Examples of org.jquantlib.math.statistics.IncrementalStatistics

org.jquantlib.math.statistics.IncrementalStatistics
Statistics tool based on incremental accumulation
It can accumulate a set of data and return statistics (e.g: mean, variance, skewness, kurtosis, error estimation, etc.) @warning high moments are numerically unstable for high average/standardDeviation ratios. @author Ueli Hofstetter

    }


    @Test
    public void testIncrementalStatistics() {
        QL.info("Testing incremental statistics ...");
        check(new IncrementalStatistics(), "IncrementalStatistics");
    }

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    @Test
    public void testSequenceStatistics() {
        QL.info("Testing sequence statistics ...");
        checkSequence(new RiskStatistics(), "Statistics", 5);
        checkSequence(new IncrementalStatistics(), "IncrementalStatistics", 5);
    }

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    @Test
    public void testConvergenceStatistics() {
        QL.info("Testing convergence statistics ...");
        checkConvergence(new RiskStatistics(), "Statistics");
        checkConvergence(new IncrementalStatistics(), "IncrementalStatistics");
    }

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Related Classes of org.jquantlib.math.statistics.IncrementalStatistics

org.jquantlib.testsuite.math.statistics.StatisticsTest

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