QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Histogram Class Reference

Histogram class. More...

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

Public Types

enum  Algorithm { None , Sturges , FD , Scott }

Public Member Functions

constructors
template<class T>
 Histogram (T data_begin, T data_end, Size breaks)
template<class T>
 Histogram (T data_begin, T data_end, Algorithm algorithm)
template<class T, class U>
 Histogram (T data_begin, T data_end, U breaks_begin, U breaks_end)
inspectors
Size bins () const
const std::vector< Real > & breaks () const
Algorithm algorithm () const
bool empty () const

results

Size counts (Size i) const
Real frequency (Size i) const

Detailed Description

Histogram class.

This class computes the histogram of a given data set. The caller can specify the number of bins, the breaks, or the algorithm for determining these quantities in computing the histogram.