QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
IncrementalStatistics Member List

This is the complete list of members for IncrementalStatistics, including all inherited members.

add(Real value, Real weight=1.0)IncrementalStatistics
addSequence(DataIterator begin, DataIterator end)IncrementalStatistics
addSequence(DataIterator begin, DataIterator end, WeightIterator wbegin)IncrementalStatistics
downsideDeviation() constIncrementalStatistics
downsideSamples() constIncrementalStatistics
downsideVariance() constIncrementalStatistics
downsideWeightSum() constIncrementalStatistics
errorEstimate() constIncrementalStatistics
IncrementalStatistics() (defined in IncrementalStatistics)IncrementalStatistics
kurtosis() constIncrementalStatistics
max() constIncrementalStatistics
mean() constIncrementalStatistics
min() constIncrementalStatistics
reset()IncrementalStatistics
samples() constIncrementalStatistics
skewness() constIncrementalStatistics
standardDeviation() constIncrementalStatistics
value_type typedef (defined in IncrementalStatistics)IncrementalStatistics
variance() constIncrementalStatistics
weightSum() constIncrementalStatistics