QuantLib_DiscrepancyStatistics man page

DiscrepancyStatistics — Statistic tool for sequences with discrepancy calculation.

Synopsis

#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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

discrepancy(3) and DiscrepancyStatistics(3) are aliases of QuantLib_DiscrepancyStatistics(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib