QuantLib 0.3.7
http://quantlib.org
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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]
variance
() const
IncrementalStatistics
weightSum
() const
IncrementalStatistics
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