DiscrepancyStatistics (3) - Linux Manuals

DiscrepancyStatistics: Statistic tool for sequences with discrepancy calculation.

NAME

QuantLib::DiscrepancyStatistics - Statistic tool for sequences with discrepancy calculation.

SYNOPSIS

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

Inherits GenericSequenceStatistics< Statistics >.

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

Detailed Description

Statistic tool for sequences with discrepancy calculation.

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

Author

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