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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_convergence_statistics.html">ConvergenceStatistics</a></div>
<h1>ConvergenceStatistics Class Template Reference</h1><!-- doxytag: class="QuantLib::ConvergenceStatistics" --><!-- doxytag: inherits="QuantLib::T" --><code>#include <ql/Math/convergencestatistics.hpp></code>
<p>
<a href="class_quant_lib_1_1_convergence_statistics-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class T, class U = DoublingConvergenceSteps><br>
class QuantLib::ConvergenceStatistics< T, U ></h3>
statistics class with convergence table
<p>
This class decorates another statistics class adding a convergence table calculation. The table tracks the convergence of the mean.<p>
It is possible to specify the number of samples at which the mean should be stored by mean of the second template parameter; the default is to store <img class="formulaInl" alt="$ 2^{n-1} $" src="form_94.png"> samples at the <img class="formulaInl" alt="$ n $" src="form_92.png">-th step. Any passed class must implement the following interface: <div class="fragment"><pre class="fragment"> <a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> initialSamples() <span class="keyword">const</span>;
<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> nextSamples(<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> currentSamples) <span class="keyword">const</span>;
</pre></div> as well as a copy constructor.<p>
<dl compact><dt><b><a class="el" href="test.html#_test000031">Tests:</a></b></dt><dd>results are tested against known good values. </dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8160fae99860b361fb09336cb2478e7"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::value_type" ref="a8160fae99860b361fb09336cb2478e7" args="" -->
typedef T::value_type </td><td class="memItemRight" valign="bottom"><b>value_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c8168a0d88468e6516d4641ef378a60"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::table_type" ref="1c8168a0d88468e6516d4641ef378a60" args="" -->
typedef std::vector< std::pair<<br>
Size, value_type > > </td><td class="memItemRight" valign="bottom"><b>table_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abab33bdd825123d705d469b60362455"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::ConvergenceStatistics" ref="abab33bdd825123d705d469b60362455" args="(const T &stats, const U &rule=U())" -->
</td><td class="memItemRight" valign="bottom"><b>ConvergenceStatistics</b> (const T &stats, const U &rule=U())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc2f09312916217fea1ec35a927a3edc"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::ConvergenceStatistics" ref="fc2f09312916217fea1ec35a927a3edc" args="(const U &rule=U())" -->
</td><td class="memItemRight" valign="bottom"><b>ConvergenceStatistics</b> (const U &rule=U())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0fd2224497ce267aa05d4fe5915aa11d"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::add" ref="0fd2224497ce267aa05d4fe5915aa11d" args="(const value_type &value, Real weight=1.0)" -->
void </td><td class="memItemRight" valign="bottom"><b>add</b> (const value_type &value, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> weight=1.0)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="3198ad07b15eca00872ebb3f6582ab98"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::addSequence" ref="3198ad07b15eca00872ebb3f6582ab98" args="(DataIterator begin, DataIterator end)" -->
template<class DataIterator> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>addSequence</b> (DataIterator begin, DataIterator end)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="a738e0347128708ce547e4df6eb3d1cc"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::addSequence" ref="a738e0347128708ce547e4df6eb3d1cc" args="(DataIterator begin, DataIterator end, WeightIterator wbegin)" -->
template<class DataIterator, class WeightIterator> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>addSequence</b> (DataIterator begin, DataIterator end, WeightIterator wbegin)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::reset" ref="d20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="caff4d2db612cdb35c751e2785c0bc60"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::convergenceTable" ref="caff4d2db612cdb35c751e2785c0bc60" args="() const" -->
const std::vector< std::pair<<br>
Size, value_type > > & </td><td class="memItemRight" valign="bottom"><b>convergenceTable</b> () const</td></tr>
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