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Reference manual - version 1.6
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QuantLib
DiscrepancyStatistics
DiscrepancyStatistics Member List
This is the complete list of members for
DiscrepancyStatistics
, including all inherited members.
add
(const Sequence &sample, Real weight=1.0) (defined in
DiscrepancyStatistics
)
DiscrepancyStatistics
add
(Iterator begin, Iterator end, Real weight=1.0) (defined in
DiscrepancyStatistics
)
DiscrepancyStatistics
averageShortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
correlation
() const
GenericSequenceStatistics< StatisticsType >
covariance
() const
GenericSequenceStatistics< StatisticsType >
dimension_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
protected
discrepancy
() const (defined in
DiscrepancyStatistics
)
DiscrepancyStatistics
DiscrepancyStatistics
(Size dimension) (defined in
DiscrepancyStatistics
)
DiscrepancyStatistics
downsideDeviation
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
downsideVariance
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
errorEstimate
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
expectedShortfall
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianAverageShortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianExpectedShortfall
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianPercentile
(Real y) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianPotentialUpside
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianShortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianValueAtRisk
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
GenericSequenceStatistics
(Size dimension=0) (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
kurtosis
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
max
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
mean
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
min
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
percentile
(Real y) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
potentialUpside
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
quadraticSum_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
protected
regret
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
reset
(Size dimension=0) (defined in
DiscrepancyStatistics
)
DiscrepancyStatistics
results_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
mutable
protected
samples
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
semiDeviation
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
semiVariance
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
shortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
size
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
skewness
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
standardDeviation
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
statistics_type
typedef (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
stats_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
protected
value_type
typedef (defined in
DiscrepancyStatistics
)
DiscrepancyStatistics
valueAtRisk
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
variance
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
weightSum
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
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