QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
statistics Directory Reference

Files

file  convergencestatistics.hpp
 statistics tool with risk measures
 
file  discrepancystatistics.hpp
 Statistic tool for sequences with discrepancy calculation.
 
file  gaussianstatistics.hpp
 statistics tool for gaussian-assumption risk measures
 
file  generalstatistics.hpp
 statistics tool
 
file  histogram.hpp
 statistics tool for generating histogram of given data
 
file  incrementalstatistics.hpp
 statistics tool based on incremental accumulation in the meantime, this is just a wrapper to the boost accumulator library, kept for backward compatibility
 
file  riskstatistics.hpp
 empirical-distribution risk measures
 
file  sequencestatistics.hpp
 Statistics tools for sequence (vector, list, array) samples.
 
file  statistics.hpp
 statistics tool with risk measures