Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Analytics : Statistical aggregates
Statistical aggregates
Statistical aggregation functions are provided in the com.apama.analytics.StreamingStatistics event. This allows the maintenance of windowed statistics, where the window size can be specified as either the number of samples or as a period of correlator clock time. The functions are implemented in both the QuantLib plug-in and in Apama EPL; creation of a StreamingStatistics event should be followed by a call to setStatsImpl(). The argument to this actions indicates whether the plug-in-based or Apama EPL implementation of the aggregate functions should be used.
The statistics provided are mean, standard deviation, variance, number of samples, skew, and kurtosis.
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