QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces | Macros | Typedefs
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_; \
}
const Instrument::results * results_
Definition: cdsoption.cpp:63

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.