QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
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
downsideDeviation() const IncrementalStatistics
downsideSamples() const IncrementalStatistics
downsideVariance() const IncrementalStatistics
downsideWeightSum() const IncrementalStatistics
errorEstimate() const IncrementalStatistics
IncrementalStatistics() (defined in IncrementalStatistics)IncrementalStatistics
kurtosis() const IncrementalStatistics
max() const IncrementalStatistics
mean() const IncrementalStatistics
min() const IncrementalStatistics
reset()IncrementalStatistics
samples() const IncrementalStatistics
skewness() const IncrementalStatistics
standardDeviation() const IncrementalStatistics
value_type typedef (defined in IncrementalStatistics)IncrementalStatistics
variance() const IncrementalStatistics
weightSum() const IncrementalStatistics