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boost::accumulators::impl::tail_quantile_impl — Tail quantile estimation based on order statistics (for both left and right tails)
// In header: <boost/accumulators/statistics_fwd.hpp> template<typename Sample, typename LeftRight> struct tail_quantile_impl : public accumulator_base { // construct/copy/destruct tail_quantile_impl(dont_care); // public member functions template<typename Args> result_type result(Args const &) const; };
The estimation of a tail quantile  with level
 with level  based on order statistics requires the caching of at least the
 based on order statistics requires the caching of at least the  smallest or the
 smallest or the  largest samples,
 largest samples,  being the total number of samples. The largest of the
 being the total number of samples. The largest of the  smallest samples or the smallest of the
 smallest samples or the smallest of the  largest samples provides an estimate for the quantile:
 largest samples provides an estimate for the quantile: