org.jquantlib.math.statistics

Class Statistics

java.lang.Object

org.jquantlib.math.statistics.GeneralStatistics

org.jquantlib.math.statistics.GenericGaussianStatistics

org.jquantlib.math.statistics.GaussianStatistics

org.jquantlib.math.statistics.GenericRiskStatistics

org.jquantlib.math.statistics.RiskStatistics

org.jquantlib.math.statistics.Statistics

public class Statistics
extends RiskStatistics

This class is simply an equivalence to GenericRiskStatistics

Constructor Summary

Constructors

Constructor and Description
Statistics()

Method Summary

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

averageShortfall, downsideDeviation, downsideVariance, expectedShortfall, potentialUpside, regret, semiDeviation, semiVariance, shortfall, valueAtRisk

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

Statistics

public Statistics()