Statistics tools for sequence (vector, list, array) samples. More...
#include <ql/math/statistics/statistics.hpp>
#include <ql/math/statistics/incrementalstatistics.hpp>
#include <ql/math/matrix.hpp>
Classes | |
class | GenericSequenceStatistics< StatisticsType > |
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 < Statistics > | SequenceStatistics |
default multi-dimensional statistics tool | |
typedef GenericSequenceStatistics < IncrementalStatistics > | SequenceStatisticsInc |
Statistics tools for sequence (vector, list, array) samples.
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID | ( | METHOD | ) |
template <class Stat> \ std::vector<Real> \ GenericSequenceStatistics<Stat>::METHOD() const { \ for (Size i=0; i<dimension_; i++) \ results_[i] = stats_[i].METHOD(); \ return results_; \ }