- QuantLib
- DiscrepancyStatistics
Statistic tool for sequences with discrepancy calculation. More...
#include <ql/math/statistics/discrepancystatistics.hpp>
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 |
Statistic tool for sequences with discrepancy calculation.
It inherit from SequenceStatistics<Statistics> and adds discrepancy calculation