define_sequence_stat_const_method_double(3)

ql/math/statistics/sequencestatistics.hpp – Statistics tools for sequence (vector, list, array) samples.

Synopsis

#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.

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

Detailed Description

Statistics tools for sequence (vector, list, array) samples.

Define Documentation

#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID(METHOD)

Value:

template <class Stat> std::vector<Real> GenericSequenceStatistics<Stat>::METHOD() const { for (Size i=0; i<dimension_; i++) results_[i] = stats_[i].METHOD(); return results_; }

#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(METHOD)

Value:

template <class Stat> std::vector<Real> GenericSequenceStatistics<Stat>::METHOD(Real x) const { for (Size i=0; i<dimension_; i++) results_[i] = stats_[i].METHOD(x); return results_; }

Author

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