org.jquantlib.math.statistics

Class GaussianStatistics

java.lang.Object

org.jquantlib.math.statistics.GeneralStatistics

org.jquantlib.math.statistics.GenericGaussianStatistics

org.jquantlib.math.statistics.GaussianStatistics

Direct Known Subclasses:

GenericRiskStatistics

public abstract class GaussianStatistics
extends GenericGaussianStatistics

This class is an alias to GenericGaussianStatistics

Constructor Summary

Constructors

Constructor and Description
GaussianStatistics()

Method Summary

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

gaussianAverageShortfall, gaussianDownsideDeviation, gaussianDownsideVariance, gaussianExpectedShortfall, gaussianPercentile, gaussianPotentialUpside, gaussianRegret, gaussianShortfall, gaussianTopPercentile, gaussianValueAtRisk

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

add, add, addSequence, addSequence, addSequence, addSequence, data, errorEstimate, expectationValue, kurtosis, max, mean, min, percentile, reset, samples, skewness, sort, standardDeviation, topPercentile, variance, weightSum

Methods inherited from class java.lang.Object

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

Constructor Detail

GaussianStatistics

public GaussianStatistics()