DiscrepancyStatistics Class Reference

Statistic tool for sequences with discrepancy calculation. More...

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

Inheritance diagram for DiscrepancyStatistics:

List of all members.

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


Detailed Description

Statistic tool for sequences with discrepancy calculation.

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