org.jquantlib.math.statistics

Class SequenceStatistics

java.lang.Object

org.jquantlib.math.statistics.GenericSequenceStatistics

org.jquantlib.math.statistics.SequenceStatistics

Direct Known Subclasses:

DiscrepancyStatistics

public class SequenceStatistics
extends GenericSequenceStatistics

This class is simply an equivalence to GenericSequenceStatistics

Constructor Summary

Constructors

Constructor and Description
SequenceStatistics()
SequenceStatistics(int dimension)

Method Summary

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

add, add, add, add, averageShortfall, correlation, covariance, downsideDeviation, downsideVariance, errorEstimate, expectedShortfall, gaussianAverageShortfall, gaussianExpectedShortfall, gaussianPercentile, gaussianPotentialUpside, gaussianShortfall, gaussianValueAtRisk, kurtosis, max, mean, min, percentile, potentialUpside, regret, reset, reset, 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

SequenceStatistics

public SequenceStatistics()

SequenceStatistics

public SequenceStatistics(int dimension)