DiscrepancyStatistics Class Reference

#include <ql/math/statistics/discrepancystatistics.hpp>

Inheritance diagram for DiscrepancyStatistics:

Inheritance graph
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List of all members.

Detailed Description

Statistic tool for sequences with discrepancy calculation.

It inherit from SequenceStatistics<Statistics> and adds $ L^2 $ discrepancy calculation


Public Types

typedef SequenceStatistics::value_type value_type

Public Member Functions

 DiscrepancyStatistics (Size dimension)
template<class Sequence>
void add (const Sequence &sample, Real weight=1.0)
template<class Iterator>
void add (Iterator begin, Iterator end, Real weight=1.0)
void reset (Size dimension=0)
1-dimensional inspectors
Real discrepancy () const