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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file statistics.cpp
\brief statistic tools
\fullpath
ql/Math/%statistics.cpp
*/
// $Id: statistics.cpp,v 1.5 2002/01/16 14:42:29 nando Exp $
#include <ql/Math/statistics.hpp>
namespace QuantLib {
namespace Math {
Statistics::Statistics() {
reset();
}
void Statistics::reset() {
min_ = QL_MAX_DOUBLE;
max_ = QL_MIN_DOUBLE;
sampleNumber_ = 0;
sampleWeight_ = 0.0;
sum_ = 0.0;
quadraticSum_ = 0.0;
downsideQuadraticSum_ = 0.0;
cubicSum_ = 0.0;
fourthPowerSum_ = 0.0;
}
}
}
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