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QuantLib::Histogram – Histogram class.

Synopsis

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

Public Types

enum Algorithm { None, Sturges, FD, Scott }

Public Member Functions

constructors

Histogram ()

template<class T > Histogram (T data_begin, T data_end, Size breaks)

template<class T > Histogram (T data_begin, T data_end, Algorithm algorithm)

template<class T , class U > Histogram (T data_begin, T data_end, U breaks_begin, U breaks_end)

inspectors

Size bins () const

const std::vector< Real > & breaks () const

Algorithm algorithm () const

bool empty () const

results

Size counts (Size i) const

Real frequency (Size i) const

Detailed Description

Histogram class.

This class computes the histogram of a given data set. The caller can specify the number of bins, the breaks, or the algorithm for determining these quantities in computing the histogram.

Author

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