| DiscreteQuantileMethod |
Implementation of a quantile estimator.
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| ExcelInterpolationQuantileMethod |
Implementation of a quantile estimator.
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| ExponentiallyWeightedInterpolationQuantileMethod |
Implementation of a quantile and expected shortfall estimator for series with exponentially weighted probabilities.
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| GeometricMeanCalculator |
Calculates the geometric mean of a series of data.
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| IndexAboveQuantileMethod |
Implementation of a quantile estimator.
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| InterpolationQuantileMethod |
Implementation of a quantile estimator.
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| LognormalFisherKurtosisFromVolatilityCalculator |
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| LognormalSkewnessFromVolatilityCalculator |
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| MeanCalculator |
Calculates the arithmetic mean of a series of data.
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| MedianCalculator |
Calculates the median of a series of data.
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| MidwayInterpolationQuantileMethod |
Implementation of a quantile estimator.
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| ModeCalculator |
The mode of a series of data is the value that occurs more frequently in the data set.
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| NearestIndexQuantileMethod |
Implementation of a quantile estimator.
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| PercentileCalculator |
For a series of data $x_1, x_2, \dots, x_n$, the percentile is the value $x$
below which a certain percentage of the data fall.
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| PopulationStandardDeviationCalculator |
Calculates the population standard deviation of a series of data.
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| PopulationVarianceCalculator |
Calculates the population variance of a series of data.
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| QuantileCalculationMethod |
Abstract method to estimate quantiles and expected shortfalls from sample observations.
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| QuantileResult |
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| QuantileResult.Meta |
The meta-bean for QuantileResult.
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| SampleFisherKurtosisCalculator |
The sample Fisher kurtosis gives a measure of how heavy the tails of a distribution are
with respect to the normal distribution (which has a Fisher kurtosis of zero).
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| SampleInterpolationQuantileMethod |
Implementation of a quantile estimator.
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| SamplePlusOneInterpolationQuantileMethod |
Implementation of a quantile estimator.
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| SamplePlusOneNearestIndexQuantileMethod |
Implementation of a quantile estimator.
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| SampleSkewnessCalculator |
The sample skewness gives a measure of the asymmetry of the probability
distribution of a variable.
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| SampleStandardDeviationCalculator |
Calculates the sample standard deviation of a series of data.
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| SampleVarianceCalculator |
Calculates the sample variance of a series of data.
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