text: ///////////////////////////////////////////////////////////////////////////////
  // weighted_tail_quantile.hpp
  //
  //  Copyright 2006 Daniel Egloff, Olivier Gygi. Distributed under the Boost
  //  Software License, Version 1.0. (See accompanying file
  //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
  
  #ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
  #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_TAIL_QUANTILE_HPP_DE_01_01_2006
  
  #include <vector>
  #include <limits>
  #include <functional>
  #include <sstream>
  #include <stdexcept>
  #include <boost/throw_exception.hpp>
  #include <boost/parameter/keyword.hpp>
  #include <boost/mpl/placeholders.hpp>
  #include <boost/mpl/if.hpp>
  #include <boost/type_traits/is_same.hpp>
  #include <boost/accumulators/numeric/functional.hpp>
  #include <boost/accumulators/framework/depends_on.hpp>
  #include <boost/accumulators/framework/accumulator_base.hpp>
  #include <boost/accumulators/framework/extractor.hpp>
  #include <boost/accumulators/framework/parameters/sample.hpp>
  #include <boost/accumulators/statistics_fwd.hpp>
  #include <boost/accumulators/statistics/tail.hpp>
  #include <boost/accumulators/statistics/tail_quantile.hpp>
  #include <boost/accumulators/statistics/parameters/quantile_probability.hpp>
  
  #ifdef _MSC_VER
  # pragma warning(push)
  # pragma warning(disable: 4127) // conditional expression is constant
  #endif
  
  namespace boost { namespace accumulators
  {
  
  namespace impl
  {
      ///////////////////////////////////////////////////////////////////////////////
      // weighted_tail_quantile_impl
      //  Tail quantile estimation based on order statistics of weighted samples
      /**
          @brief Tail quantile estimation based on order statistics of weighted samples (for both left and right tails)
  
          An estimator \f$\hat{q}\f$ of tail quantiles with level \f$\alpha\f$ based on order statistics
          \f$X_{1:n} \leq X_{2:n} \leq\dots\leq X_{n:n}\f$ of weighted samples are given by \f$X_{\lambda:n}\f$ (left tail)
          and \f$X_{\rho:n}\f$ (right tail), where
  
              \f[
                  \lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
              \f]
  
          and
  
              \f[
                  \rho = \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\},
              \f]
  
          \f$n\f$ being the number of samples and \f$\bar{w}_n\f$ the sum of all weights.
  
          @param quantile_probability
      */
      template<typename Sample, typename Weight, typename LeftRight>
      struct weighted_tail_quantile_impl
        : accumulator_base
      {
          typedef typename numeric::functional::fdiv<Weight, std::size_t>::result_type float_type;
          // for boost::result_of
          typedef Sample result_type;
  
          weighted_tail_quantile_impl(dont_care) {}
  
          template<typename Args>
          result_type result(Args const &args) const
          {
              float_type threshold = sum_of_weights(args)
                               * ( ( is_same<LeftRight, left>::value ) ? args[quantile_probability] : 1. - args[quantile_probability] );
  
              std::size_t n = 0;
              Weight sum = Weight(0);
  
              while (sum < threshold)
              {
                  if (n < static_cast<std::size_t>(tail_weights(args).size()))
                  {
                      sum += *(tail_weights(args).begin() + n);
                      n++;
                  }
                  else
                  {
                      if (std::numeric_limits<result_type>::has_quiet_NaN)
                      {
                          return std::numeric_limits<result_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 Sample(0);
                      }
                  }
              }
  
              // Note that the cached samples of the left are sorted in ascending order,
              // whereas the samples of the right tail are sorted in descending order
              return *(boost::begin(tail(args)) + n - 1);
          }
      };
  } // namespace impl
  
  ///////////////////////////////////////////////////////////////////////////////
  // tag::weighted_tail_quantile<>
  //
  namespace tag
  {
      template<typename LeftRight>
      struct weighted_tail_quantile
        : depends_on<sum_of_weights, tail_weights<LeftRight> >
      {
          /// INTERNAL ONLY
          typedef accumulators::impl::weighted_tail_quantile_impl<mpl::_1, mpl::_2, LeftRight> impl;
      };
  }
  
  ///////////////////////////////////////////////////////////////////////////////
  // extract::weighted_tail_quantile
  //
  namespace extract
  {
      extractor<tag::quantile> const weighted_tail_quantile = {};
  
      BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_tail_quantile)
  }
  
  using extract::weighted_tail_quantile;
  
  }} // namespace boost::accumulators
  
  #ifdef _MSC_VER
  # pragma warning(pop)
  #endif
  
  #endif
  