com.github.vonrosen.quantlib

Class MultipleStatistics

java.lang.Object

com.github.vonrosen.quantlib.MultipleStatistics

public class MultipleStatistics
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	MultipleStatistics(long dimension)
protected	MultipleStatistics(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	add(Array value)
void	add(Array value, double weight)
void	add(DoubleVector value)
void	add(DoubleVector value, double weight)
Matrix	correlation()
Matrix	covariance()
void	delete()
DoubleVector	errorEstimate()
protected void	finalize()
protected static long	getCPtr(MultipleStatistics obj)
DoubleVector	kurtosis()
DoubleVector	max()
DoubleVector	mean()
DoubleVector	min()
void	reset()
long	samples()
long	size()
DoubleVector	skewness()
DoubleVector	standardDeviation()
DoubleVector	variance()
double	weightSum()

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

MultipleStatistics

protected MultipleStatistics(long cPtr,
                             boolean cMemoryOwn)

MultipleStatistics

public MultipleStatistics(long dimension)

Method Detail

getCPtr

protected static long getCPtr(MultipleStatistics obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

size

public long size()

samples

public long samples()

weightSum

public double weightSum()

mean

public DoubleVector mean()

variance

public DoubleVector variance()

standardDeviation

public DoubleVector standardDeviation()

errorEstimate

public DoubleVector errorEstimate()

skewness

public DoubleVector skewness()

kurtosis

public DoubleVector kurtosis()

min

public DoubleVector min()

max

public DoubleVector max()

covariance

public Matrix covariance()

correlation

public Matrix correlation()

reset

public void reset()

add

public void add(DoubleVector value,
                double weight)

add

public void add(DoubleVector value)

add

public void add(Array value,
                double weight)

add

public void add(Array value)