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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:
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