QuantLib_DiscrepancyStatistics

Langue: en

Autres versions - même langue

Version: 381701 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::DiscrepancyStatistics -

Statistic tool for sequences with discrepancy calculation.

SYNOPSIS


#include <ql/math/statistics/discrepancystatistics.hpp>

Inherits QuantLib::GenericSequenceStatistics< Statistics >.

Public Types


typedef SequenceStatistics::value_type value_type

Public Member Functions


DiscrepancyStatistics (Size dimension)

template<class Sequence > void add (const Sequence &sample, Real weight=1.0)

template<class Iterator > void add (Iterator begin, Iterator end, Real weight=1.0)

void reset (Size dimension=0)

1-dimensional inspectors

 


Real discrepancy () const

Detailed Description

Statistic tool for sequences with discrepancy calculation.

It inherit from SequenceStatistics<Statistics> and adds $ L^2 $ discrepancy calculation

Author

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