[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata generalstatistics.xml, NONE, 1.1 incrementalstatistics.xml, NONE, 1.1

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24919/gensrc/metadata

Added Files:
	generalstatistics.xml incrementalstatistics.xml 
Log Message:


--- NEW FILE: generalstatistics.xml ---
<Category name='generalstatistics'>
  <description>functions to construct QuantLib statistics tool</description>
  <displayName>GeneralStatistics</displayName>
  <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
  <!--<includes>
    <include>qlo/baseinstruments.hpp</include>
    <include>qlo/pricingengines.hpp</include>
  </includes>-->
  <copyright>
 Copyright (C) 2006 Cristina Duminuco
  </copyright>

  <Functions>

    <Member name='qlGeneralStatisticsSamples' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the number of samples collected</description>
      <libraryFunction>samples</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsWeightSum' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the sum of data weights</description>
      <libraryFunction>weightSum</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsMean' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the mean</description>
      <libraryFunction>mean</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsVariance' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the standard deviation</description>
      <libraryFunction>variance</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsStandardDeviation' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the the standard deviation</description>
      <libraryFunction>standardDeviation</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsErrorEstimate' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the error estimate on the mean value</description>
      <libraryFunction>errorEstimate</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsSkewness' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the skewness</description>
      <libraryFunction>skewness</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsKurtosis' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the excess kurtosis</description>
      <libraryFunction>kurtosis</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsMin' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the minimum sample value</description>
      <libraryFunction>min</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsMax' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the maximum sample value</description>
      <libraryFunction>max</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsPercentile' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the percentile</description>
      <libraryFunction>percentile</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name='x'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>...</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsTopPercentile' libraryClass='GeneralStatistics' dependencyTrigger='true'>
      <description>Returns the top percentile</description>
      <libraryFunction>topPercentile</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name='y'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>...</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Constructor name='qlGeneralStatistics' libraryClass='GeneralStatistics'>
      <description>
        General Statistics accumulates a set of data and returns their
        statistics based on the empirical distribution.
      </description>
      <libraryFunction>GeneralStatistics</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name='values'>
            <type>double</type>
            <tensorRank>vector</tensorRank>
            <description>Sampled values</description>
          </Parameter>
          <Parameter name='weights'>
            <type>double</type>
            <tensorRank>vector</tensorRank>
            <description>Weights</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    <Constructor name='qlGeneralStatistics2' libraryClass='GeneralStatistics'>
      <description>
        General Statistics accumulates a set of data and returns their
        statistics based on the empirical distribution.
      </description>
      <libraryFunction>GeneralStatistics</libraryFunction>
      <ParameterList>
        <Parameters></Parameters>
      </ParameterList>
    </Constructor>


  </Functions>
</Category>

--- NEW FILE: incrementalstatistics.xml ---
<Category name='incrementalstatistics'>
  <description>Statistics tool based on incremental accumulation</description>
  <displayName>IncrementalStatistics</displayName>
  <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
  <copyright>
 Copyright (C) 2006 Cristina Duminuco
  </copyright>

  <Functions>

    <Member name='qlIncrementalStatisticsSamples' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the number of samples collected</description>
      <libraryFunction>samples</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsWeightSum' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the sum of data weights</description>
      <libraryFunction>weightSum</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsMean' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the mean</description>
      <libraryFunction>mean</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsVariance' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the standard deviation</description>
      <libraryFunction>variance</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsStandardDeviation' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the the standard deviation</description>
      <libraryFunction>standardDeviation</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsErrorEstimate' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the error estimate on the mean value</description>
      <libraryFunction>errorEstimate</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsSkewness' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the skewness</description>
      <libraryFunction>skewness</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsKurtosis' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the excess kurtosis</description>
      <libraryFunction>kurtosis</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsMin' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the minimum sample value</description>
      <libraryFunction>min</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsMax' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the maximum sample value</description>
      <libraryFunction>max</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlIncrementalStatisticsDownsideVariance' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the downside variance</description>
      <libraryFunction>downsideVariance</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>    
    
    <Member name='qlIncrementalStatisticsDownsideDeviation' libraryClass='IncrementalStatistics' dependencyTrigger='true'>
      <description>Returns the square root of the downside variance</description>
      <libraryFunction>downsideDeviation</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Constructor name='qlIncrementalStatistics' libraryClass='IncrementalStatistics'>
      <description>
        General Statistics accumulates a set of data and returns their
        statistics based on the empirical distribution.
      </description>
      <libraryFunction>IncrementalStatistics</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name='values'>
            <type>double</type>
            <tensorRank>vector</tensorRank>
            <description>Sampled values</description>
          </Parameter>
          <Parameter name='weights'>
            <type>double</type>
            <tensorRank>vector</tensorRank>
            <description>Weights</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    <Constructor name='qlIncrementalStatistics2' libraryClass='IncrementalStatistics'>
      <description>
        General Statistics accumulates a set of data and returns their
        statistics based on the empirical distribution.
      </description>
      <libraryFunction>IncrementalStatistics</libraryFunction>
      <ParameterList>
        <Parameters></Parameters>
      </ParameterList>
    </Constructor>


  </Functions>
</Category>