incrementalstatistics.hpp File Reference

statistics tool based on incremental accumulation in the meantime, this is just a wrapper to the boost accumulator library, kept for backward compatibility More...

#include <ql/utilities/null.hpp>
#include <ql/errors.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/count.hpp>
#include <boost/accumulators/statistics/sum.hpp>
#include <boost/accumulators/statistics/min.hpp>
#include <boost/accumulators/statistics/max.hpp>
#include <boost/accumulators/statistics/weighted_mean.hpp>
#include <boost/accumulators/statistics/weighted_variance.hpp>
#include <boost/accumulators/statistics/weighted_skewness.hpp>
#include <boost/accumulators/statistics/weighted_kurtosis.hpp>
#include <boost/accumulators/statistics/weighted_moment.hpp>

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Classes
class	IncrementalStatistics
	Statistics tool based on incremental accumulation. More...

Namespaces
namespace	QuantLib

Detailed Description

statistics tool based on incremental accumulation in the meantime, this is just a wrapper to the boost accumulator library, kept for backward compatibility

Definition in file incrementalstatistics.hpp.