result_type result(Args const &args) const
{
float_type threshold = sum_of_weights(args)
* ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
std::size_t n = 0;
Weight sum = Weight(0);
while (sum < threshold)
{
if (n < static_cast<std::size_t>(tail_weights(args).size()))
{
sum += *(tail_weights(args).begin() + n);
n++;
}
else
{
if (std::numeric_limits<float_type>::has_quiet_NaN)
{
std::fill(
this->tail_means_.begin()
, this->tail_means_.end()
, std::numeric_limits<float_type>::quiet_NaN()
);
}
else
{
std::ostringstream msg;
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
boost::throw_exception(std::runtime_error(msg.str()));
}
}
}
std::size_t num_variates = tail_variate(args).begin()->size();
this->tail_means_.clear();
this->tail_means_.resize(num_variates, Sample(0));
this->tail_means_ = std::inner_product(
tail_variate(args).begin()
, tail_variate(args).begin() + n
, tail_weights(args).begin()
, this->tail_means_
, numeric::functional::plus<array_type const, array_type const>()
, numeric::functional::multiply_and_promote_to_double<VariateType const, Weight const>()
);
float_type factor = sum * ( (is_same<Impl, relative>::value) ? non_coherent_weighted_tail_mean(args) : 1. );
std::transform(
this->tail_means_.begin()
, this->tail_means_.end()
, this->tail_means_.begin()
, std::bind2nd(numeric::functional::divides<typename array_type::value_type const, float_type const>(), factor)
);
return make_iterator_range(this->tail_means_);
}
result_type result(Args const &args) const
{
std::size_t cnt = count(args);
std::size_t n = static_cast<std::size_t>(
std::ceil(
cnt * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] )
)
);
std::size_t num_variates = tail_variate(args).begin()->size();
this->tail_means_.clear();
this->tail_means_.resize(num_variates, Sample(0));
// If n is in a valid range, return result, otherwise return NaN or throw exception
if (n < static_cast<std::size_t>(tail(args).size()))
{
this->tail_means_ = std::accumulate(
tail_variate(args).begin()
, tail_variate(args).begin() + n
, this->tail_means_
, numeric::plus
);
float_type factor = n * ( (is_same<Impl, relative>::value) ? non_coherent_tail_mean(args) : 1. );
std::transform(
this->tail_means_.begin()
, this->tail_means_.end()
, this->tail_means_.begin()
#ifdef BOOST_NO_CXX98_BINDERS
, std::bind(std::divides<float_type>(), std::placeholders::_1, factor)
#else
, std::bind2nd(std::divides<float_type>(), factor)
#endif
);
}
else
{
if (std::numeric_limits<float_type>::has_quiet_NaN)
{
std::fill(
this->tail_means_.begin()
, this->tail_means_.end()
, std::numeric_limits<float_type>::quiet_NaN()
);
}
else
{
std::ostringstream msg;
msg << "index n = " << n << " is not in valid range [0, " << tail(args).size() << ")";
boost::throw_exception(std::runtime_error(msg.str()));
}
}
return make_iterator_range(this->tail_means_);
}
