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Changeset 174

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Timestamp:
05/22/08 10:44:21 (5 months ago)
Author:
snovik
Message:

New: ConvergenceStatistics?

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  • trunk/QLNet/QLNet/Math/statistics/gaussianstatistics.cs

    r173 r174  
    5252 
    5353        public void reset() { impl_.reset(); } 
     54        public void add(double value, double weight) { impl_.add(value, weight); } 
    5455        public void addSequence(List<double> data, List<double> weight) { impl_.addSequence(data, weight); } 
    5556 
     
    203204 
    204205        public void reset() { throw new NotSupportedException(); } 
     206        public void add(double value, double weight) { throw new NotSupportedException(); } 
    205207        public void addSequence(List<double> data, List<double> weight) { throw new NotSupportedException(); } 
    206208 
  • trunk/QLNet/QLNet/Math/statistics/generalstatistics.cs

    r173 r174  
    3636 
    3737        void reset(); 
     38        void add(double value, double weight); 
    3839        void addSequence(List<double> data, List<double> weight); 
    3940 
     
    260261        public void addSequence(List<double> list) { 
    261262            foreach(double v in list)  
    262                 add(v); 
     263                add(v, 1); 
    263264        } 
    264265        //! adds a sequence of data to the set, each with its weight 
  • trunk/QLNet/QLNet/Math/statistics/riskstatistics.cs

    r173 r174  
    4949 
    5050        public void reset() { impl_.reset(); } 
     51        public void add(double value, double weight) { impl_.add(value, weight); } 
    5152        public void addSequence(List<double> data, List<double> weight) { impl_.addSequence(data, weight); } 
    5253 
  • trunk/QLNet/QLNet/QLNet.csproj

    r172 r174  
    186186    </Compile> 
    187187    <Compile Include="Math\Solvers1d\Secant.cs" /> 
     188    <Compile Include="Math\statistics\convergencestatistics.cs" /> 
    188189    <Compile Include="Math\statistics\gaussianstatistics.cs" /> 
    189190    <Compile Include="Math\statistics\generalstatistics.cs" />