ql/Math/sequencestatistics.hpp File Reference
Detailed Description
Statistics tools for sequence (vector, list, array) samples.
#include <ql/Math/statistics.hpp>
Include dependency graph for sequencestatistics.hpp:
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namespace | QuantLib |
Defines |
#define | DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID(METHOD) |
#define | DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(METHOD) |
Define Documentation
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID |
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METHOD |
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Value: template < class Stat> \
std::vector<Real> \
SequenceStatistics<Stat>::METHOD() const { \
for ( Size i=0; i<dimension_; i++) \
results_[i] = stats_[i].METHOD(); \
return results_; \
}
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#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE |
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METHOD |
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Value: template < class Stat> \
std::vector<Real> \
SequenceStatistics<Stat>::METHOD(Real x) const { \
for ( Size i=0; i<dimension_; i++) \
results_[i] = stats_[i].METHOD(x); \
return results_; \
}
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