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From: Daniel L. <dan...@gm...> - 2020-08-25 10:25:27
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Hi Quantlib experts - I was looking at various implementation of the statistical tools here - https://github.com/lballabio/QuantLib/blob/master/ql/math/statistics/sequencestatistics.hpp There implemented various methods and classes like - std::vector<Real> mean() const; std::vector<Real> variance() const; std::vector<Real> standardDeviation() const; std::vector<Real> downsideVariance() const; std::vector<Real> downsideDeviation() const; std::vector<Real> semiVariance() const; std::vector<Real> semiDeviation() const; std::vector<Real> errorEstimate() const; std::vector<Real> skewness() const; std::vector<Real> kurtosis() const; std::vector<Real> min() const; std::vector<Real> max() const; and classes like Real() etc. Can you please help to point the source files, where actual definitions and calculations are coded? Really appreciate for your help and apologies if my question is really stupid. Thanks and regards, |