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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_discrepancy_statistics.html">DiscrepancyStatistics</a></li>  </ul>
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<div class="title">DiscrepancyStatistics Class Reference</div>  </div>
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<p>Statistic tool for sequences with discrepancy calculation.  
 <a href="class_quant_lib_1_1_discrepancy_statistics.html#details">More...</a></p>

<p><code>#include &lt;ql/math/statistics/discrepancystatistics.hpp&gt;</code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
  <img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for DiscrepancyStatistics:</div>
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Public Types</h2></td></tr>
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typedef SequenceStatistics::value_type&#160;</td><td class="memItemRight" valign="bottom"><b>value_type</b></td></tr>
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<tr class="inherit_header pub_types_class_quant_lib_1_1_generic_sequence_statistics"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_generic_sequence_statistics')"><img src="closed.png" alt="-"/>&#160;Public Types inherited from <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics&lt; StatisticsType &gt;</a></td></tr>
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typedef StatisticsType&#160;</td><td class="memItemRight" valign="bottom"><b>statistics_type</b></td></tr>
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typedef std::vector&lt; typename StatisticsType::value_type &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>value_type</b></td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>DiscrepancyStatistics</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dimension)</td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>GenericSequenceStatistics</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dimension=0)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html#acaa5ba0eed416cbe9f473c2abcd2bf91">covariance</a> () const</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html#a010f1f6b9d492d7cb524cfc3d677144c">correlation</a> () const</td></tr>
<tr class="memdesc:a010f1f6b9d492d7cb524cfc3d677144c inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the correlation <a class="el" href="class_quant_lib_1_1_matrix.html" title="Matrix used in linear algebra.">Matrix</a> <br /></td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>samples</b> () const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>weightSum</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>mean</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>variance</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>standardDeviation</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>downsideDeviation</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>semiDeviation</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>skewness</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>min</b> () const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>max</b> () const</td></tr>
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<tr class="memitem:aeb5a6b47608a6eda36ead0a50e899b4c inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="aeb5a6b47608a6eda36ead0a50e899b4c"></a>
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>gaussianPercentile</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const</td></tr>
<tr class="separator:aeb5a6b47608a6eda36ead0a50e899b4c inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aad9c4efb952e3325e3124f825778974a inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="aad9c4efb952e3325e3124f825778974a"></a>
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>percentile</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>gaussianPotentialUpside</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> percentile) const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>potentialUpside</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> percentile) const</td></tr>
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<tr class="memitem:a47f0937bbe952be44b94971960618d87 inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="a47f0937bbe952be44b94971960618d87"></a>
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>gaussianValueAtRisk</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> percentile) const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>valueAtRisk</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> percentile) const</td></tr>
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<tr class="memitem:a62ac624646a2b3f2253b6df06320de6b inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="a62ac624646a2b3f2253b6df06320de6b"></a>
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>gaussianExpectedShortfall</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> percentile) const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>expectedShortfall</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> percentile) const</td></tr>
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<tr class="memitem:ab067fce343a7bf618d674969ece1d02d inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="ab067fce343a7bf618d674969ece1d02d"></a>
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>regret</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> target) const</td></tr>
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<tr class="memitem:a0d97e1ef383bf27f73d14f8319ff15ac inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="a0d97e1ef383bf27f73d14f8319ff15ac"></a>
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>gaussianShortfall</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> target) const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>shortfall</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> target) const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>gaussianAverageShortfall</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> target) const</td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>averageShortfall</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> target) const</td></tr>
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<tr class="memitem:a58bd77d1d091d636b8d5400814152bc5 inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="a58bd77d1d091d636b8d5400814152bc5"></a>
void&#160;</td><td class="memItemRight" valign="bottom"><b>reset</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dimension=0)</td></tr>
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<tr class="memitem:a1f278171ca690f5a6c24ca31583fdad6 inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memTemplParams" colspan="2"><a id="a1f278171ca690f5a6c24ca31583fdad6"></a>
template&lt;class Sequence &gt; </td></tr>
<tr class="memitem:a1f278171ca690f5a6c24ca31583fdad6 inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><b>add</b> (const Sequence &amp;sample, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> weight=1.0)</td></tr>
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<tr class="memitem:aec007c1f57d0a048f8cc541dc3614137 inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memTemplParams" colspan="2"><a id="aec007c1f57d0a048f8cc541dc3614137"></a>
template&lt;class Iterator &gt; </td></tr>
<tr class="memitem:aec007c1f57d0a048f8cc541dc3614137 inherit pub_methods_class_quant_lib_1_1_generic_sequence_statistics"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><b>add</b> (Iterator begin, Iterator end, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> weight=1.0)</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
1-dimensional inspectors</h2></td></tr>
<tr class="memitem:aa35fcdc585e398d316787c5a515a2983"><td class="memItemLeft" align="right" valign="top"><a id="aa35fcdc585e398d316787c5a515a2983"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>discrepancy</b> () const</td></tr>
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<tr class="memitem:a1f278171ca690f5a6c24ca31583fdad6"><td class="memTemplParams" colspan="2"><a id="a1f278171ca690f5a6c24ca31583fdad6"></a>
template&lt;class Sequence &gt; </td></tr>
<tr class="memitem:a1f278171ca690f5a6c24ca31583fdad6"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><b>add</b> (const Sequence &amp;sample, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> weight=1.0)</td></tr>
<tr class="separator:a1f278171ca690f5a6c24ca31583fdad6"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aec007c1f57d0a048f8cc541dc3614137"><td class="memTemplParams" colspan="2"><a id="aec007c1f57d0a048f8cc541dc3614137"></a>
template&lt;class Iterator &gt; </td></tr>
<tr class="memitem:aec007c1f57d0a048f8cc541dc3614137"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><b>add</b> (Iterator begin, Iterator end, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> weight=1.0)</td></tr>
<tr class="separator:aec007c1f57d0a048f8cc541dc3614137"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a58bd77d1d091d636b8d5400814152bc5"><td class="memItemLeft" align="right" valign="top"><a id="a58bd77d1d091d636b8d5400814152bc5"></a>
void&#160;</td><td class="memItemRight" valign="bottom"><b>reset</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dimension=0)</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_generic_sequence_statistics"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_generic_sequence_statistics')"><img src="closed.png" alt="-"/>&#160;Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics&lt; StatisticsType &gt;</a></td></tr>
<tr class="memitem:a101ac2fd4059964925dda5d18055f99c inherit pro_attribs_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="a101ac2fd4059964925dda5d18055f99c"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>dimension_</b></td></tr>
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<tr class="memitem:a7be4ef03e92a452316a435427a8c048e inherit pro_attribs_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="a7be4ef03e92a452316a435427a8c048e"></a>
std::vector&lt; statistics_type &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>stats_</b></td></tr>
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<tr class="memitem:a7efaf9c624aded4fa10a3917f523642e inherit pro_attribs_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="a7efaf9c624aded4fa10a3917f523642e"></a>
std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>results_</b></td></tr>
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<tr class="memitem:ac7bc1d4bf5808900f134e92c1ad1760a inherit pro_attribs_class_quant_lib_1_1_generic_sequence_statistics"><td class="memItemLeft" align="right" valign="top"><a id="ac7bc1d4bf5808900f134e92c1ad1760a"></a>
<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>&#160;</td><td class="memItemRight" valign="bottom"><b>quadraticSum_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Statistic tool for sequences with discrepancy calculation. </p>
<p>It inherit from SequenceStatistics&lt;Statistics&gt; and adds \( L^2 \) discrepancy calculation </p>
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