quant-pricer-cpp
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quant::stats::Welford Struct Reference

#include <stats.hpp>

Public Member Functions

void add (double value)
 
void merge (const Welford &other)
 
double variance () const
 

Public Attributes

std::uint64_t count {0}
 
double m2 {0.0}
 
double mean {0.0}
 

Member Function Documentation

◆ add()

void quant::stats::Welford::add ( double  value)
inline

◆ merge()

void quant::stats::Welford::merge ( const Welford other)
inline

◆ variance()

double quant::stats::Welford::variance ( ) const
inline

Member Data Documentation

◆ count

std::uint64_t quant::stats::Welford::count {0}

◆ m2

double quant::stats::Welford::m2 {0.0}

◆ mean

double quant::stats::Welford::mean {0.0}

The documentation for this struct was generated from the following file: