DiscrepancyStatistics Member List

This is the complete list of members for DiscrepancyStatistics, including all inherited members.

add(const Sequence &sample, Real weight=1.0) (defined in DiscrepancyStatistics) | DiscrepancyStatistics |
add(Iterator begin, Iterator end, Real weight=1.0) (defined in DiscrepancyStatistics) | DiscrepancyStatistics |
averageShortfall(Real target) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
correlation() const | GenericSequenceStatistics< StatisticsType > |
covariance() const | GenericSequenceStatistics< StatisticsType > |
dimension_ (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > | protected
discrepancy() const (defined in DiscrepancyStatistics) | DiscrepancyStatistics |
DiscrepancyStatistics(Size dimension) (defined in DiscrepancyStatistics) | DiscrepancyStatistics |
downsideDeviation() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
downsideVariance() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
errorEstimate() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
expectedShortfall(Real percentile) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
gaussianAverageShortfall(Real target) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
gaussianExpectedShortfall(Real percentile) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
gaussianPercentile(Real y) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
gaussianPotentialUpside(Real percentile) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
gaussianShortfall(Real target) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
gaussianValueAtRisk(Real percentile) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
GenericSequenceStatistics(Size dimension=0) (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
kurtosis() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
max() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
mean() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
min() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
percentile(Real y) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
potentialUpside(Real percentile) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
quadraticSum_ (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > | protected
regret(Real target) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
reset(Size dimension=0) (defined in DiscrepancyStatistics) | DiscrepancyStatistics |
results_ (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > | mutable protected
samples() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
semiDeviation() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
semiVariance() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
shortfall(Real target) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
size() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
skewness() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
standardDeviation() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
statistics_type typedef (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
stats_ (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > | protected
value_type typedef (defined in DiscrepancyStatistics) | DiscrepancyStatistics |
valueAtRisk(Real percentile) const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
variance() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |
weightSum() const (defined in GenericSequenceStatistics< StatisticsType >) | GenericSequenceStatistics< StatisticsType > |