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
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
|
//------------------------------------------------------------------------------
// <auto-generated />
//
// This file was automatically generated by SWIG (http://www.swig.org).
// Version 3.0.12
//
// Do not make changes to this file unless you know what you are doing--modify
// the SWIG interface file instead.
//------------------------------------------------------------------------------
namespace QuantLib {
public class MultipleIncrementalStatistics : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal MultipleIncrementalStatistics(global::System.IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(MultipleIncrementalStatistics obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~MultipleIncrementalStatistics() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_MultipleIncrementalStatistics(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public MultipleIncrementalStatistics(uint dimension) : this(NQuantLibcPINVOKE.new_MultipleIncrementalStatistics(dimension), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public uint size() {
uint ret = NQuantLibcPINVOKE.MultipleIncrementalStatistics_size(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public uint samples() {
uint ret = NQuantLibcPINVOKE.MultipleIncrementalStatistics_samples(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double weightSum() {
double ret = NQuantLibcPINVOKE.MultipleIncrementalStatistics_weightSum(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector mean() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_mean(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector variance() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_variance(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector standardDeviation() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_standardDeviation(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector errorEstimate() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_errorEstimate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector skewness() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_skewness(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector kurtosis() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_kurtosis(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector min() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_min(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector max() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.MultipleIncrementalStatistics_max(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Matrix covariance() {
Matrix ret = new Matrix(NQuantLibcPINVOKE.MultipleIncrementalStatistics_covariance(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Matrix correlation() {
Matrix ret = new Matrix(NQuantLibcPINVOKE.MultipleIncrementalStatistics_correlation(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void reset() {
NQuantLibcPINVOKE.MultipleIncrementalStatistics_reset(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void add(DoubleVector value, double weight) {
NQuantLibcPINVOKE.MultipleIncrementalStatistics_add__SWIG_0(swigCPtr, DoubleVector.getCPtr(value), weight);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void add(DoubleVector value) {
NQuantLibcPINVOKE.MultipleIncrementalStatistics_add__SWIG_1(swigCPtr, DoubleVector.getCPtr(value));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void add(QlArray value, double weight) {
NQuantLibcPINVOKE.MultipleIncrementalStatistics_add__SWIG_2(swigCPtr, QlArray.getCPtr(value), weight);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void add(QlArray value) {
NQuantLibcPINVOKE.MultipleIncrementalStatistics_add__SWIG_3(swigCPtr, QlArray.getCPtr(value));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
|
