Package org.jquantlib.math.statistics

Examples of org.jquantlib.math.statistics.RiskStatistics

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    }

    @Test
    public void testStatistics() {
        QL.info("Testing statistics ...");
        check(new RiskStatistics(), "Statistics");
    }
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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.RiskStatistics

  • org.jquantlib.testsuite.math.statistics.StatisticsTest
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