DiscrepancyStatistics Class Reference
#include <ql/Math/discrepancystatistics.hpp>
Inheritance diagram for DiscrepancyStatistics:
[legend]List of all members.
Detailed Description
Statistic tool for sequences with discrepancy calculation.
It inherit from SequenceStatistics<Statistics> and adds
discrepancy calculation
|
Public Types |
|
typedef SequenceStatistics::value_type | value_type |
Public Member Functions |
|
| DiscrepancyStatistics (Size dimension) |
|
template<class Sequence> |
| void | add (const Sequence &sample, Real weight=1.0) |
|
template<class Iterator> |
| void | add (Iterator begin, Iterator end, Real weight=1.0) |
|
void | reset (Size dimension=0) |
|
|
Real | discrepancy () const |