QuantLib 0.3.7
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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
() const
SequenceStatistics< Statistics >
covariance
() const
SequenceStatistics< 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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