1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: DiscrepancyStatistics Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<div class="nav">
<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_discrepancy_statistics.html">DiscrepancyStatistics</a></div>
<h1>DiscrepancyStatistics Class Reference</h1><!-- doxytag: class="QuantLib::DiscrepancyStatistics" --><!-- doxytag: inherits="QuantLib::GenericSequenceStatistics" --><code>#include <ql/Math/discrepancystatistics.hpp></code>
<p>
Inheritance diagram for DiscrepancyStatistics:<p><center><img src="class_quant_lib_1_1_discrepancy_statistics__inherit__graph.png" border="0" usemap="#_discrepancy_statistics__inherit__map" alt="Inheritance graph"></center>
<map name="_discrepancy_statistics__inherit__map">
<area href="class_quant_lib_1_1_generic_sequence_statistics.html" shape="rect" coords="13,7,163,31" alt="">
</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_discrepancy_statistics-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Statistic tool for sequences with discrepancy calculation.
<p>
It inherit from SequenceStatistics<Statistics> and adds <img class="formulaInl" alt="$ L^2 $" src="form_95.png"> discrepancy calculation
<p>
<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="098d1b826c2efcfccac368aa5c2d6cc0"></a><!-- doxytag: member="QuantLib::DiscrepancyStatistics::value_type" ref="098d1b826c2efcfccac368aa5c2d6cc0" args="" -->
typedef SequenceStatistics::value_type </td><td class="memItemRight" valign="bottom"><b>value_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="b9796065f48d4502cb41326f68720a67"></a><!-- doxytag: member="QuantLib::DiscrepancyStatistics::DiscrepancyStatistics" ref="b9796065f48d4502cb41326f68720a67" args="(Size dimension)" -->
</td><td class="memItemRight" valign="bottom"><b>DiscrepancyStatistics</b> (Size dimension)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="1b7e5b2f029dfe0c35fd314a5b8e52a7"></a><!-- doxytag: member="QuantLib::DiscrepancyStatistics::add" ref="1b7e5b2f029dfe0c35fd314a5b8e52a7" args="(const Sequence &sample, Real weight=1.0)" -->
template<class Sequence> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>add</b> (const Sequence &sample, Real weight=1.0)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="62eb09e10afc6fb8734e21a84f1b6281"></a><!-- doxytag: member="QuantLib::DiscrepancyStatistics::add" ref="62eb09e10afc6fb8734e21a84f1b6281" args="(Iterator begin, Iterator end, Real weight=1.0)" -->
template<class Iterator> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>add</b> (Iterator begin, Iterator end, Real weight=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="58bd77d1d091d636b8d5400814152bc5"></a><!-- doxytag: member="QuantLib::DiscrepancyStatistics::reset" ref="58bd77d1d091d636b8d5400814152bc5" args="(Size dimension=0)" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> (Size dimension=0)</td></tr>
<tr><td colspan="2"><div class="groupHeader">1-dimensional inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a35fcdc585e398d316787c5a515a2983"></a><!-- doxytag: member="QuantLib::DiscrepancyStatistics::discrepancy" ref="a35fcdc585e398d316787c5a515a2983" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><b>discrepancy</b> () const</td></tr>
</table>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|
