add(const Sequence &sample, Real weight=1.0) | GenericSequenceStatistics< StatisticsType > | |
add(Iterator begin, Iterator end, Real weight=1.0) | GenericSequenceStatistics< StatisticsType > | |
averageShortfall(Real target) const | GenericSequenceStatistics< StatisticsType > | |
correlation() const | GenericSequenceStatistics< StatisticsType > | |
covariance() const | GenericSequenceStatistics< StatisticsType > | |
dimension_ | GenericSequenceStatistics< StatisticsType > | protected |
downsideDeviation() const | GenericSequenceStatistics< StatisticsType > | |
downsideVariance() const | GenericSequenceStatistics< StatisticsType > | |
errorEstimate() const | GenericSequenceStatistics< StatisticsType > | |
expectedShortfall(Real percentile) const | GenericSequenceStatistics< StatisticsType > | |
gaussianAverageShortfall(Real target) const | GenericSequenceStatistics< StatisticsType > | |
gaussianExpectedShortfall(Real percentile) const | GenericSequenceStatistics< StatisticsType > | |
gaussianPercentile(Real y) const | GenericSequenceStatistics< StatisticsType > | |
gaussianPotentialUpside(Real percentile) const | GenericSequenceStatistics< StatisticsType > | |
gaussianShortfall(Real target) const | GenericSequenceStatistics< StatisticsType > | |
gaussianValueAtRisk(Real percentile) const | GenericSequenceStatistics< StatisticsType > | |
GenericSequenceStatistics(Size dimension=0) | GenericSequenceStatistics< StatisticsType > | |
kurtosis() const | GenericSequenceStatistics< StatisticsType > | |
max() const | GenericSequenceStatistics< StatisticsType > | |
mean() const | GenericSequenceStatistics< StatisticsType > | |
min() const | GenericSequenceStatistics< StatisticsType > | |
percentile(Real y) const | GenericSequenceStatistics< StatisticsType > | |
potentialUpside(Real percentile) const | GenericSequenceStatistics< StatisticsType > | |
quadraticSum_ | GenericSequenceStatistics< StatisticsType > | protected |
regret(Real target) const | GenericSequenceStatistics< StatisticsType > | |
reset(Size dimension=0) | GenericSequenceStatistics< StatisticsType > | |
results_ | GenericSequenceStatistics< StatisticsType > | mutableprotected |
samples() const | GenericSequenceStatistics< StatisticsType > | |
semiDeviation() const | GenericSequenceStatistics< StatisticsType > | |
semiVariance() const | GenericSequenceStatistics< StatisticsType > | |
shortfall(Real target) const | GenericSequenceStatistics< StatisticsType > | |
size() const | GenericSequenceStatistics< StatisticsType > | |
skewness() const | GenericSequenceStatistics< StatisticsType > | |
standardDeviation() const | GenericSequenceStatistics< StatisticsType > | |
statistics_type typedef | GenericSequenceStatistics< StatisticsType > | |
stats_ | GenericSequenceStatistics< StatisticsType > | protected |
value_type typedef | GenericSequenceStatistics< StatisticsType > | |
valueAtRisk(Real percentile) const | GenericSequenceStatistics< StatisticsType > | |
variance() const | GenericSequenceStatistics< StatisticsType > | |
weightSum() const | GenericSequenceStatistics< StatisticsType > | |