ql/Math/sequencestatistics.hpp File Reference
Detailed Description
Statistics tools for sequence (vector, list, array) samples.
#include <ql/Math/statistics.hpp>
#include <ql/Math/matrix.hpp>
Include dependency graph for sequencestatistics.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | SequenceStatistics |
Statistics analysis of N-dimensional (sequence) data. More... | |
Defines | |
#define | DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID(METHOD) |
#define | DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(METHOD) |
Define Documentation
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Value: template <class Stat> \ std::vector<Real> \ SequenceStatistics<Stat>::METHOD() const { \ for (Size i=0; i<dimension_; i++) \ results_[i] = stats_[i].METHOD(); \ return results_; \ } |
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