sequencestatistics.hpp

Langue: en

Autres versions - même langue

Version: 384131 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/statistics/sequencestatistics.hpp -

Statistics tools for sequence (vector, list, array) samples.

SYNOPSIS


#include <ql/math/statistics/statistics.hpp>
#include <ql/math/statistics/incrementalstatistics.hpp>
#include <ql/math/matrix.hpp>

Classes


class GenericSequenceStatistics< StatisticsType >
Statistics analysis of N-dimensional (sequence) data.

Defines


#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
typedef GenericSequenceStatistics< IncrementalStatistics > SequenceStatisticsInc

Detailed Description

Statistics tools for sequence (vector, list, array) samples.

Define Documentation

#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_;     }

#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_;     }

Author

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