sequencestatistics.hpp File Reference

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

Include dependency graph for sequencestatistics.hpp:

Classes

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

Namespaces

 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.

Macro Definition 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_; \
}
std::size_t Size
size of a container
Definition: types.hpp:58
#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_; \
}
std::size_t Size
size of a container
Definition: types.hpp:58
QL_REAL Real
real number
Definition: types.hpp:50