org.jquantlib.math.statistics

Class DiscrepancyStatistics

java.lang.Object

org.jquantlib.math.statistics.GenericSequenceStatistics

org.jquantlib.math.statistics.SequenceStatistics

org.jquantlib.math.statistics.DiscrepancyStatistics

public class DiscrepancyStatistics
extends SequenceStatistics

Constructor Summary

Constructors

Constructor and Description
DiscrepancyStatistics(int dimension)

Method Summary

Modifier and Type	Method and Description
void	add(Array datum) adds a sequence of data to the set, with default weight
void	add(Array datum, double weight) adds a sequence of data to the set, each with its weight
void	add(double[] datum) adds a sequence of data to the set, with default weight
void	add(double[] datum, double weight) adds a sequence of data to the set, each with its weight
double	discrepancy()
void	reset()
void	reset(int dimension)

Methods inherited from class org.jquantlib.math.statistics.GenericSequenceStatistics

averageShortfall, correlation, covariance, downsideDeviation, downsideVariance, errorEstimate, expectedShortfall, gaussianAverageShortfall, gaussianExpectedShortfall, gaussianPercentile, gaussianPotentialUpside, gaussianShortfall, gaussianValueAtRisk, kurtosis, max, mean, min, percentile, potentialUpside, regret, samples, semiDeviation, semiVariance, shortfall, size, skewness, standardDeviation, valueAtRisk, variance, weightSum

Methods inherited from class java.lang.Object

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

Constructor Detail

DiscrepancyStatistics

public DiscrepancyStatistics(int dimension)

Method Detail

discrepancy

public double discrepancy()

add

public void add(double[] datum)

Description copied from class: GenericSequenceStatistics

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

Overrides:

add in class GenericSequenceStatistics

add

public void add(Array datum)

Description copied from class: GenericSequenceStatistics

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

Overrides:

add in class GenericSequenceStatistics

add

public void add(double[] datum,
                double weight)

Description copied from class: GenericSequenceStatistics

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

Overrides:

add in class GenericSequenceStatistics

add

public void add(Array datum,
                double weight)

Description copied from class: GenericSequenceStatistics

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

Overrides:

add in class GenericSequenceStatistics

reset

public void reset()

Overrides:

reset in class GenericSequenceStatistics

reset

public void reset(int dimension)

Overrides:

reset in class GenericSequenceStatistics