com.apama.analytics
Event StreamingStatsQL


Container for continuously-updated windowed statistics, implemented in QuantLib.
Since:
CMF 2.0.0
Version:
9.12

Import Summary
 QuantlibPluginquantlib
 
Action Summary
 voidadd(float value)

Called to add a sample to the dataset.
 voidclear()

Clears the data set.
 voidinit(float _period, integer _size)

Initialises parameters before streaming starts.
 floatkurtosis()

Getter for the kurtosis of the data set.
 floatmean()

Getter for the mean of the data set.
 integernumSamples()

Getter for the size of the data set.
 voidsetPeriod(float value)

Allows reconfiguration of the window duration.
 voidsetSize(integer value)

Allows reconfiguration of the window size.
 floatskew()

Getter for the skew of the data set.
 floatstdDev()

Getter for the standard deviation of the data set.
 floatvariance()

Getter for the variance of the data set.
 
Import Detail

quantlib

QuantlibPlugin quantlib

Action Detail

add

void add(float value)
Called to add a sample to the dataset.
Parameters:
value - The value to add (with the current timestamp)

clear

void clear()
Clears the data set.

init

void init(float _period, integer _size)
Initialises parameters before streaming starts.
Parameters:
_period - Maximum duration of window
_size - Maximum number of samples to include in window

kurtosis

float kurtosis()
Getter for the kurtosis of the data set.
Returns:
The kurtosis of the data set

mean

float mean()
Getter for the mean of the data set.
Returns:
The mean of the data set

numSamples

integer numSamples()
Getter for the size of the data set.
Returns:
The number of samples in the data set

setPeriod

void setPeriod(float value)
Allows reconfiguration of the window duration.
Parameters:
value - The new period to be used

setSize

void setSize(integer value)
Allows reconfiguration of the window size.
Parameters:
value - The new number of samples to be used

skew

float skew()
Getter for the skew of the data set.
Returns:
The skew of the data set

stdDev

float stdDev()
Getter for the standard deviation of the data set.
Returns:
The standard deviation of the data set

variance

float variance()
Getter for the variance of the data set.
Returns:
The variance of the data set