QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
IncrementalStatistics
IncrementalStatistics Member List
This is the complete list of members for
IncrementalStatistics
, including all inherited members.
acc_
IncrementalStatistics
private
accumulator_set
typedef
IncrementalStatistics
private
add
(Real value, Real weight=1.0)
IncrementalStatistics
addSequence
(DataIterator begin, DataIterator end)
IncrementalStatistics
addSequence
(DataIterator begin, DataIterator end, WeightIterator wbegin)
IncrementalStatistics
downside_accumulator_set
typedef
IncrementalStatistics
private
downsideAcc_
IncrementalStatistics
private
downsideDeviation
() const
IncrementalStatistics
downsideSamples
() const
IncrementalStatistics
downsideVariance
() const
IncrementalStatistics
downsideWeightSum
() const
IncrementalStatistics
errorEstimate
() const
IncrementalStatistics
IncrementalStatistics
()
IncrementalStatistics
kurtosis
() const
IncrementalStatistics
max
() const
IncrementalStatistics
mean
() const
IncrementalStatistics
min
() const
IncrementalStatistics
reset
()
IncrementalStatistics
samples
() const
IncrementalStatistics
skewness
() const
IncrementalStatistics
standardDeviation
() const
IncrementalStatistics
value_type
typedef
IncrementalStatistics
variance
() const
IncrementalStatistics
weightSum
() const
IncrementalStatistics
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