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<title>ConvergenceStatistics< T, U > Class Template Reference</title>
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<li class="navelem"><a class="el" href="class_quant_lib_1_1_convergence_statistics.html">ConvergenceStatistics</a> </li>
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<a href="#pub-types">Public Types</a> |
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<div class="title">ConvergenceStatistics< T, U > Class Template Reference</div> </div>
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<!-- doxytag: class="QuantLib::ConvergenceStatistics" --><!-- doxytag: inherits="T" -->
<p>statistics class with convergence table
<a href="class_quant_lib_1_1_convergence_statistics.html#details">More...</a></p>
<p><code>#include <ql/math/statistics/convergencestatistics.hpp></code></p>
<p>Inherits T.</p>
<p><a href="class_quant_lib_1_1_convergence_statistics-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa8160fae99860b361fb09336cb2478e7"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::value_type" ref="aa8160fae99860b361fb09336cb2478e7" args="" -->
typedef T::value_type </td><td class="memItemRight" valign="bottom"><b>value_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c8168a0d88468e6516d4641ef378a60"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::table_type" ref="a1c8168a0d88468e6516d4641ef378a60" args="" -->
typedef std::vector< std::pair<br class="typebreak"/>
< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, value_type > > </td><td class="memItemRight" valign="bottom"><b>table_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aabab33bdd825123d705d469b60362455"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::ConvergenceStatistics" ref="aabab33bdd825123d705d469b60362455" 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" align="right" valign="top"><a class="anchor" id="afc2f09312916217fea1ec35a927a3edc"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::ConvergenceStatistics" ref="afc2f09312916217fea1ec35a927a3edc" args="(const U &rule=U())" -->
 </td><td class="memItemRight" valign="bottom"><b>ConvergenceStatistics</b> (const U &rule=U())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0fd2224497ce267aa05d4fe5915aa11d"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::add" ref="a0fd2224497ce267aa05d4fe5915aa11d" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> weight=1.0)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a536b63938a662f0138ab4f1e87669eef"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::addSequence" ref="a536b63938a662f0138ab4f1e87669eef" args="(DataIterator begin, DataIterator end)" -->
template<class DataIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>addSequence</b> (DataIterator begin, DataIterator end)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="acd78fc587eb7cf80dd145cb3adda5ae8"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::addSequence" ref="acd78fc587eb7cf80dd145cb3adda5ae8" args="(DataIterator begin, DataIterator end, WeightIterator wbegin)" -->
template<class DataIterator , class WeightIterator > </td></tr>
<tr><td class="memTemplItemLeft" 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" align="right" valign="top"><a class="anchor" id="ad20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::reset" ref="ad20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2c9c98dfbddea40f5d6add9c239632e7"></a><!-- doxytag: member="QuantLib::ConvergenceStatistics::convergenceTable" ref="a2c9c98dfbddea40f5d6add9c239632e7" args="() const " -->
const std::vector< std::pair<br class="typebreak"/>
< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, value_type > > & </td><td class="memItemRight" valign="bottom"><b>convergenceTable</b> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class T, class U = DoublingConvergenceSteps><br/>
class QuantLib::ConvergenceStatistics< T, U ></h3>
<p>statistics class with convergence table </p>
<p>This class decorates another statistics class adding a convergence table calculation. The table tracks the convergence of the mean.</p>
<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} $" src="form_246.png"/> samples at the <img class="formulaInl" alt="$ n $" src="form_181.png"/>-th step. Any passed class must implement the following interface: </p>
<div class="fragment"><pre class="fragment"> <a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> initialSamples() <span class="keyword">const</span>;
<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> nextSamples(<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> currentSamples) <span class="keyword">const</span>;
</pre></div><p> as well as a copy constructor.</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000069">Tests:</a></b></dt><dd>results are tested against known good values. </dd></dl>
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