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() constGenericSequenceStatistics
covariance() constGenericSequenceStatistics
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