DiscrepancyStatistics Class Reference
#include <ql/math/statistics/discrepancystatistics.hpp>
Inheritance diagram for DiscrepancyStatistics:

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) |
1-dimensional inspectors | |
| Real | discrepancy () const |