SequenceStatistics Member List
This is the complete list of members for SequenceStatistics, including all inherited members.add(const Sequence &sample, Real weight=1.0) (defined in SequenceStatistics) | SequenceStatistics | |
add(Iterator begin, Iterator end, Real weight=1.0) (defined in SequenceStatistics) | SequenceStatistics | |
averageShortfall(Real target) const (defined in SequenceStatistics) | SequenceStatistics | |
correlation() const | SequenceStatistics | |
covariance() const | SequenceStatistics | |
dimension_ (defined in SequenceStatistics) | SequenceStatistics | [protected] |
downsideDeviation() const (defined in SequenceStatistics) | SequenceStatistics | |
downsideVariance() const (defined in SequenceStatistics) | SequenceStatistics | |
errorEstimate() const (defined in SequenceStatistics) | SequenceStatistics | |
expectedShortfall(Real percentile) const (defined in SequenceStatistics) | SequenceStatistics | |
gaussianAverageShortfall(Real target) const (defined in SequenceStatistics) | SequenceStatistics | |
gaussianExpectedShortfall(Real percentile) const (defined in SequenceStatistics) | SequenceStatistics | |
gaussianPercentile(Real y) const (defined in SequenceStatistics) | SequenceStatistics | |
gaussianPotentialUpside(Real percentile) const (defined in SequenceStatistics) | SequenceStatistics | |
gaussianShortfall(Real target) const (defined in SequenceStatistics) | SequenceStatistics | |
gaussianValueAtRisk(Real percentile) const (defined in SequenceStatistics) | SequenceStatistics | |
kurtosis() const (defined in SequenceStatistics) | SequenceStatistics | |
max() const (defined in SequenceStatistics) | SequenceStatistics | |
mean() const (defined in SequenceStatistics) | SequenceStatistics | |
min() const (defined in SequenceStatistics) | SequenceStatistics | |
percentile(Real y) const (defined in SequenceStatistics) | SequenceStatistics | |
potentialUpside(Real percentile) const (defined in SequenceStatistics) | SequenceStatistics | |
quadraticSum_ (defined in SequenceStatistics) | SequenceStatistics | [protected] |
regret(Real target) const (defined in SequenceStatistics) | SequenceStatistics | |
reset(Size dimension=0) (defined in SequenceStatistics) | SequenceStatistics | |
results_ (defined in SequenceStatistics) | SequenceStatistics | [mutable, protected] |
samples() const (defined in SequenceStatistics) | SequenceStatistics | |
semiDeviation() const (defined in SequenceStatistics) | SequenceStatistics | |
semiVariance() const (defined in SequenceStatistics) | SequenceStatistics | |
SequenceStatistics(Size dimension) (defined in SequenceStatistics) | SequenceStatistics | |
shortfall(Real target) const (defined in SequenceStatistics) | SequenceStatistics | |
size() const (defined in SequenceStatistics) | SequenceStatistics | |
skewness() const (defined in SequenceStatistics) | SequenceStatistics | |
standardDeviation() const (defined in SequenceStatistics) | SequenceStatistics | |
statistics_type typedef (defined in SequenceStatistics) | SequenceStatistics | |
stats_ (defined in SequenceStatistics) | SequenceStatistics | [protected] |
valueAtRisk(Real percentile) const (defined in SequenceStatistics) | SequenceStatistics | |
variance() const (defined in SequenceStatistics) | SequenceStatistics | |
weightSum() const (defined in SequenceStatistics) | SequenceStatistics |