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ireval::stat::Stat Class Reference

List of all members.

Public Member Functions

double[] binomialRand (double prob, int nTrials, int n)

Static Public Member Functions

double mean (double[] aa)
double mean (double[] aa, double[] ww)
double mean (float[] aa, float[] ww)
double geometricMean (double[] aa)
float geometricMean (float[] aa)
double geometricMean (double[] aa, double[] ww)
float geometricMean (float[] aa, float[] ww)
double harmonicMean (double[] aa)
float harmonicMean (float[] aa)
double harmonicMean (double[] aa, double[] ww)
float harmonicMean (float[] aa, float[] ww)
double generalisedMean (double[] aa, double m)
float generalisedMean (float[] aa, float m)
double interQuartileMean (double[] aa)
float interQuartileMean (float[] aa)
double rms (double[] aa)
float rms (float[] aa)
float mean (float[] aa)
double mean (int[] aa)
double mean (long[] aa)
double median (double[] aa)
float median (float[] aa)
double median (int[] aa)
double median (long[] aa)
double standardDeviation (double[] aa)
float standardDeviation (float[] aa)
double standardDeviation (int[] aa)
double standardDeviation (long[] aa)
double standardDeviation (double[] aa, double[] ww)
float standardDeviation (float[] aa, float[] ww)
double volatilityLogChange (double[] array)
float volatilityLogChange (float[] array)
double volatilityPerCentChange (double[] array)
double volatilityPerCentChange (float[] array)
double coefficientOfVariation (double[] array)
float coefficientOfVariation (float[] array)
double[] subtractMean (double[] array)
float[] subtractMean (float[] array)
double variance (double[] aa)
float variance (float[] aa)
double variance (int[] aa)
double variance (long[] aa)
double variance (double[] aa, double[] ww)
float variance (float[] aa, float[] ww)
double covariance (double[] xx, double[] yy)
float covariance (float[] xx, float[] yy)
double covariance (int[] xx, int[] yy)
double covariance (long[] xx, long[] yy)
double covariance (double[] xx, double[] yy, double[] ww)
double gamma (double x)
double getLanczosGamma ()
int getLanczosN ()
double[] getLanczosCoeff ()
double getFpmin ()
double logGamma (double x)
double incompleteGamma (double a, double x)
double incompleteGammaComplementary (double a, double x)
double incompleteGammaSer (double a, double x)
double incompleteGammaFract (double a, double x)
void setIncGammaMaxIter (int igfiter)
int getIncGammaMaxIter ()
void setIncGammaTol (double igfeps)
double getIncGammaTol ()
double beta (double z, double w)
double incompleteBeta (double z, double w, double x)
double contFract (double a, double b, double x)
double erf (double x)
double erfc (double x)
double normalProb (double mean, double sd, double upperlimit)
double gaussianProb (double mean, double sd, double upperlimit)
double normalProb (double mean, double sd, double lowerlimit, double upperlimit)
double gaussianProb (double mean, double sd, double lowerlimit, double upperlimit)
double normal (double mean, double sd, double x)
double gaussian (double mean, double sd, double x)
double[] normalRand (double mean, double sd, int n)
double[] gaussianRand (double mean, double sd, int n)
double[] normalRand (double mean, double sd, int n, long seed)
double[] gaussianRand (double mean, double sd, int n, long seed)
double logisticProb (double mu, double beta, double upperlimit)
double logisticProb (double mu, double beta, double lowerlimit, double upperlimit)
double logistic (double mu, double beta, double x)
double[] logisticRand (double mu, double beta, int n)
double[] logisticRand (double mu, double beta, int n, long seed)
double logisticMean (double mu)
double logisticStandDev (double beta)
double logisticMode (double mu)
double logisticMedian (double mu)
double lorentzianProb (double mu, double gamma, double upperlimit)
double lorentzianProb (double mu, double gamma, double lowerlimit, double upperlimit)
double poissonProb (int k, double mean)
double poisson (int k, double mean)
double[] poissonRand (double mean, int n)
double[] poissonRand (double mean, int n, long seed)
double chiSquareProb (double chiSquare, int nu)
double chiSquare (double[] observed, double[] expected, double[] variance)
double chiSquareFreq (double[] observedFreq, double[] expectedFreq)
double chiSquareFreq (int[] observedFreq, int[] expectedFreq)
double binomialProb (double p, int n, int k)
double binomial (double p, int n, int k)
double binomialCoeff (int n, int k)
double fTestProb (double fValue, int df1, int df2)
double fTestProb (double var1, int df1, double var2, int df2)
double fTestValueGivenFprob (double fProb, int df1, int df2)
double studentT (double tValue, int df)
double studentTProb (double tValue, int df)
double probAtn (double tValue, int df)
double[][] histogramBins (double[] data, double binWidth, double binZero, double binUpper)
double[][] histogramBins (double[] data, double binWidth, double binZero)
double[][] histogramBins (double[] data, double binWidth)
int factorial (int n)
long factorial (long n)
double factorial (double n)
double logFactorial (int n)
double logFactorial (double n)
double corrCoeff (double[] xx, double[]yy)
float corrCoeff (float[] x, float[] y)
double corrCoeff (int[] x, int[]y)
double corrCoeff (double[] x, double[]y, double[] w)
double corrCoeff (int element00, int element01, int element10, int element11)
double corrCoeff (int[][] freqMatrix)
double linearCorrCoeff (double rCoeff, int nu)
double corrCoeffPdf (double rCoeff, int nu)
double weibullProb (double mu, double sigma, double gamma, double upperlimit)
double weibullProb (double mu, double sigma, double gamma, double lowerlimit, double upperlimit)
double weibull (double mu, double sigma, double gamma, double x)
double weibullMean (double mu, double sigma, double gamma)
double weibullStandDev (double sigma, double gamma)
double weibullMode (double mu, double sigma, double gamma)
double weibullMedian (double mu, double sigma, double gamma)
double[] weibullRand (double mu, double sigma, double gamma, int n)
double[] weibullRand (double mu, double sigma, double gamma, int n, long seed)
double frechetProb (double mu, double sigma, double gamma, double upperlimit)
double frechetProb (double mu, double sigma, double gamma, double lowerlimit, double upperlimit)
double exponentialProb (double mu, double sigma, double upperlimit)
double exponentialProb (double mu, double sigma, double lowerlimit, double upperlimit)
double exponential (double mu, double sigma, double x)
double exponentialMean (double mu, double sigma)
double exponentialStandDev (double sigma)
double exponentialMode (double mu)
double exponentialMedian (double mu, double sigma)
double[] exponentialRand (double mu, double sigma, int n)
double[] exponentialRand (double mu, double sigma, int n, long seed)

Static Public Attributes

final double FPMIN = 1e-300

Static Private Member Functions

double[] poissonRandCalc (Random rr, double mean, int n)
double fTestBisect (double fProb, double fTestLow, double fTestHigh, int df1, int df2, int endTest)

Static Private Attributes

int lgfN = 6
double[] lgfCoeff = {1.000000000190015, 76.18009172947146, -86.50532032941677, 24.01409824083091, -1.231739572450155, 0.1208650973866179E-2, -0.5395239384953E-5}
double lgfGamma = 5.0
int igfiter = 1000
double igfeps = 1e-8
double histTol = 1.0001D

Member Function Documentation

double ireval::stat::Stat::beta (  double  z,
double  w
)  [inline, static]
 

double ireval::stat::Stat::binomial (  double  p,
int  n,
int  k
)  [inline, static]
 

double ireval::stat::Stat::binomialCoeff (  int  n,
int  k
)  [inline, static]
 

double ireval::stat::Stat::binomialProb (  double  p,
int  n,
int  k
)  [inline, static]
 

double [] ireval::stat::Stat::binomialRand (  double  prob,
int  nTrials,
int  n
)  [inline]
 

double ireval::stat::Stat::chiSquare (  double[]  observed,
double[]  expected,
double[]  variance
)  [inline, static]
 

double ireval::stat::Stat::chiSquareFreq (  int[]  observedFreq,
int[]  expectedFreq
)  [inline, static]
 

double ireval::stat::Stat::chiSquareFreq (  double[]  observedFreq,
double[]  expectedFreq
)  [inline, static]
 

double ireval::stat::Stat::chiSquareProb (  double  chiSquare,
int  nu
)  [inline, static]
 

float ireval::stat::Stat::coefficientOfVariation (  float[]  array  )  [inline, static]
 

double ireval::stat::Stat::coefficientOfVariation (  double[]  array  )  [inline, static]
 

double ireval::stat::Stat::contFract (  double  a,
double  b,
double  x
)  [inline, static]
 

double ireval::stat::Stat::corrCoeff (  int  freqMatrix[][]  )  [inline, static]
 

double ireval::stat::Stat::corrCoeff (  int  element00,
int  element01,
int  element10,
int  element11
)  [inline, static]
 

double ireval::stat::Stat::corrCoeff (  double[]  x,
double[]  y,
double[]  w
)  [inline, static]
 

double ireval::stat::Stat::corrCoeff (  int[]  x,
int[]  y
)  [inline, static]
 

float ireval::stat::Stat::corrCoeff (  float[]  x,
float[]  y
)  [inline, static]
 

double ireval::stat::Stat::corrCoeff (  double[]  xx,
double[]  yy
)  [inline, static]
 

double ireval::stat::Stat::corrCoeffPdf (  double  rCoeff,
int  nu
)  [inline, static]
 

double ireval::stat::Stat::covariance (  double[]  xx,
double[]  yy,
double[]  ww
)  [inline, static]
 

double ireval::stat::Stat::covariance (  long[]  xx,
long[]  yy
)  [inline, static]
 

double ireval::stat::Stat::covariance (  int[]  xx,
int[]  yy
)  [inline, static]
 

float ireval::stat::Stat::covariance (  float[]  xx,
float[]  yy
)  [inline, static]
 

double ireval::stat::Stat::covariance (  double[]  xx,
double[]  yy
)  [inline, static]
 

double ireval::stat::Stat::erf (  double  x  )  [inline, static]
 

double ireval::stat::Stat::erfc (  double  x  )  [inline, static]
 

double ireval::stat::Stat::exponential (  double  mu,
double  sigma,
double  x
)  [inline, static]
 

double ireval::stat::Stat::exponentialMean (  double  mu,
double  sigma
)  [inline, static]
 

double ireval::stat::Stat::exponentialMedian (  double  mu,
double  sigma
)  [inline, static]
 

double ireval::stat::Stat::exponentialMode (  double  mu  )  [inline, static]
 

double ireval::stat::Stat::exponentialProb (  double  mu,
double  sigma,
double  lowerlimit,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::exponentialProb (  double  mu,
double  sigma,
double  upperlimit
)  [inline, static]
 

double [] ireval::stat::Stat::exponentialRand (  double  mu,
double  sigma,
int  n,
long  seed
)  [inline, static]
 

double [] ireval::stat::Stat::exponentialRand (  double  mu,
double  sigma,
int  n
)  [inline, static]
 

double ireval::stat::Stat::exponentialStandDev (  double  sigma  )  [inline, static]
 

double ireval::stat::Stat::factorial (  double  n  )  [inline, static]
 

long ireval::stat::Stat::factorial (  long  n  )  [inline, static]
 

int ireval::stat::Stat::factorial (  int  n  )  [inline, static]
 

double ireval::stat::Stat::frechetProb (  double  mu,
double  sigma,
double  gamma,
double  lowerlimit,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::frechetProb (  double  mu,
double  sigma,
double  gamma,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::fTestBisect (  double  fProb,
double  fTestLow,
double  fTestHigh,
int  df1,
int  df2,
int  endTest
)  [inline, static, private]
 

double ireval::stat::Stat::fTestProb (  double  var1,
int  df1,
double  var2,
int  df2
)  [inline, static]
 

double ireval::stat::Stat::fTestProb (  double  fValue,
int  df1,
int  df2
)  [inline, static]
 

double ireval::stat::Stat::fTestValueGivenFprob (  double  fProb,
int  df1,
int  df2
)  [inline, static]
 

double ireval::stat::Stat::gamma (  double  x  )  [inline, static]
 

double ireval::stat::Stat::gaussian (  double  mean,
double  sd,
double  x
)  [inline, static]
 

double ireval::stat::Stat::gaussianProb (  double  mean,
double  sd,
double  lowerlimit,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::gaussianProb (  double  mean,
double  sd,
double  upperlimit
)  [inline, static]
 

double [] ireval::stat::Stat::gaussianRand (  double  mean,
double  sd,
int  n,
long  seed
)  [inline, static]
 

double [] ireval::stat::Stat::gaussianRand (  double  mean,
double  sd,
int  n
)  [inline, static]
 

float ireval::stat::Stat::generalisedMean (  float[]  aa,
float  m
)  [inline, static]
 

double ireval::stat::Stat::generalisedMean (  double[]  aa,
double  m
)  [inline, static]
 

float ireval::stat::Stat::geometricMean (  float[]  aa,
float[]  ww
)  [inline, static]
 

double ireval::stat::Stat::geometricMean (  double[]  aa,
double[]  ww
)  [inline, static]
 

float ireval::stat::Stat::geometricMean (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::geometricMean (  double[]  aa  )  [inline, static]
 

double ireval::stat::Stat::getFpmin (   )  [inline, static]
 

int ireval::stat::Stat::getIncGammaMaxIter (   )  [inline, static]
 

double ireval::stat::Stat::getIncGammaTol (   )  [inline, static]
 

double [] ireval::stat::Stat::getLanczosCoeff (   )  [inline, static]
 

double ireval::stat::Stat::getLanczosGamma (   )  [inline, static]
 

int ireval::stat::Stat::getLanczosN (   )  [inline, static]
 

float ireval::stat::Stat::harmonicMean (  float[]  aa,
float[]  ww
)  [inline, static]
 

double ireval::stat::Stat::harmonicMean (  double[]  aa,
double[]  ww
)  [inline, static]
 

float ireval::stat::Stat::harmonicMean (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::harmonicMean (  double[]  aa  )  [inline, static]
 

double [][] ireval::stat::Stat::histogramBins (  double[]  data,
double  binWidth
)  [inline, static]
 

double [][] ireval::stat::Stat::histogramBins (  double[]  data,
double  binWidth,
double  binZero
)  [inline, static]
 

double [][] ireval::stat::Stat::histogramBins (  double[]  data,
double  binWidth,
double  binZero,
double  binUpper
)  [inline, static]
 

double ireval::stat::Stat::incompleteBeta (  double  z,
double  w,
double  x
)  [inline, static]
 

double ireval::stat::Stat::incompleteGamma (  double  a,
double  x
)  [inline, static]
 

double ireval::stat::Stat::incompleteGammaComplementary (  double  a,
double  x
)  [inline, static]
 

double ireval::stat::Stat::incompleteGammaFract (  double  a,
double  x
)  [inline, static]
 

double ireval::stat::Stat::incompleteGammaSer (  double  a,
double  x
)  [inline, static]
 

float ireval::stat::Stat::interQuartileMean (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::interQuartileMean (  double[]  aa  )  [inline, static]
 

double ireval::stat::Stat::linearCorrCoeff (  double  rCoeff,
int  nu
)  [inline, static]
 

double ireval::stat::Stat::logFactorial (  double  n  )  [inline, static]
 

double ireval::stat::Stat::logFactorial (  int  n  )  [inline, static]
 

double ireval::stat::Stat::logGamma (  double  x  )  [inline, static]
 

double ireval::stat::Stat::logistic (  double  mu,
double  beta,
double  x
)  [inline, static]
 

double ireval::stat::Stat::logisticMean (  double  mu  )  [inline, static]
 

double ireval::stat::Stat::logisticMedian (  double  mu  )  [inline, static]
 

double ireval::stat::Stat::logisticMode (  double  mu  )  [inline, static]
 

double ireval::stat::Stat::logisticProb (  double  mu,
double  beta,
double  lowerlimit,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::logisticProb (  double  mu,
double  beta,
double  upperlimit
)  [inline, static]
 

double [] ireval::stat::Stat::logisticRand (  double  mu,
double  beta,
int  n,
long  seed
)  [inline, static]
 

double [] ireval::stat::Stat::logisticRand (  double  mu,
double  beta,
int  n
)  [inline, static]
 

double ireval::stat::Stat::logisticStandDev (  double  beta  )  [inline, static]
 

double ireval::stat::Stat::lorentzianProb (  double  mu,
double  gamma,
double  lowerlimit,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::lorentzianProb (  double  mu,
double  gamma,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::mean (  long[]  aa  )  [inline, static]
 

double ireval::stat::Stat::mean (  int[]  aa  )  [inline, static]
 

float ireval::stat::Stat::mean (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::mean (  float[]  aa,
float[]  ww
)  [inline, static]
 

double ireval::stat::Stat::mean (  double[]  aa,
double[]  ww
)  [inline, static]
 

double ireval::stat::Stat::mean (  double[]  aa  )  [inline, static]
 

double ireval::stat::Stat::median (  long[]  aa  )  [inline, static]
 

double ireval::stat::Stat::median (  int[]  aa  )  [inline, static]
 

float ireval::stat::Stat::median (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::median (  double[]  aa  )  [inline, static]
 

double ireval::stat::Stat::normal (  double  mean,
double  sd,
double  x
)  [inline, static]
 

double ireval::stat::Stat::normalProb (  double  mean,
double  sd,
double  lowerlimit,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::normalProb (  double  mean,
double  sd,
double  upperlimit
)  [inline, static]
 

double [] ireval::stat::Stat::normalRand (  double  mean,
double  sd,
int  n,
long  seed
)  [inline, static]
 

double [] ireval::stat::Stat::normalRand (  double  mean,
double  sd,
int  n
)  [inline, static]
 

double ireval::stat::Stat::poisson (  int  k,
double  mean
)  [inline, static]
 

double ireval::stat::Stat::poissonProb (  int  k,
double  mean
)  [inline, static]
 

double [] ireval::stat::Stat::poissonRand (  double  mean,
int  n,
long  seed
)  [inline, static]
 

double [] ireval::stat::Stat::poissonRand (  double  mean,
int  n
)  [inline, static]
 

double [] ireval::stat::Stat::poissonRandCalc (  Random  rr,
double  mean,
int  n
)  [inline, static, private]
 

double ireval::stat::Stat::probAtn (  double  tValue,
int  df
)  [inline, static]
 

float ireval::stat::Stat::rms (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::rms (  double[]  aa  )  [inline, static]
 

void ireval::stat::Stat::setIncGammaMaxIter (  int  igfiter  )  [inline, static]
 

void ireval::stat::Stat::setIncGammaTol (  double  igfeps  )  [inline, static]
 

float ireval::stat::Stat::standardDeviation (  float[]  aa,
float[]  ww
)  [inline, static]
 

double ireval::stat::Stat::standardDeviation (  double[]  aa,
double[]  ww
)  [inline, static]
 

double ireval::stat::Stat::standardDeviation (  long[]  aa  )  [inline, static]
 

double ireval::stat::Stat::standardDeviation (  int[]  aa  )  [inline, static]
 

float ireval::stat::Stat::standardDeviation (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::standardDeviation (  double[]  aa  )  [inline, static]
 

double ireval::stat::Stat::studentT (  double  tValue,
int  df
)  [inline, static]
 

double ireval::stat::Stat::studentTProb (  double  tValue,
int  df
)  [inline, static]
 

float [] ireval::stat::Stat::subtractMean (  float[]  array  )  [inline, static]
 

double [] ireval::stat::Stat::subtractMean (  double[]  array  )  [inline, static]
 

float ireval::stat::Stat::variance (  float[]  aa,
float[]  ww
)  [inline, static]
 

double ireval::stat::Stat::variance (  double[]  aa,
double[]  ww
)  [inline, static]
 

double ireval::stat::Stat::variance (  long[]  aa  )  [inline, static]
 

double ireval::stat::Stat::variance (  int[]  aa  )  [inline, static]
 

float ireval::stat::Stat::variance (  float[]  aa  )  [inline, static]
 

double ireval::stat::Stat::variance (  double[]  aa  )  [inline, static]
 

float ireval::stat::Stat::volatilityLogChange (  float[]  array  )  [inline, static]
 

double ireval::stat::Stat::volatilityLogChange (  double[]  array  )  [inline, static]
 

double ireval::stat::Stat::volatilityPerCentChange (  float[]  array  )  [inline, static]
 

double ireval::stat::Stat::volatilityPerCentChange (  double[]  array  )  [inline, static]
 

double ireval::stat::Stat::weibull (  double  mu,
double  sigma,
double  gamma,
double  x
)  [inline, static]
 

double ireval::stat::Stat::weibullMean (  double  mu,
double  sigma,
double  gamma
)  [inline, static]
 

double ireval::stat::Stat::weibullMedian (  double  mu,
double  sigma,
double  gamma
)  [inline, static]
 

double ireval::stat::Stat::weibullMode (  double  mu,
double  sigma,
double  gamma
)  [inline, static]
 

double ireval::stat::Stat::weibullProb (  double  mu,
double  sigma,
double  gamma,
double  lowerlimit,
double  upperlimit
)  [inline, static]
 

double ireval::stat::Stat::weibullProb (  double  mu,
double  sigma,
double  gamma,
double  upperlimit
)  [inline, static]
 

double [] ireval::stat::Stat::weibullRand (  double  mu,
double  sigma,
double  gamma,
int  n,
long  seed
)  [inline, static]
 

double [] ireval::stat::Stat::weibullRand (  double  mu,
double  sigma,
double  gamma,
int  n
)  [inline, static]
 

double ireval::stat::Stat::weibullStandDev (  double  sigma,
double  gamma
)  [inline, static]
 


Member Data Documentation

final double ireval::stat::Stat::FPMIN = 1e-300 [static]
 

double ireval::stat::Stat::histTol = 1.0001D [static, private]
 

double ireval::stat::Stat::igfeps = 1e-8 [static, private]
 

int ireval::stat::Stat::igfiter = 1000 [static, private]
 

double [] ireval::stat::Stat::lgfCoeff = {1.000000000190015, 76.18009172947146, -86.50532032941677, 24.01409824083091, -1.231739572450155, 0.1208650973866179E-2, -0.5395239384953E-5} [static, private]
 

double ireval::stat::Stat::lgfGamma = 5.0 [static, private]
 

int ireval::stat::Stat::lgfN = 6 [static, private]
 


The documentation for this class was generated from the following file:
Generated on Tue Jun 15 11:03:04 2010 for Lemur by doxygen 1.3.4