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

Namespaces | |
namespace | QuantLib |
Classes | |
class | GenericSequenceStatistics |
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) |
Typedefs | |
typedef GenericSequenceStatistics | SequenceStatistics |
default multi-dimensional statistics tool |
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 | ) |