org.jquantlib.math.statistics

Class ConvergenceStatistics

java.lang.Object

org.jquantlib.math.statistics.ConvergenceStatistics

public class ConvergenceStatistics
extends java.lang.Object

Statistics class with convergence table

This class decorates another statistics class adding a convergence table calculation. The table tracks the convergence of the mean.

It is possible to specify the number of samples at which the mean should be stored by mean of the second template parameter; the default is to store \f$ 2^{n-1} \f$ samples at the \f$ n \f$-th step. Any passed class must implement the following interface:

 public int initialSamples() @ReadOnly;
 public int nextSamples(int currentSamples) @ReadOnly;
 

as well as a copy constructor.

Constructor Summary

Constructors

Constructor and Description
ConvergenceStatistics()
ConvergenceStatistics(org.jquantlib.math.statistics.ConvergenceStatistics.DoublingConvergenceSteps rule)

Method Summary

Modifier and Type	Method and Description
void	add(double value)
void	add(double value, double weight)
void	addSequence(Array datum) adds a sequence of data to the set, with default weight
void	addSequence(Array datum, Array weights) adds a sequence of data to the set, each with its weight
void	addSequence(double[] datum) adds a sequence of data to the set, with default weight
void	addSequence(double[] datum, double[] weights) adds a sequence of data to the set, each with its weight
java.util.List<Pair<java.lang.Integer,java.lang.Double>>	convergenceTable()
int	initialSamples()
int	nextSamples(int current)
void	reset()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ConvergenceStatistics

public ConvergenceStatistics()

ConvergenceStatistics

public ConvergenceStatistics(org.jquantlib.math.statistics.ConvergenceStatistics.DoublingConvergenceSteps rule)

Method Detail

initialSamples

public int initialSamples()

nextSamples

public int nextSamples(int current)

add

public void add(double value)

add

public void add(double value,
                double weight)

addSequence

public void addSequence(double[] datum)

adds a sequence of data to the set, with default weight

addSequence

public void addSequence(double[] datum,
                        double[] weights)

adds a sequence of data to the set, each with its weight

addSequence

public void addSequence(Array datum)

adds a sequence of data to the set, with default weight

addSequence

public void addSequence(Array datum,
                        Array weights)

adds a sequence of data to the set, each with its weight

reset

public void reset()

convergenceTable

public java.util.List<Pair<java.lang.Integer,java.lang.Double>> convergenceTable()