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Compounds |
class | BicubicSplineInterpolation |
| bicubic spline interpolation between discrete points More...
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class | BilinearInterpolation |
| bilinear interpolation between discrete points More...
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class | CubicSpline |
| cubic spline interpolation between discrete points More...
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class | DiscrepancyStatistics |
| Statistic tool for sequences with discrepancy calculation. More...
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class | ErrorFunction |
| Error function. More...
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class | GammaFunction |
| Gamma function class. More...
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class | GaussianStatistics |
| Statistics tool for gaussian-assumption risk measures. More...
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class | GeneralStatistics |
| Statistics tool. More...
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class | IncrementalStatistics |
| Statistics tool based on incremental accumulation. More...
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class | Interpolation |
| abstract base class for 1-D interpolations More...
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class | Interpolation2D |
| abstract base class for 2-D interpolations More...
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class | KronrodIntegral |
| Integral of a 1-dimensional function using the Gauss-Kronrod method. More...
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class | LexicographicalView |
| Lexicographical 2-D view of a contiguous set of data. More...
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class | LinearInterpolation |
| linear interpolation between discrete points More...
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class | LogLinearInterpolation |
| log linear interpolation between discrete points More...
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class | Matrix |
| matrix used in linear algebra. More...
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class | MultivariateAccumulator |
| A sample accumulator for multivariate analysis. More...
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class | NormalDistribution |
| Normal distribution function. More...
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class | CumulativeNormalDistribution |
| Cumulative normal distribution function. More...
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class | InverseCumulativeNormal |
| Inverse cumulative normal distribution function. More...
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class | MoroInverseCumulativeNormal |
| Moro Inverse cumulative normal distribution class. More...
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class | PrimeNumbers |
| Prime numbers calculator. More...
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class | RiskMeasures |
class | GenericRiskStatistics |
| empirical-distribution risk measures More...
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class | SegmentIntegral |
| Integral of a one-dimensional function. More...
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class | SequenceStatistics |
| Statistics analysis of N-dimensional (sequence) data. More...
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class | SVD |
| Singular Value Decomposition. More...
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class | SymmetricSchurDecomposition |
| symmetric threshold Jacobi algorithm. More...
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Typedefs |
typedef NormalDistribution | GaussianDistribution |
typedef InverseCumulativeNormal | InvCumulativeNormalDistribution |
typedef GaussianStatistics<
GenericRiskStatistics< GeneralStatistics > > | RiskStatistics |
| default risk measures tool
|
typedef GeneralStatistics | Statistics |
| default statistics tool
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Enumerations |
enum | SalvagingAlgorithm { None,
Spectral,
Hypersphere
} |
Functions |
template<class F, class R> clipped_function< F, R > | clip (const F &f, const R &r) |
template<class F, class G> composed_function< F, G > | compose (const F &f, const G &g) |
Disposable< Matrix > | pseudoSqrt (const Matrix &realSymmMatrix, SalvagingAlgorithm sa) |
Disposable< Matrix > | operator+ (const Matrix &m1, const Matrix &m2) |
Disposable< Matrix > | operator- (const Matrix &m1, const Matrix &m2) |
Disposable< Matrix > | operator * (const Matrix &m, double x) |
Disposable< Matrix > | operator * (double x, const Matrix &m) |
Disposable< Matrix > | operator/ (const Matrix &m, double x) |
Disposable< Array > | operator * (const Array &v, const Matrix &m) |
Disposable< Array > | operator * (const Matrix &m, const Array &v) |
Disposable< Matrix > | operator * (const Matrix &m1, const Matrix &m2) |
Disposable< Matrix > | transpose (const Matrix &m) |
Disposable< Matrix > | outerProduct (const Array &v1, const Array &v2) |
template<class Iterator1, class Iterator2> Disposable< Matrix > | outerProduct (Iterator1 v1begin, Iterator1 v1end, Iterator2 v2begin, Iterator2 v2end) |
Disposable< Matrix > | matrixSqrt (const Matrix &m) |
double | hypot (const double &a, const double &b) |
| Singular Value Decomposition.
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Disposable< Array > | SymmetricEigenvalues (Matrix &s) |
Disposable< Matrix > | SymmetricEigenvectors (Matrix &s) |