QuantLib_DiscrepancyStatistics man page

DiscrepancyStatistics — Statistic tool for sequences with discrepancy calculation.  


#include <ql/math/statistics/discrepancystatistics.hpp>

Inherits GenericSequenceStatistics< StatisticsType >.

Public Types

typedef SequenceStatistics::value_type value_type

Public Member Functions

DiscrepancyStatistics (Size dimension)
template<class Sequence > void add (const Sequence &sample, Real weight=1.0)
template<class Iterator > void add (Iterator begin, Iterator end, Real weight=1.0)
void reset (Size dimension=0)

1-dimensional inspectors

Real discrepancy () const

Additional Inherited Members

Detailed Description

Statistic tool for sequences with discrepancy calculation.

It inherit from SequenceStatistics<Statistics> and adds $ L^2 $ discrepancy calculation


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Referenced By

The man pages discrepancy(3) and DiscrepancyStatistics(3) are aliases of QuantLib_DiscrepancyStatistics(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib