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Real QuantLib::IncrementalStatistics::mean (  ) const

returns the mean, defined as

\[ \langle x \rangle = \frac{\sum w_i x_i}{\sum w_i}. \]

Definition at line 38 of file incrementalstatistics.cpp.

References QL_REQUIRE.

Referenced by kurtosis(), skewness(), and variance().

                                           {
        QL_REQUIRE(sampleWeight_>0.0,
                   "sampleWeight_=0, unsufficient");
        return sum_/sampleWeight_;
    }

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