A free/open-source library for quantitative finance
Version 0.8.1
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GenericSequenceStatistics Member List
This is the complete list of members for
GenericSequenceStatistics
, including all inherited members.
add
(const Sequence &sample, Real weight=1.0) (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
add
(Iterator begin, Iterator end, Real weight=1.0) (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
averageShortfall
(Real target) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
correlation
() const
GenericSequenceStatistics
covariance
() const
GenericSequenceStatistics
dimension_
(defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
[protected]
downsideDeviation
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
downsideVariance
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
errorEstimate
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
expectedShortfall
(Real percentile) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
gaussianAverageShortfall
(Real target) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
gaussianExpectedShortfall
(Real percentile) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
gaussianPercentile
(Real y) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
gaussianPotentialUpside
(Real percentile) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
gaussianShortfall
(Real target) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
gaussianValueAtRisk
(Real percentile) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
GenericSequenceStatistics
() (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
GenericSequenceStatistics
(Size dimension) (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
kurtosis
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
max
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
mean
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
min
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
percentile
(Real y) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
potentialUpside
(Real percentile) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
quadraticSum_
(defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
[protected]
regret
(Real target) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
reset
(Size dimension=0) (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
results_
(defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
[mutable, protected]
samples
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
semiDeviation
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
semiVariance
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
shortfall
(Real target) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
size
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
skewness
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
standardDeviation
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
statistics_type
typedef (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
stats_
(defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
[protected]
value_type
typedef (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
valueAtRisk
(Real percentile) const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
variance
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics
weightSum
() const (defined in
GenericSequenceStatistics
)
GenericSequenceStatistics