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sequencestatistics.hpp File Reference


Detailed Description

Statistics tools for sequence (vector, list, array) samples.

Definition in file sequencestatistics.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::GenericSequenceStatistics< StatisticsType >
 Statistics analysis of N-dimensional (sequence) data. More...

Defines

#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(METHOD)
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID(METHOD)

Typedefs

typedef
GenericSequenceStatistics
< Statistics > 
QuantLib::SequenceStatistics
 default multi-dimensional statistics tool


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