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   ) 

Value:

template <class Stat> \
    std::vector<Real> \
    GenericSequenceStatistics<Stat>::METHOD(Real x) const { \
        for (Size i=0; i<dimension_; i++) \
            results_[i] = stats_[i].METHOD(x); \
        return results_; \
    }