Rechercher une page de manuel
sequencestatistics.hpp
Langue: en
Version: 384131 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
ql/math/statistics/sequencestatistics.hpp -Statistics tools for sequence (vector, list, array) samples.
SYNOPSIS
#include <ql/math/statistics/statistics.hpp>
#include <ql/math/statistics/incrementalstatistics.hpp>
#include <ql/math/matrix.hpp>
Classes
class GenericSequenceStatistics< StatisticsType >
Statistics analysis of N-dimensional (sequence) data.
Defines
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID(METHOD)
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(METHOD)
Typedefs
typedef GenericSequenceStatistics< Statistics > SequenceStatistics
default multi-dimensional statistics tool
typedef GenericSequenceStatistics< IncrementalStatistics > SequenceStatisticsInc
Detailed Description
Statistics tools for sequence (vector, list, array) samples.
Define Documentation
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID(METHOD)Value:
template <class Stat> std::vector<Real> GenericSequenceStatistics<Stat>::METHOD() const { for (Size i=0; i<dimension_; i++) results_[i] = stats_[i].METHOD(); return results_; }
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(METHOD)Value:
template <class Stat> std::vector<Real> GenericSequenceStatistics<Stat>::METHOD(Real x) const { for (Size i=0; i<dimension_; i++) results_[i] = stats_[i].METHOD(x); return results_; }
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre