QuantLib_DiscrepancyStatistics

Langue: en

Autres versions - même langue

Version: 168119 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::DiscrepancyStatistics - Statistic tool for sequences with discrepancy calculation.

SYNOPSIS


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

Inherits 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

Generated automatically by Doxygen for QuantLib from the source code.