001/* ---------------------------------------------------------------------------- 002 * This file was automatically generated by SWIG (https://www.swig.org). 003 * Version 4.1.1 004 * 005 * Do not make changes to this file unless you know what you are doing - modify 006 * the SWIG interface file instead. 007 * ----------------------------------------------------------------------------- */ 008 009package org.quantlib; 010 011public class MultipleStatistics implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 protected transient boolean swigCMemOwn; 014 015 protected MultipleStatistics(long cPtr, boolean cMemoryOwn) { 016 swigCMemOwn = cMemoryOwn; 017 swigCPtr = cPtr; 018 } 019 020 protected static long getCPtr(MultipleStatistics obj) { 021 return (obj == null) ? 0 : obj.swigCPtr; 022 } 023 024 protected static long swigRelease(MultipleStatistics obj) { 025 long ptr = 0; 026 if (obj != null) { 027 if (!obj.swigCMemOwn) 028 throw new RuntimeException("Cannot release ownership as memory is not owned"); 029 ptr = obj.swigCPtr; 030 obj.swigCMemOwn = false; 031 obj.delete(); 032 } 033 return ptr; 034 } 035 036 @SuppressWarnings("deprecation") 037 protected void finalize() { 038 delete(); 039 } 040 041 public synchronized void delete() { 042 if (swigCPtr != 0) { 043 if (swigCMemOwn) { 044 swigCMemOwn = false; 045 QuantLibJNI.delete_MultipleStatistics(swigCPtr); 046 } 047 swigCPtr = 0; 048 } 049 } 050 051 public MultipleStatistics(long dimension) { 052 this(QuantLibJNI.new_MultipleStatistics(dimension), true); 053 } 054 055 public long size() { 056 return QuantLibJNI.MultipleStatistics_size(swigCPtr, this); 057 } 058 059 public long samples() { 060 return QuantLibJNI.MultipleStatistics_samples(swigCPtr, this); 061 } 062 063 public double weightSum() { 064 return QuantLibJNI.MultipleStatistics_weightSum(swigCPtr, this); 065 } 066 067 public DoubleVector mean() { 068 return new DoubleVector(QuantLibJNI.MultipleStatistics_mean(swigCPtr, this), true); 069 } 070 071 public DoubleVector variance() { 072 return new DoubleVector(QuantLibJNI.MultipleStatistics_variance(swigCPtr, this), true); 073 } 074 075 public DoubleVector standardDeviation() { 076 return new DoubleVector(QuantLibJNI.MultipleStatistics_standardDeviation(swigCPtr, this), true); 077 } 078 079 public DoubleVector errorEstimate() { 080 return new DoubleVector(QuantLibJNI.MultipleStatistics_errorEstimate(swigCPtr, this), true); 081 } 082 083 public DoubleVector skewness() { 084 return new DoubleVector(QuantLibJNI.MultipleStatistics_skewness(swigCPtr, this), true); 085 } 086 087 public DoubleVector kurtosis() { 088 return new DoubleVector(QuantLibJNI.MultipleStatistics_kurtosis(swigCPtr, this), true); 089 } 090 091 public DoubleVector min() { 092 return new DoubleVector(QuantLibJNI.MultipleStatistics_min(swigCPtr, this), true); 093 } 094 095 public DoubleVector max() { 096 return new DoubleVector(QuantLibJNI.MultipleStatistics_max(swigCPtr, this), true); 097 } 098 099 public Matrix covariance() { 100 return new Matrix(QuantLibJNI.MultipleStatistics_covariance(swigCPtr, this), true); 101 } 102 103 public Matrix correlation() { 104 return new Matrix(QuantLibJNI.MultipleStatistics_correlation(swigCPtr, this), true); 105 } 106 107 public void reset() { 108 QuantLibJNI.MultipleStatistics_reset(swigCPtr, this); 109 } 110 111 public void add(DoubleVector value, double weight) { 112 QuantLibJNI.MultipleStatistics_add__SWIG_0(swigCPtr, this, DoubleVector.getCPtr(value), value, weight); 113 } 114 115 public void add(DoubleVector value) { 116 QuantLibJNI.MultipleStatistics_add__SWIG_1(swigCPtr, this, DoubleVector.getCPtr(value), value); 117 } 118 119 public void add(Array value, double weight) { 120 QuantLibJNI.MultipleStatistics_add__SWIG_2(swigCPtr, this, Array.getCPtr(value), value, weight); 121 } 122 123 public void add(Array value) { 124 QuantLibJNI.MultipleStatistics_add__SWIG_3(swigCPtr, this, Array.getCPtr(value), value); 125 } 126 127}