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