QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | List of all members
Histogram Class Reference

Histogram class. More...

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

Public Types

enum  Algorithm { None, Sturges, FD, Scott }
 

Public Member Functions

constructors
 Histogram ()
 
template<class T >
 Histogram (T data_begin, T data_end, Size breaks)
 
template<class T >
 Histogram (T data_begin, T data_end, Algorithm algorithm)
 
template<class T , class U >
 Histogram (T data_begin, T data_end, U breaks_begin, U breaks_end)
 
inspectors
Size bins () const
 
const std::vector< Real > & breaks () const
 
Algorithm algorithm () const
 
bool empty () const
 

results

Size counts (Size i) const
 
Real frequency (Size i) const
 

Detailed Description

Histogram class.

This class computes the histogram of a given data set. The caller can specify the number of bins, the breaks, or the algorithm for determining these quantities in computing the histogram.