38,24 @@ typedef ValueType result_type; // construct/copy/destruct - template<typename Args> value_accumulator_impl(Args const &); + template<typename Args> value_accumulator_impl(Args const &); - // public member functions - result_type result(dont_care) const; + // public member functions + result_type result(dont_care) const; };
-

Description

+

Description

-

+

value_accumulator_impl public construct/copy/destruct

-
  1. template<typename Args> value_accumulator_impl(Args const & args);
+
  1. template<typename Args> value_accumulator_impl(Args const & args);
-

-value_accumulator_impl public member functions

-
  1. result_type result(dont_care) const;
+

+value_accumulator_impl public member functions

+
  1. result_type result(dont_care) const;
@@ -69,7 +69,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/variance_impl.html b/doc/html/boost/accumulators/impl/variance_impl.html index b6fe5ae31d..f83da1e944 100644 --- a/doc/html/boost/accumulators/impl/variance_impl.html +++ b/doc/html/boost/accumulators/impl/variance_impl.html @@ -35,50 +35,50 @@ template<typename Sample, typename MeanFeature, typename Tag> struct variance_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> variance_impl(Args const &); + template<typename Args> variance_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

-

Iterative calculation of sample variance according to the formula

+

Description

+

Iterative calculation of sample variance according to the formula

-

Equation 1.31. 

-
+

Equation 1.31. 

+


where

-

Equation 1.32. 

-
+

Equation 1.32. 

+
-


is the estimate of the sample mean and is the number of samples.

-

Note that the sample variance is not defined for .

+


is the estimate of the sample mean and is the number of samples.

+

Note that the sample variance is not defined for .

A simplification can be obtained by the approximate recursion

-

Equation 1.33. 

-
+

Equation 1.33. 

+


because the difference

-

Equation 1.34. 

-
+

Equation 1.34. 

+
-


converges to zero as . However, for small the difference can be non-negligible.

+


converges to zero as . However, for small the difference can be non-negligible.

-

+

variance_impl public construct/copy/destruct

-
  1. template<typename Args> variance_impl(Args const & args);
+
  1. template<typename Args> variance_impl(Args const & args);
-

-variance_impl public member functions

+

+variance_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/weighted_covariance_impl.html b/doc/html/boost/accumulators/impl/weighted_covariance_impl.html index 0ac74d267a..d0528dcd0a 100644 --- a/doc/html/boost/accumulators/impl/weighted_covariance_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_covariance_impl.html @@ -36,34 +36,34 @@ typename VariateTag> struct weighted_covariance_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> weighted_covariance_impl(Args const &); + template<typename Args> weighted_covariance_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

-

An iterative Monte Carlo estimator for the weighted covariance , where is a sample and a variate, is given by:

+

Description

+

An iterative Monte Carlo estimator for the weighted covariance , where is a sample and a variate, is given by:

-

Equation 1.35. 

-
+

Equation 1.35. 

+


-

and being the weighted means of the samples and variates and the sum of the first weights .

+

and being the weighted means of the samples and variates and the sum of the first weights .

-

+

weighted_covariance_impl public construct/copy/destruct

-
  1. template<typename Args> weighted_covariance_impl(Args const & args);
+
  1. template<typename Args> weighted_covariance_impl(Args const & args);
-

-weighted_covariance_impl public member functions

+

+weighted_covariance_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/weighted_density_impl.html b/doc/html/boost/accumulators/impl/weighted_density_impl.html index 43b1e247bb..2f5f0c69b4 100644 --- a/doc/html/boost/accumulators/impl/weighted_density_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_density_impl.html @@ -35,30 +35,30 @@ template<typename Sample, typename Weight> struct weighted_density_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> weighted_density_impl(Args const &); + template<typename Args> weighted_density_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> void operator()(Args const &); + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

The histogram density estimator returns a histogram of the sample distribution. The positions and sizes of the bins are determined using a specifiable number of cached samples (cache_size). The range between the minimum and the maximum of the cached samples is subdivided into a specifiable number of bins (num_bins) of same size. Additionally, an under- and an overflow bin is added to capture future under- and overflow samples. Once the bins are determined, the cached samples and all subsequent samples are added to the correct bins. At the end, a range of std::pair is returned, where each pair contains the position of the bin (lower bound) and the sum of the weights (normalized with the sum of all weights).

-

+

weighted_density_impl public construct/copy/destruct

-
  1. template<typename Args> weighted_density_impl(Args const & args);
+
  1. template<typename Args> weighted_density_impl(Args const & args);
-

-weighted_density_impl public member functions

+

+weighted_density_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/weighted_exte_idp417366608.html b/doc/html/boost/accumulators/impl/weighted_exte_idp417366608.html deleted file mode 100644 index 7123c6a038..0000000000 --- a/doc/html/boost/accumulators/impl/weighted_exte_idp417366608.html +++ /dev/null @@ -1,83 +0,0 @@ - - - - -Struct template weighted_extended_p_square_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template weighted_extended_p_square_impl

-

boost::accumulators::impl::weighted_extended_p_square_impl — Multiple quantile estimation with the extended algorithm for weighted samples.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight> 
-struct weighted_extended_p_square_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> weighted_extended_p_square_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  result_type result(dont_care) const;
-};
-
-

Description

-

This version of the extended algorithm extends the extended algorithm to support weighted samples. The extended algorithm dynamically estimates several quantiles without storing samples. Assume that quantiles are to be estimated. Instead of storing the whole sample cumulative distribution, the algorithm maintains only principal markers and middle markers, whose positions are updated with each sample and whose heights are adjusted (if necessary) using a piecewise-parablic formula. The heights of the principal markers are the current estimates of the quantiles and are returned as an iterator range.

-

For further details, see

-

K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49, Number 4 (October), 1986, p. 159-164.

-

The extended algorithm generalizes the algorithm of

-

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

-

-

-
-

-weighted_extended_p_square_impl - public - construct/copy/destruct

-
  1. template<typename Args> weighted_extended_p_square_impl(Args const & args);
-
-
-

-weighted_extended_p_square_impl public member functions

-
    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/weighted_exte_idp438883840.html b/doc/html/boost/accumulators/impl/weighted_exte_idp438883840.html new file mode 100644 index 0000000000..de5e157d45 --- /dev/null +++ b/doc/html/boost/accumulators/impl/weighted_exte_idp438883840.html @@ -0,0 +1,83 @@ + + + + +Struct template weighted_extended_p_square_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template weighted_extended_p_square_impl

+

boost::accumulators::impl::weighted_extended_p_square_impl — Multiple quantile estimation with the extended algorithm for weighted samples.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight> 
+struct weighted_extended_p_square_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> weighted_extended_p_square_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  result_type result(dont_care) const;
+};
+
+

Description

+

This version of the extended algorithm extends the extended algorithm to support weighted samples. The extended algorithm dynamically estimates several quantiles without storing samples. Assume that quantiles are to be estimated. Instead of storing the whole sample cumulative distribution, the algorithm maintains only principal markers and middle markers, whose positions are updated with each sample and whose heights are adjusted (if necessary) using a piecewise-parablic formula. The heights of the principal markers are the current estimates of the quantiles and are returned as an iterator range.

+

For further details, see

+

K. E. E. Raatikainen, Simultaneous estimation of several quantiles, Simulation, Volume 49, Number 4 (October), 1986, p. 159-164.

+

The extended algorithm generalizes the algorithm of

+

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

+

+

+
+

+weighted_extended_p_square_impl + public + construct/copy/destruct

+
  1. template<typename Args> weighted_extended_p_square_impl(Args const & args);
+
+
+

+weighted_extended_p_square_impl public member functions

+
    +
  1. template<typename Args> void operator()(Args const & args);
    2. +
  2. result_type result(dont_care) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/weighted_kurtosis_impl.html b/doc/html/boost/accumulators/impl/weighted_kurtosis_impl.html index ecf7c0a815..dc234a4849 100644 --- a/doc/html/boost/accumulators/impl/weighted_kurtosis_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_kurtosis_impl.html @@ -35,32 +35,32 @@ template<typename Sample, typename Weight> struct weighted_kurtosis_impl : public accumulator_base { // construct/copy/destruct - weighted_kurtosis_impl(dont_care); + weighted_kurtosis_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

-

The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central moment (the variance) of the samples, minus 3. The term is added in order to ensure that the normal distribution has zero kurtosis. The kurtosis can also be expressed by the simple moments:

+

Description

+

The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central moment (the variance) of the samples, minus 3. The term is added in order to ensure that the normal distribution has zero kurtosis. The kurtosis can also be expressed by the simple moments:

-

Equation 1.36. 

-
+

Equation 1.36. 

+


-

where are the -th moment and the mean (first moment) of the samples.

+

where are the -th moment and the mean (first moment) of the samples.

The kurtosis estimator for weighted samples is formally identical to the estimator for unweighted samples, except that the weighted counterparts of all measures it depends on are to be taken.

-

+

weighted_kurtosis_impl public construct/copy/destruct

-
  1. weighted_kurtosis_impl(dont_care);
+
  1. weighted_kurtosis_impl(dont_care);
-

-weighted_kurtosis_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+weighted_kurtosis_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
diff --git a/doc/html/boost/accumulators/impl/weighted_mean_impl.html b/doc/html/boost/accumulators/impl/weighted_mean_impl.html index 53cc3f0f4b..c8216752c8 100644 --- a/doc/html/boost/accumulators/impl/weighted_mean_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_mean_impl.html @@ -7,8 +7,8 @@ - - + + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,24 +35,24 @@ template<typename Sample, typename Weight, typename Tag> struct weighted_mean_impl : public accumulator_base { // construct/copy/destruct - weighted_mean_impl(dont_care); + weighted_mean_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

weighted_mean_impl public construct/copy/destruct

-
  1. weighted_mean_impl(dont_care);
+
  1. weighted_mean_impl(dont_care);
-

-weighted_mean_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+weighted_mean_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -66,7 +66,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/weighted_median_impl.html b/doc/html/boost/accumulators/impl/weighted_median_impl.html index ddf7d35b22..34b38dd68b 100644 --- a/doc/html/boost/accumulators/impl/weighted_median_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_median_impl.html @@ -8,7 +8,7 @@ - + @@ -21,13 +21,13 @@
-PrevUpHomeNext +PrevUpHomeNext

Struct template weighted_median_impl

-

boost::accumulators::impl::weighted_median_impl — Median estimation for weighted samples based on the quantile estimator.

+

boost::accumulators::impl::weighted_median_impl — Median estimation for weighted samples based on the quantile estimator.

Synopsis

// In header: <boost/accumulators/statistics_fwd.hpp>
@@ -35,25 +35,25 @@
 template<typename Sample> 
 struct weighted_median_impl : public accumulator_base {
   // construct/copy/destruct
-  weighted_median_impl(dont_care);
+  weighted_median_impl(dont_care);
 
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
 };
-

Description

-

The algorithm for weighted samples is invoked with a quantile probability of 0.5.

+

Description

+

The algorithm for weighted samples is invoked with a quantile probability of 0.5.

-

+

weighted_median_impl public construct/copy/destruct

-
  1. weighted_median_impl(dont_care);
+
  1. weighted_median_impl(dont_care);
-

-weighted_median_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+weighted_median_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -67,7 +67,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/weighted_moment_impl.html b/doc/html/boost/accumulators/impl/weighted_moment_impl.html index 897f1e360d..9b25e6cffe 100644 --- a/doc/html/boost/accumulators/impl/weighted_moment_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_moment_impl.html @@ -7,8 +7,8 @@ - - + + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,29 +35,29 @@ template<typename N, typename Sample, typename Weight> struct weighted_moment_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> weighted_moment_impl(Args const &); + template<typename Args> weighted_moment_impl(Args const &); - // public member functions - BOOST_MPL_ASSERT_RELATION(N::value, 0); - template<typename Args> void operator()(Args const &); - template<typename Args> result_type result(Args const &) const; + // public member functions + BOOST_MPL_ASSERT_RELATION(N::value, 0); + template<typename Args> void operator()(Args const &); + template<typename Args> result_type result(Args const &) const; };
-

Description

+

Description

-

+

weighted_moment_impl public construct/copy/destruct

-
  1. template<typename Args> weighted_moment_impl(Args const & args);
+
  1. template<typename Args> weighted_moment_impl(Args const & args);
-

-weighted_moment_impl public member functions

+

+weighted_moment_impl public member functions

    -
  1.  BOOST_MPL_ASSERT_RELATION(N::value, 0);
    2. -
  2. template<typename Args> void operator()(Args const & args);
    3. -
  3. template<typename Args> result_type result(Args const & args) const;
    4. +
  4.  BOOST_MPL_ASSERT_RELATION(N::value, 0);
    5. +
  5. template<typename Args> void operator()(Args const & args);
    6. +
  6. template<typename Args> result_type result(Args const & args) const;
@@ -72,7 +72,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/weighted_p_sq_idp417411152.html b/doc/html/boost/accumulators/impl/weighted_p_sq_idp417411152.html deleted file mode 100644 index 681be146b5..0000000000 --- a/doc/html/boost/accumulators/impl/weighted_p_sq_idp417411152.html +++ /dev/null @@ -1,86 +0,0 @@ - - - - -Struct template weighted_p_square_cumulative_distribution_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template weighted_p_square_cumulative_distribution_impl

-

boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl — Histogram calculation of the cumulative distribution with the algorithm for weighted samples.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight> 
-struct weighted_p_square_cumulative_distribution_impl :
-  public accumulator_base
-{
-  // construct/copy/destruct
-  template<typename Args> 
-    weighted_p_square_cumulative_distribution_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

A histogram of the sample cumulative distribution is computed dynamically without storing samples based on the algorithm for weighted samples. The returned histogram has a specifiable amount (num_cells) equiprobable (and not equal-sized) cells.

-

Note that applying importance sampling results in regions to be more and other regions to be less accurately estimated than without importance sampling, i.e., with unweighted samples.

-

For further details, see

-

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

-

-

-
-

-weighted_p_square_cumulative_distribution_impl - public - construct/copy/destruct

-
  1. template<typename Args> 
-  weighted_p_square_cumulative_distribution_impl(Args const & args);
-
-
-

-weighted_p_square_cumulative_distribution_impl public member functions

-
    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/weighted_p_sq_idp417426848.html b/doc/html/boost/accumulators/impl/weighted_p_sq_idp417426848.html deleted file mode 100644 index 91fbb00e72..0000000000 --- a/doc/html/boost/accumulators/impl/weighted_p_sq_idp417426848.html +++ /dev/null @@ -1,81 +0,0 @@ - - - - -Struct template weighted_p_square_quantile_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template weighted_p_square_quantile_impl

-

boost::accumulators::impl::weighted_p_square_quantile_impl — Single quantile estimation with the algorithm for weighted samples.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename Impl> 
-struct weighted_p_square_quantile_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> weighted_p_square_quantile_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  result_type result(dont_care) const;
-};
-
-

Description

-

This version of the algorithm extends the algorithm to support weighted samples. The algorithm estimates a quantile dynamically without storing samples. Instead of storing the whole sample cumulative distribution, only five points (markers) are stored. The heights of these markers are the minimum and the maximum of the samples and the current estimates of the -, - and -quantiles. Their positions are equal to the number of samples that are smaller or equal to the markers. Each time a new sample is added, the positions of the markers are updated and if necessary their heights are adjusted using a piecewise- parabolic formula.

-

For further details, see

-

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

-

-

-
-

-weighted_p_square_quantile_impl - public - construct/copy/destruct

-
  1. template<typename Args> weighted_p_square_quantile_impl(Args const & args);
-
-
-

-weighted_p_square_quantile_impl public member functions

-
    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/weighted_p_sq_idp438928384.html b/doc/html/boost/accumulators/impl/weighted_p_sq_idp438928384.html new file mode 100644 index 0000000000..c73098092e --- /dev/null +++ b/doc/html/boost/accumulators/impl/weighted_p_sq_idp438928384.html @@ -0,0 +1,86 @@ + + + + +Struct template weighted_p_square_cumulative_distribution_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template weighted_p_square_cumulative_distribution_impl

+

boost::accumulators::impl::weighted_p_square_cumulative_distribution_impl — Histogram calculation of the cumulative distribution with the algorithm for weighted samples.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight> 
+struct weighted_p_square_cumulative_distribution_impl :
+  public accumulator_base
+{
+  // construct/copy/destruct
+  template<typename Args> 
+    weighted_p_square_cumulative_distribution_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

A histogram of the sample cumulative distribution is computed dynamically without storing samples based on the algorithm for weighted samples. The returned histogram has a specifiable amount (num_cells) equiprobable (and not equal-sized) cells.

+

Note that applying importance sampling results in regions to be more and other regions to be less accurately estimated than without importance sampling, i.e., with unweighted samples.

+

For further details, see

+

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

+

+

+
+

+weighted_p_square_cumulative_distribution_impl + public + construct/copy/destruct

+
  1. template<typename Args> 
+  weighted_p_square_cumulative_distribution_impl(Args const & args);
+
+
+

+weighted_p_square_cumulative_distribution_impl public member functions

+
    +
  1. template<typename Args> void operator()(Args const & args);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/weighted_p_sq_idp438944080.html b/doc/html/boost/accumulators/impl/weighted_p_sq_idp438944080.html new file mode 100644 index 0000000000..abbc8448d4 --- /dev/null +++ b/doc/html/boost/accumulators/impl/weighted_p_sq_idp438944080.html @@ -0,0 +1,81 @@ + + + + +Struct template weighted_p_square_quantile_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template weighted_p_square_quantile_impl

+

boost::accumulators::impl::weighted_p_square_quantile_impl — Single quantile estimation with the algorithm for weighted samples.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename Impl> 
+struct weighted_p_square_quantile_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> weighted_p_square_quantile_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  result_type result(dont_care) const;
+};
+
+

Description

+

This version of the algorithm extends the algorithm to support weighted samples. The algorithm estimates a quantile dynamically without storing samples. Instead of storing the whole sample cumulative distribution, only five points (markers) are stored. The heights of these markers are the minimum and the maximum of the samples and the current estimates of the -, - and -quantiles. Their positions are equal to the number of samples that are smaller or equal to the markers. Each time a new sample is added, the positions of the markers are updated and if necessary their heights are adjusted using a piecewise- parabolic formula.

+

For further details, see

+

R. Jain and I. Chlamtac, The P^2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, Volume 28 (October), Number 10, 1985, p. 1076-1085.

+

+

+
+

+weighted_p_square_quantile_impl + public + construct/copy/destruct

+
  1. template<typename Args> weighted_p_square_quantile_impl(Args const & args);
+
+
+

+weighted_p_square_quantile_impl public member functions

+
    +
  1. template<typename Args> void operator()(Args const & args);
    2. +
  2. result_type result(dont_care) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/weighted_peak_idp417344752.html b/doc/html/boost/accumulators/impl/weighted_peak_idp417344752.html deleted file mode 100644 index 24c8a36ed9..0000000000 --- a/doc/html/boost/accumulators/impl/weighted_peak_idp417344752.html +++ /dev/null @@ -1,81 +0,0 @@ - - - - -Struct template weighted_peaks_over_threshold_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template weighted_peaks_over_threshold_impl

-

boost::accumulators::impl::weighted_peaks_over_threshold_impl — Weighted Peaks over Threshold Method for Weighted Quantile and Weighted Tail Mean Estimation.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename LeftRight> 
-struct weighted_peaks_over_threshold_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> weighted_peaks_over_threshold_impl(Args const &);
-
-  // public member functions
-  template<typename Args> void operator()(Args const &);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

See Also:

-

peaks_over_threshold_impl

-

- -

-
-

-weighted_peaks_over_threshold_impl - public - construct/copy/destruct

-
  1. template<typename Args> weighted_peaks_over_threshold_impl(Args const & args);
-
-
-

-weighted_peaks_over_threshold_impl public member functions

-
    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/weighted_peak_idp417356112.html b/doc/html/boost/accumulators/impl/weighted_peak_idp417356112.html deleted file mode 100644 index e112f9db8d..0000000000 --- a/doc/html/boost/accumulators/impl/weighted_peak_idp417356112.html +++ /dev/null @@ -1,83 +0,0 @@ - - - - -Struct template weighted_peaks_over_threshold_prob_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template weighted_peaks_over_threshold_prob_impl

-

boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename LeftRight> 
-struct weighted_peaks_over_threshold_prob_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> 
-    weighted_peaks_over_threshold_prob_impl(Args const &);
-
-  // public member functions
-  void operator()(dont_care);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

See Also:

-

weighted_peaks_over_threshold_impl

-

- -

-
-

-weighted_peaks_over_threshold_prob_impl - public - construct/copy/destruct

-
  1. template<typename Args> 
-  weighted_peaks_over_threshold_prob_impl(Args const & args);
-
-
-

-weighted_peaks_over_threshold_prob_impl public member functions

-
    -
  1. void operator()(dont_care);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/weighted_peak_idp438861984.html b/doc/html/boost/accumulators/impl/weighted_peak_idp438861984.html new file mode 100644 index 0000000000..12b2226ff5 --- /dev/null +++ b/doc/html/boost/accumulators/impl/weighted_peak_idp438861984.html @@ -0,0 +1,81 @@ + + + + +Struct template weighted_peaks_over_threshold_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template weighted_peaks_over_threshold_impl

+

boost::accumulators::impl::weighted_peaks_over_threshold_impl — Weighted Peaks over Threshold Method for Weighted Quantile and Weighted Tail Mean Estimation.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename LeftRight> 
+struct weighted_peaks_over_threshold_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> weighted_peaks_over_threshold_impl(Args const &);
+
+  // public member functions
+  template<typename Args> void operator()(Args const &);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

See Also:

+

peaks_over_threshold_impl

+

+ +

+
+

+weighted_peaks_over_threshold_impl + public + construct/copy/destruct

+
  1. template<typename Args> weighted_peaks_over_threshold_impl(Args const & args);
+
+
+

+weighted_peaks_over_threshold_impl public member functions

+
    +
  1. template<typename Args> void operator()(Args const & args);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/weighted_peak_idp438873344.html b/doc/html/boost/accumulators/impl/weighted_peak_idp438873344.html new file mode 100644 index 0000000000..b32eb42565 --- /dev/null +++ b/doc/html/boost/accumulators/impl/weighted_peak_idp438873344.html @@ -0,0 +1,83 @@ + + + + +Struct template weighted_peaks_over_threshold_prob_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template weighted_peaks_over_threshold_prob_impl

+

boost::accumulators::impl::weighted_peaks_over_threshold_prob_impl — Peaks over Threshold Method for Quantile and Tail Mean Estimation.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename LeftRight> 
+struct weighted_peaks_over_threshold_prob_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> 
+    weighted_peaks_over_threshold_prob_impl(Args const &);
+
+  // public member functions
+  void operator()(dont_care);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

See Also:

+

weighted_peaks_over_threshold_impl

+

+ +

+
+

+weighted_peaks_over_threshold_prob_impl + public + construct/copy/destruct

+
  1. template<typename Args> 
+  weighted_peaks_over_threshold_prob_impl(Args const & args);
+
+
+

+weighted_peaks_over_threshold_prob_impl public member functions

+
    +
  1. void operator()(dont_care);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/weighted_skewness_impl.html b/doc/html/boost/accumulators/impl/weighted_skewness_impl.html index 6e59911149..a8904f5083 100644 --- a/doc/html/boost/accumulators/impl/weighted_skewness_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_skewness_impl.html @@ -7,7 +7,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,32 +35,32 @@ template<typename Sample, typename Weight> struct weighted_skewness_impl : public accumulator_base { // construct/copy/destruct - weighted_skewness_impl(dont_care); + weighted_skewness_impl(dont_care); - // public member functions - template<typename Args> result_type result(Args const &) const; + // public member functions + template<typename Args> result_type result(Args const &) const; };
-

Description

-

The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the -th power $ of the 2nd central moment (the variance) of the samples. The skewness can also be expressed by the simple moments:

+

Description

+

The skewness of a sample distribution is defined as the ratio of the 3rd central moment and the -th power $ of the 2nd central moment (the variance) of the samples. The skewness can also be expressed by the simple moments:

-

Equation 1.37. 

-
+

Equation 1.37. 

+


-

where are the -th moment and the mean (first moment) of the samples.

+

where are the -th moment and the mean (first moment) of the samples.

The skewness estimator for weighted samples is formally identical to the estimator for unweighted samples, except that the weighted counterparts of all measures it depends on are to be taken.

-

+

weighted_skewness_impl public construct/copy/destruct

-
  1. weighted_skewness_impl(dont_care);
+
  1. weighted_skewness_impl(dont_care);
-

-weighted_skewness_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
+

+weighted_skewness_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
@@ -74,7 +74,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/weighted_sum_impl.html b/doc/html/boost/accumulators/impl/weighted_sum_impl.html index 9c8e1e4a31..a48ffd88b4 100644 --- a/doc/html/boost/accumulators/impl/weighted_sum_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_sum_impl.html @@ -35,27 +35,27 @@ template<typename Sample, typename Weight, typename Tag> struct weighted_sum_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> weighted_sum_impl(Args const &); + template<typename Args> weighted_sum_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

+

Description

-

+

weighted_sum_impl public construct/copy/destruct

-
  1. template<typename Args> weighted_sum_impl(Args const & args);
+
  1. template<typename Args> weighted_sum_impl(Args const & args);
-

-weighted_sum_impl public member functions

+

+weighted_sum_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
diff --git a/doc/html/boost/accumulators/impl/weighted_sum_kahan_impl.html b/doc/html/boost/accumulators/impl/weighted_sum_kahan_impl.html index 9cebe528f0..e702ff0ff8 100644 --- a/doc/html/boost/accumulators/impl/weighted_sum_kahan_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_sum_kahan_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,27 +35,27 @@ template<typename Sample, typename Weight, typename Tag> struct weighted_sum_kahan_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> weighted_sum_kahan_impl(Args const &); + template<typename Args> weighted_sum_kahan_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

+

Description

-

+

weighted_sum_kahan_impl public construct/copy/destruct

-
  1. template<typename Args> weighted_sum_kahan_impl(Args const & args);
+
  1. template<typename Args> weighted_sum_kahan_impl(Args const & args);
-

-weighted_sum_kahan_impl public member functions

+

+weighted_sum_kahan_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
@@ -70,7 +70,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/weighted_tail_idp417525184.html b/doc/html/boost/accumulators/impl/weighted_tail_idp417525184.html deleted file mode 100644 index 22b0fc9c22..0000000000 --- a/doc/html/boost/accumulators/impl/weighted_tail_idp417525184.html +++ /dev/null @@ -1,87 +0,0 @@ - - - - -Struct template weighted_tail_quantile_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template weighted_tail_quantile_impl

-

boost::accumulators::impl::weighted_tail_quantile_impl — Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename LeftRight> 
-struct weighted_tail_quantile_impl : public accumulator_base {
-  // construct/copy/destruct
-  weighted_tail_quantile_impl(dont_care);
-
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

An estimator of tail quantiles with level based on order statistics of weighted samples are given by (left tail) and (right tail), where

-
-

Equation 1.42. 

-
-
-


-

and

-
-

Equation 1.43. 

-
-
-


-

being the number of samples and the sum of all weights.

-

-

-
-

-weighted_tail_quantile_impl - public - construct/copy/destruct

-
  1. weighted_tail_quantile_impl(dont_care);
-
-
-

-weighted_tail_quantile_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/weighted_tail_idp417554432.html b/doc/html/boost/accumulators/impl/weighted_tail_idp417554432.html deleted file mode 100644 index 8d903c0aa4..0000000000 --- a/doc/html/boost/accumulators/impl/weighted_tail_idp417554432.html +++ /dev/null @@ -1,106 +0,0 @@ - - - - -Struct template weighted_tail_variate_means_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template weighted_tail_variate_means_impl

-

boost::accumulators::impl::weighted_tail_variate_means_impl — Estimation of the absolute and relative weighted tail variate means (for both left and right tails)

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight, typename Impl, typename LeftRight, 
-         typename VariateType> 
-struct weighted_tail_variate_means_impl : public accumulator_base {
-  // construct/copy/destruct
-  weighted_tail_variate_means_impl(dont_care);
-
-  // public member functions
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

For all -th variates associated to the

-
-

Equation 1.44. 

-
-
-


-

smallest samples (left tail) or the weighted mean of the

-
-

Equation 1.45. 

-
-
-


-

largest samples (right tail), the absolute weighted tail means are computed and returned as an iterator range. Alternatively, the relative weighted tail means are returned, which are the absolute weighted tail means normalized with the weighted (non-coherent) sample tail mean .

-
-

Equation 1.46. 

-
-
-


-
-

Equation 1.47. 

-
-
-


-
-

Equation 1.48. 

-
-
-


-
-

Equation 1.49. 

-
-
-


-
-

-weighted_tail_variate_means_impl - public - construct/copy/destruct

-
  1. weighted_tail_variate_means_impl(dont_care);
-
-
-

-weighted_tail_variate_means_impl public member functions

-
  1. template<typename Args> result_type result(Args const & args) const;
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/weighted_tail_idp439042416.html b/doc/html/boost/accumulators/impl/weighted_tail_idp439042416.html new file mode 100644 index 0000000000..582991c9b5 --- /dev/null +++ b/doc/html/boost/accumulators/impl/weighted_tail_idp439042416.html @@ -0,0 +1,87 @@ + + + + +Struct template weighted_tail_quantile_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template weighted_tail_quantile_impl

+

boost::accumulators::impl::weighted_tail_quantile_impl — Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename LeftRight> 
+struct weighted_tail_quantile_impl : public accumulator_base {
+  // construct/copy/destruct
+  weighted_tail_quantile_impl(dont_care);
+
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

An estimator of tail quantiles with level based on order statistics of weighted samples are given by (left tail) and (right tail), where

+
+

Equation 1.42. 

+
+
+


+

and

+
+

Equation 1.43. 

+
+
+


+

being the number of samples and the sum of all weights.

+

+

+
+

+weighted_tail_quantile_impl + public + construct/copy/destruct

+
  1. weighted_tail_quantile_impl(dont_care);
+
+
+

+weighted_tail_quantile_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/weighted_tail_idp439071664.html b/doc/html/boost/accumulators/impl/weighted_tail_idp439071664.html new file mode 100644 index 0000000000..cad810ae2f --- /dev/null +++ b/doc/html/boost/accumulators/impl/weighted_tail_idp439071664.html @@ -0,0 +1,106 @@ + + + + +Struct template weighted_tail_variate_means_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template weighted_tail_variate_means_impl

+

boost::accumulators::impl::weighted_tail_variate_means_impl — Estimation of the absolute and relative weighted tail variate means (for both left and right tails)

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight, typename Impl, typename LeftRight, 
+         typename VariateType> 
+struct weighted_tail_variate_means_impl : public accumulator_base {
+  // construct/copy/destruct
+  weighted_tail_variate_means_impl(dont_care);
+
+  // public member functions
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

For all -th variates associated to the

+
+

Equation 1.44. 

+
+
+


+

smallest samples (left tail) or the weighted mean of the

+
+

Equation 1.45. 

+
+
+


+

largest samples (right tail), the absolute weighted tail means are computed and returned as an iterator range. Alternatively, the relative weighted tail means are returned, which are the absolute weighted tail means normalized with the weighted (non-coherent) sample tail mean .

+
+

Equation 1.46. 

+
+
+


+
+

Equation 1.47. 

+
+
+


+
+

Equation 1.48. 

+
+
+


+
+

Equation 1.49. 

+
+
+


+
+

+weighted_tail_variate_means_impl + public + construct/copy/destruct

+
  1. weighted_tail_variate_means_impl(dont_care);
+
+
+

+weighted_tail_variate_means_impl public member functions

+
  1. template<typename Args> result_type result(Args const & args) const;
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/weighted_variance_impl.html b/doc/html/boost/accumulators/impl/weighted_variance_impl.html index 4cb3b49734..a01c493063 100644 --- a/doc/html/boost/accumulators/impl/weighted_variance_impl.html +++ b/doc/html/boost/accumulators/impl/weighted_variance_impl.html @@ -7,7 +7,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,33 +35,33 @@ template<typename Sample, typename Weight, typename MeanFeature, typename Tag> struct weighted_variance_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> weighted_variance_impl(Args const &); + template<typename Args> weighted_variance_impl(Args const &); - // public member functions - template<typename Args> void operator()(Args const &); - result_type result(dont_care) const; + // public member functions + template<typename Args> void operator()(Args const &); + result_type result(dont_care) const; };
-

Description

+

Description

Iterative calculation of variance of weighted samples:

-

Equation 1.51. 

-
+

Equation 1.51. 

+
-


where is the sum of the weights and the estimate of the mean of the weighted samples. Note that the sample variance is not defined for .

+


where is the sum of the weights and the estimate of the mean of the weighted samples. Note that the sample variance is not defined for .

-

+

weighted_variance_impl public construct/copy/destruct

-
  1. template<typename Args> weighted_variance_impl(Args const & args);
+
  1. template<typename Args> weighted_variance_impl(Args const & args);
-

-weighted_variance_impl public member functions

+

+weighted_variance_impl public member functions

    -
  1. template<typename Args> void operator()(Args const & args);
    2. -
  2. result_type result(dont_care) const;
    3. +
  3. template<typename Args> void operator()(Args const & args);
    4. +
  4. result_type result(dont_care) const;
@@ -76,7 +76,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/with_density__idp417306288.html b/doc/html/boost/accumulators/impl/with_density__idp417306288.html deleted file mode 100644 index b14bc7173e..0000000000 --- a/doc/html/boost/accumulators/impl/with_density__idp417306288.html +++ /dev/null @@ -1,77 +0,0 @@ - - - - -Struct template with_density_weighted_median_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
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-
-PrevUpHomeNext -
-
-
-
-

Struct template with_density_weighted_median_impl

-

boost::accumulators::impl::with_density_weighted_median_impl — Median estimation for weighted samples based on the density estimator.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample> 
-struct with_density_weighted_median_impl : public accumulator_base {
-  // construct/copy/destruct
-  template<typename Args> with_density_weighted_median_impl(Args const &);
-
-  // public member functions
-  void operator()(dont_care);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

The algorithm determines the bin in which the -th sample lies, being the total number of samples. It returns the approximate horizontal position of this sample, based on a linear interpolation inside the bin.

-
-

-with_density_weighted_median_impl - public - construct/copy/destruct

-
  1. template<typename Args> with_density_weighted_median_impl(Args const & args);
-
-
-

-with_density_weighted_median_impl public member functions

-
    -
  1. void operator()(dont_care);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/with_density__idp438823520.html b/doc/html/boost/accumulators/impl/with_density__idp438823520.html new file mode 100644 index 0000000000..4234a4f73a --- /dev/null +++ b/doc/html/boost/accumulators/impl/with_density__idp438823520.html @@ -0,0 +1,77 @@ + + + + +Struct template with_density_weighted_median_impl + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+
+

Struct template with_density_weighted_median_impl

+

boost::accumulators::impl::with_density_weighted_median_impl — Median estimation for weighted samples based on the density estimator.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample> 
+struct with_density_weighted_median_impl : public accumulator_base {
+  // construct/copy/destruct
+  template<typename Args> with_density_weighted_median_impl(Args const &);
+
+  // public member functions
+  void operator()(dont_care);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

The algorithm determines the bin in which the -th sample lies, being the total number of samples. It returns the approximate horizontal position of this sample, based on a linear interpolation inside the bin.

+
+

+with_density_weighted_median_impl + public + construct/copy/destruct

+
  1. template<typename Args> with_density_weighted_median_impl(Args const & args);
+
+
+

+with_density_weighted_median_impl public member functions

+
    +
  1. void operator()(dont_care);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/with_density_median_impl.html b/doc/html/boost/accumulators/impl/with_density_median_impl.html index dd4283a957..0cfb87a04c 100644 --- a/doc/html/boost/accumulators/impl/with_density_median_impl.html +++ b/doc/html/boost/accumulators/impl/with_density_median_impl.html @@ -8,7 +8,7 @@ - + @@ -21,7 +21,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -35,28 +35,28 @@ template<typename Sample> struct with_density_median_impl : public accumulator_base { // construct/copy/destruct - template<typename Args> with_density_median_impl(Args const &); + template<typename Args> with_density_median_impl(Args const &); - // public member functions - void operator()(dont_care); - template<typename Args> result_type result(Args const &) const; + // public member functions + void operator()(dont_care); + template<typename Args> result_type result(Args const &) const; };
-

Description

-

The algorithm determines the bin in which the -th sample lies, being the total number of samples. It returns the approximate horizontal position of this sample, based on a linear interpolation inside the bin.

+

Description

+

The algorithm determines the bin in which the -th sample lies, being the total number of samples. It returns the approximate horizontal position of this sample, based on a linear interpolation inside the bin.

-

+

with_density_median_impl public construct/copy/destruct

-
  1. template<typename Args> with_density_median_impl(Args const & args);
+
  1. template<typename Args> with_density_median_impl(Args const & args);
-

-with_density_median_impl public member functions

+

+with_density_median_impl public member functions

    -
  1. void operator()(dont_care);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
  3. void operator()(dont_care);
    4. +
  4. template<typename Args> result_type result(Args const & args) const;
@@ -71,7 +71,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/html/boost/accumulators/impl/with_p_square_idp411136160.html b/doc/html/boost/accumulators/impl/with_p_square_idp411136160.html deleted file mode 100644 index 2226108837..0000000000 --- a/doc/html/boost/accumulators/impl/with_p_square_idp411136160.html +++ /dev/null @@ -1,79 +0,0 @@ - - - - -Struct template with_p_square_cumulative_distribution_median_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template with_p_square_cumulative_distribution_median_impl

-

boost::accumulators::impl::with_p_square_cumulative_distribution_median_impl — Median estimation based on the cumulative distribution estimator.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample> 
-struct with_p_square_cumulative_distribution_median_impl :
-  public accumulator_base
-{
-  // construct/copy/destruct
-  with_p_square_cumulative_distribution_median_impl(dont_care);
-
-  // public member functions
-  void operator()(dont_care);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It returns the approximate horizontal position of where the cumulative distribution equals 0.5, based on a linear interpolation inside the bin.

-
-

-with_p_square_cumulative_distribution_median_impl - public - construct/copy/destruct

-
  1. with_p_square_cumulative_distribution_median_impl(dont_care);
-
-
-

-with_p_square_cumulative_distribution_median_impl public member functions

-
    -
  1. void operator()(dont_care);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

-
-
-
-PrevUpHomeNext -
- - diff --git a/doc/html/boost/accumulators/impl/with_p_square_idp417319184.html b/doc/html/boost/accumulators/impl/with_p_square_idp417319184.html deleted file mode 100644 index 73affb3ca5..0000000000 --- a/doc/html/boost/accumulators/impl/with_p_square_idp417319184.html +++ /dev/null @@ -1,79 +0,0 @@ - - - - -Struct template with_p_square_cumulative_distribution_weighted_median_impl - - - - - - - - - - - - - - - -
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
-
-
-PrevUpHomeNext -
-
-
-
-

Struct template with_p_square_cumulative_distribution_weighted_median_impl

-

boost::accumulators::impl::with_p_square_cumulative_distribution_weighted_median_impl — Median estimation for weighted samples based on the cumulative distribution estimator.

-
-

Synopsis

-
// In header: <boost/accumulators/statistics_fwd.hpp>
-
-template<typename Sample, typename Weight> 
-struct with_p_square_cumulative_distribution_weighted_median_impl :
-  public accumulator_base
-{
-  // construct/copy/destruct
-  with_p_square_cumulative_distribution_weighted_median_impl(dont_care);
-
-  // public member functions
-  void operator()(dont_care);
-  template<typename Args> result_type result(Args const &) const;
-};
-
-

Description

-

The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It returns the approximate horizontal position of where the cumulative distribution equals 0.5, based on a linear interpolation inside the bin.

-
-

-with_p_square_cumulative_distribution_weighted_median_impl - public - construct/copy/destruct

-
  1. with_p_square_cumulative_distribution_weighted_median_impl(dont_care);
-
-
-

-with_p_square_cumulative_distribution_weighted_median_impl public member functions

-
    -
  1. void operator()(dont_care);
    2. -
  2. template<typename Args> result_type result(Args const & args) const;
    3. -
-
-
-
- - - -
Copyright © 2005, 2006 Eric Niebler

- 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) -

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- - diff --git a/doc/html/boost/accumulators/impl/with_p_square_idp428947296.html b/doc/html/boost/accumulators/impl/with_p_square_idp428947296.html new file mode 100644 index 0000000000..2e812569c2 --- /dev/null +++ b/doc/html/boost/accumulators/impl/with_p_square_idp428947296.html @@ -0,0 +1,79 @@ + + + + +Struct template with_p_square_cumulative_distribution_median_impl + + + + + + + + + + + + + + + +
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Struct template with_p_square_cumulative_distribution_median_impl

+

boost::accumulators::impl::with_p_square_cumulative_distribution_median_impl — Median estimation based on the cumulative distribution estimator.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample> 
+struct with_p_square_cumulative_distribution_median_impl :
+  public accumulator_base
+{
+  // construct/copy/destruct
+  with_p_square_cumulative_distribution_median_impl(dont_care);
+
+  // public member functions
+  void operator()(dont_care);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It returns the approximate horizontal position of where the cumulative distribution equals 0.5, based on a linear interpolation inside the bin.

+
+

+with_p_square_cumulative_distribution_median_impl + public + construct/copy/destruct

+
  1. with_p_square_cumulative_distribution_median_impl(dont_care);
+
+
+

+with_p_square_cumulative_distribution_median_impl public member functions

+
    +
  1. void operator()(dont_care);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/html/boost/accumulators/impl/with_p_square_idp438836416.html b/doc/html/boost/accumulators/impl/with_p_square_idp438836416.html new file mode 100644 index 0000000000..87f8260328 --- /dev/null +++ b/doc/html/boost/accumulators/impl/with_p_square_idp438836416.html @@ -0,0 +1,79 @@ + + + + +Struct template with_p_square_cumulative_distribution_weighted_median_impl + + + + + + + + + + + + + + + +
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Struct template with_p_square_cumulative_distribution_weighted_median_impl

+

boost::accumulators::impl::with_p_square_cumulative_distribution_weighted_median_impl — Median estimation for weighted samples based on the cumulative distribution estimator.

+
+

Synopsis

+
// In header: <boost/accumulators/statistics_fwd.hpp>
+
+template<typename Sample, typename Weight> 
+struct with_p_square_cumulative_distribution_weighted_median_impl :
+  public accumulator_base
+{
+  // construct/copy/destruct
+  with_p_square_cumulative_distribution_weighted_median_impl(dont_care);
+
+  // public member functions
+  void operator()(dont_care);
+  template<typename Args> result_type result(Args const &) const;
+};
+
+

Description

+

The algorithm determines the first (leftmost) bin with a height exceeding 0.5. It returns the approximate horizontal position of where the cumulative distribution equals 0.5, based on a linear interpolation inside the bin.

+
+

+with_p_square_cumulative_distribution_weighted_median_impl + public + construct/copy/destruct

+
  1. with_p_square_cumulative_distribution_weighted_median_impl(dont_care);
+
+
+

+with_p_square_cumulative_distribution_weighted_median_impl public member functions

+
    +
  1. void operator()(dont_care);
    2. +
  2. template<typename Args> result_type result(Args const & args) const;
    3. +
+
+
+
+ + + +
Copyright © 2005, 2006 Eric Niebler

+ 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) +

+
+
+
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+ + -- cgit v1.2.3