QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

DiscrepancyStatistics Class Reference #include <discrepancystatistics.hpp> Inheritance diagram for DiscrepancyStatistics: [legend]List of all members. Detailed Description Statistic tool for sequences with discrepancy calculation. It inherit from SequenceStatistics<Statistics> and adds discrepancy calculation Public Member Functions   DiscrepancyStatistics (Size dimension) template<class Sequence> void  add (const Sequence &sample, double weight=1.0) template<class Iterator> void  add (Iterator begin, Iterator end, double weight=1.0) void  reset (Size dimension=0) 1-dimensional inspectors double  discrepancy () const The documentation for this class was generated from the following files: ql/Math/discrepancystatistics.hpp ql/Math/discrepancystatistics.cpp

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