discrepancy(3)
NAME
QuantLib::DiscrepancyStatistics – Statistic tool for sequences with discrepancy calculation.
SYNOPSIS
#include <ql/math/statistics/discrepancystatistics.hpp>
Inherits GenericSequenceStatistics< Statistics >.
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
Detailed Description
Statistic tool for sequences with discrepancy calculation.
It inherit from SequenceStatistics<Statistics> and adds $ L^2 $ discrepancy calculation
Author
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