line::sim::StsQuantileStats< T > Struct Template Reference

Batched-quantile statistics of one sample path. More...

#include <line/api/sim/sim_sts_quantile_areas.h>

Collaboration diagram for line::sim::StsQuantileStats< T >:

Public Attributes
std::vector< T >	areas
	b signed STS areas A_p(w;j,m)
std::vector< T >	bqe
	b batched quantile estimators yhat_p(j,m)
T	quantile
	Full-sample empirical p-quantile ytilde_p(n).
T	Ap
	Batched STS area estimator A_p(w;b,m).
T	Np
	NBQ variance-parameter estimator N_p(b,m), NaN at b = 1.
T	Vp
	Combined variance-parameter estimator, NaN at b = 1.
std::size_t	b = 0
	Batch count.
std::size_t	m = 0
	Batch size.
std::size_t	n = 0
	Number of observations used, b*m.

Detailed Description

template<class T>
struct line::sim::StsQuantileStats< T >

Batched-quantile statistics of one sample path.

Definition at line 71 of file sim_sts_quantile_areas.h.

Member Data Documentation

Ap

template<class T>

T line::sim::StsQuantileStats< T >::Ap

Batched STS area estimator A_p(w;b,m).

Definition at line 75 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_firquest(), line::sim::sim_fquest(), and line::sim::sim_sts_quantile_areas().

areas

template<class T>

std::vector<T> line::sim::StsQuantileStats< T >::areas

b signed STS areas A_p(w;j,m)

Definition at line 72 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_firquest(), line::sim::sim_fquest(), and line::sim::sim_sts_quantile_areas().

b

template<class T>

std::size_t line::sim::StsQuantileStats< T >::b = 0

Batch count.

Definition at line 78 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_sts_quantile_areas().

bqe

template<class T>

std::vector<T> line::sim::StsQuantileStats< T >::bqe

b batched quantile estimators yhat_p(j,m)

Definition at line 73 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_firquest(), line::sim::sim_fquest(), and line::sim::sim_sts_quantile_areas().

m

template<class T>

std::size_t line::sim::StsQuantileStats< T >::m = 0

Batch size.

Definition at line 79 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_sts_quantile_areas().

n

template<class T>

std::size_t line::sim::StsQuantileStats< T >::n = 0

Number of observations used, b*m.

Definition at line 80 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_firquest(), line::sim::sim_fquest(), and line::sim::sim_sts_quantile_areas().

Np

template<class T>

T line::sim::StsQuantileStats< T >::Np

NBQ variance-parameter estimator N_p(b,m), NaN at b = 1.

Definition at line 76 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_firquest(), line::sim::sim_fquest(), and line::sim::sim_sts_quantile_areas().

quantile

template<class T>

T line::sim::StsQuantileStats< T >::quantile

Full-sample empirical p-quantile ytilde_p(n).

Definition at line 74 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_firquest(), line::sim::sim_fquest(), and line::sim::sim_sts_quantile_areas().

Vp

template<class T>

T line::sim::StsQuantileStats< T >::Vp

Combined variance-parameter estimator, NaN at b = 1.

Definition at line 77 of file sim_sts_quantile_areas.h.

Referenced by line::sim::sim_firquest(), line::sim::sim_fquest(), and line::sim::sim_sts_quantile_areas().

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The documentation for this struct was generated from the following file:

• include/line/api/sim/sim_sts_quantile_areas.h