SequenceStatistics Member List

This is the complete list of members for SequenceStatistics, including all inherited members.
add(const Sequence &sample, double weight=1.0) (defined in SequenceStatistics)SequenceStatistics
add(Iterator begin, Iterator end, double weight=1.0) (defined in SequenceStatistics)SequenceStatistics
averageShortfall(double 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(double percentile) const (defined in SequenceStatistics)SequenceStatistics
gaussianAverageShortfall(double target) const (defined in SequenceStatistics)SequenceStatistics
gaussianExpectedShortfall(double percentile) const (defined in SequenceStatistics)SequenceStatistics
gaussianPercentile(double y) const (defined in SequenceStatistics)SequenceStatistics
gaussianPotentialUpside(double percentile) const (defined in SequenceStatistics)SequenceStatistics
gaussianShortfall(double target) const (defined in SequenceStatistics)SequenceStatistics
gaussianValueAtRisk(double 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(double y) const (defined in SequenceStatistics)SequenceStatistics
potentialUpside(double percentile) const (defined in SequenceStatistics)SequenceStatistics
quadraticSum_ (defined in SequenceStatistics)SequenceStatistics [protected]
regret(double 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(double 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(double percentile) const (defined in SequenceStatistics)SequenceStatistics
variance() const (defined in SequenceStatistics)SequenceStatistics
weightSum() const (defined in SequenceStatistics)SequenceStatistics

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