A free/open-source library for quantitative finance
Reference manual - version 1.6
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QuantLib
IncrementalStatistics
IncrementalStatistics Member List
This is the complete list of members for
IncrementalStatistics
, including all inherited members.
add
(Real value, Real weight=1.0)
IncrementalStatistics
addSequence
(DataIterator begin, DataIterator end)
IncrementalStatistics
addSequence
(DataIterator begin, DataIterator end, WeightIterator wbegin)
IncrementalStatistics
cubicSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
downsideDeviation
() const
IncrementalStatistics
downsideQuadraticSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
downsideSampleNumber_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
downsideSampleWeight_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
downsideVariance
() const
IncrementalStatistics
errorEstimate
() const
IncrementalStatistics
fourthPowerSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
IncrementalStatistics
() (defined in
IncrementalStatistics
)
IncrementalStatistics
kurtosis
() const
IncrementalStatistics
max
() const
IncrementalStatistics
max_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
mean
() const
IncrementalStatistics
min
() const
IncrementalStatistics
min_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
quadraticSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
reset
()
IncrementalStatistics
sampleNumber_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
samples
() const
IncrementalStatistics
sampleWeight_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
skewness
() const
IncrementalStatistics
standardDeviation
() const
IncrementalStatistics
sum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
protected
value_type
typedef (defined in
IncrementalStatistics
)
IncrementalStatistics
variance
() const
IncrementalStatistics
weightSum
() const
IncrementalStatistics
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