QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
IncrementalStatistics Member List

This is the complete list of members for IncrementalStatistics, including all inherited members.

add(Real value, Real weight=1.0)IncrementalStatistics
addSequence(DataIterator begin, DataIterator end)IncrementalStatistics
addSequence(DataIterator begin, DataIterator end, WeightIterator wbegin)IncrementalStatistics
cubicSum_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
downsideDeviation() const IncrementalStatistics
downsideQuadraticSum_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
downsideSampleNumber_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
downsideSampleWeight_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
downsideVariance() const IncrementalStatistics
errorEstimate() const IncrementalStatistics
fourthPowerSum_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
IncrementalStatistics() (defined in IncrementalStatistics)IncrementalStatistics
kurtosis() const IncrementalStatistics
max() const IncrementalStatistics
max_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
mean() const IncrementalStatistics
min() const IncrementalStatistics
min_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
quadraticSum_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
reset()IncrementalStatistics
sampleNumber_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
samples() const IncrementalStatistics
sampleWeight_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
skewness() const IncrementalStatistics
standardDeviation() const IncrementalStatistics
sum_ (defined in IncrementalStatistics)IncrementalStatisticsprotected
value_type typedef (defined in IncrementalStatistics)IncrementalStatistics
variance() const IncrementalStatistics
weightSum() const IncrementalStatistics