SequenceStatistics Member List

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

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


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