sequencestatistics.hpp File Reference

Statistics tools for sequence (vector, list, array) samples. More...

#include <ql/math/statistics/statistics.hpp>
#include <ql/math/statistics/incrementalstatistics.hpp>
#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes
class	GenericSequenceStatistics< StatisticsType >
	Statistics analysis of N-dimensional (sequence) data. More...

Namespaces
namespace	QuantLib

Macros
#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 More...
typedef GenericSequenceStatistics< IncrementalStatistics >	SequenceStatisticsInc

Detailed Description

Statistics tools for sequence (vector, list, array) samples.

Definition in file sequencestatistics.hpp.

Macro Definition Documentation

DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID

#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_; \
    }

Definition at line 178 of file sequencestatistics.hpp.

DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE

#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_; \
    }

Definition at line 202 of file sequencestatistics.hpp.