Package org.jquantlib.math.statistics

Examples of org.jquantlib.math.statistics.Statistics


        // the model simulates nSamples paths
        MCSimulation.addSamples(nSamples);

        // the sampleAccumulator method
        // gives access to all the methods of statisticsAccumulator
        final Statistics s = MCSimulation.sampleAccumulator();

        /* @Real */final double PLMean = s.mean();
        /* @Real */final double PLStDev = MCSimulation.sampleAccumulator()
        .standardDeviation();
        /* @Real */final double PLSkew = MCSimulation.sampleAccumulator().skewness();
        /* @Real */final double PLKurt = MCSimulation.sampleAccumulator().kurtosis();

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