QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Statistics tools for sequence (vector, list, array) samples.
Definition in file sequencestatistics.hpp.
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID | ( | METHOD | ) |
Definition at line 178 of file sequencestatistics.hpp.
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE | ( | METHOD | ) |
Definition at line 202 of file sequencestatistics.hpp.