DiscrepancyStatistics Member List

This is the complete list of members for DiscrepancyStatistics, including all inherited members.

add(const Sequence &sample, Real weight=1.0) (defined in DiscrepancyStatistics)DiscrepancyStatistics
add(Iterator begin, Iterator end, Real weight=1.0) (defined in DiscrepancyStatistics)DiscrepancyStatistics
averageShortfall(Real target) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
correlation() constSequenceStatistics< Statistics >
covariance() constSequenceStatistics< Statistics >
dimension_ (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics > [protected]
discrepancy() const (defined in DiscrepancyStatistics)DiscrepancyStatistics
DiscrepancyStatistics(Size dimension) (defined in DiscrepancyStatistics)DiscrepancyStatistics
downsideDeviation() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
downsideVariance() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
errorEstimate() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
expectedShortfall(Real percentile) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
gaussianAverageShortfall(Real target) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
gaussianExpectedShortfall(Real percentile) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
gaussianPercentile(Real y) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
gaussianPotentialUpside(Real percentile) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
gaussianShortfall(Real target) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
gaussianValueAtRisk(Real percentile) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
kurtosis() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
max() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
mean() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
min() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
percentile(Real y) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
potentialUpside(Real percentile) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
quadraticSum_ (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics > [protected]
regret(Real target) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
reset(Size dimension=0) (defined in DiscrepancyStatistics)DiscrepancyStatistics
results_ (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics > [mutable, protected]
samples() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
semiDeviation() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
semiVariance() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
SequenceStatistics(Size dimension) (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
shortfall(Real target) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
size() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
skewness() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
standardDeviation() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
statistics_type typedef (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
stats_ (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics > [protected]
valueAtRisk(Real percentile) const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
variance() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >
weightSum() const (defined in SequenceStatistics< Statistics >)SequenceStatistics< Statistics >


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