QuantLib: ql/math/statistics Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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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
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