| /dports/graphics/inkscape/inkscape-1.1_2021-05-24_c4e8f9ed74/src/object/filters/ |
| H A D | gaussian-blur.h | 28 NumberOptNumber stdDeviation; variable
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/models/ |
| H A D | normalclvmodel.cpp | 80 const Real stdDeviation in collocationPointsX() local
130 const Real stdDeviation in operator ()() local
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| /dports/editors/calligra/calligra-3.2.1/plugins/shapefiltereffects/ |
| H A D | BlurEffectConfigWidget.cpp | 55 void BlurEffectConfigWidget::stdDeviationChanged(double stdDeviation) in stdDeviationChanged()
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| /dports/finance/quantlib/QuantLib-1.20/ql/ |
| H A D | stochasticprocess.cpp | 44 Disposable<Matrix> StochasticProcess::stdDeviation(Time t0, in stdDeviation() function in QuantLib::StochasticProcess
88 Real StochasticProcess1D::stdDeviation(Time t0, Real x0, Time dt) const { in stdDeviation() function in QuantLib::StochasticProcess1D
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| H A D | stochasticprocess.hpp | 284 inline Disposable<Matrix> StochasticProcess1D::stdDeviation( in stdDeviation() function in QuantLib::StochasticProcess1D
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| /dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/DDACE/src/Analyzer/ |
| H A D | Statistics.cpp | 42 double Statistics::stdDeviation(std::vector<double> vec) in stdDeviation() function in Statistics
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| /dports/graphics/inkscape/inkscape-1.1_2021-05-24_c4e8f9ed74/src/ |
| H A D | filter-chemistry.cpp | 193 double stdDeviation = radius; in new_filter_gaussian_blur() local
261 double stdDeviation = radius; in new_filter_blend_gaussian_blur() local
352 double stdDeviation = radius; in modify_filter_gaussian_blur_from_item() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/processes/ |
| H A D | hullwhiteprocess.cpp | 57 Real HullWhiteProcess::stdDeviation(Time t0, Real x0, Time dt) const{ in stdDeviation() function in QuantLib::HullWhiteProcess
115 Real HullWhiteForwardProcess::stdDeviation(Time t0, Real x0, in stdDeviation() function in QuantLib::HullWhiteForwardProcess
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| H A D | ornsteinuhlenbeckprocess.hpp | 103 inline Real OrnsteinUhlenbeckProcess::stdDeviation(Time t, Real x0, in stdDeviation() function in QuantLib::OrnsteinUhlenbeckProcess
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| H A D | coxingersollrossprocess.hpp | 100 inline Real CoxIngersollRossProcess::stdDeviation(Time t, Real x0, in stdDeviation() function in QuantLib::CoxIngersollRossProcess
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| H A D | mfstateprocess.cpp | 58 Real MfStateProcess::stdDeviation(Time t, Real x0, Time dt) const { in stdDeviation() function in QuantLib::MfStateProcess
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| H A D | gsrprocess.cpp | 71 Real GsrProcess::stdDeviation(Time t0, Real x0, Time dt) const { in stdDeviation() function in QuantLib::GsrProcess
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| H A D | g2process.cpp | 72 Disposable<Matrix> G2Process::stdDeviation(Time t0, const Array& x0, in stdDeviation() function in QuantLib::G2Process
173 Disposable<Matrix> G2ForwardProcess::stdDeviation(Time t0, const Array& x0, in stdDeviation() function in QuantLib::G2ForwardProcess
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| H A D | stochasticprocessarray.cpp | 81 Disposable<Matrix> StochasticProcessArray::stdDeviation(Time t0, in stdDeviation() function in QuantLib::StochasticProcessArray
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/lookback/ |
| H A D | analyticcontinuousfloatinglookback.cpp | 65 Real AnalyticContinuousFloatingLookbackEngine::stdDeviation() const { in stdDeviation() function in QuantLib::AnalyticContinuousFloatingLookbackEngine
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| H A D | analyticcontinuousfixedlookback.cpp | 85 Real AnalyticContinuousFixedLookbackEngine::stdDeviation() const { in stdDeviation() function in QuantLib::AnalyticContinuousFixedLookbackEngine
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| H A D | analyticcontinuouspartialfixedlookback.cpp | 77 Real AnalyticContinuousPartialFixedLookbackEngine::stdDeviation() const { in stdDeviation() function in QuantLib::AnalyticContinuousPartialFixedLookbackEngine
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| H A D | analyticcontinuouspartialfloatinglookback.cpp | 65 Real AnalyticContinuousPartialFloatingLookbackEngine::stdDeviation() const { in stdDeviation() function in QuantLib::AnalyticContinuousPartialFloatingLookbackEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/methods/montecarlo/ |
| H A D | brownianbridge.hpp | 86 const std::vector<Real>& stdDeviation() const { return stdDev_; } in stdDeviation() function in QuantLib::BrownianBridge
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| /dports/net-mgmt/prometheus2/prometheus-2.30.3/web/ui/react-app/src/pages/graph/ |
| H A D | GraphHelpers.ts | 299 const stdDeviation = (sum: number, values: number[]): number => { constant
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| /dports/www/grafana8/grafana-8.3.6/vendor/github.com/prometheus/prometheus/web/ui/react-app/src/pages/graph/ |
| H A D | GraphHelpers.ts | 299 const stdDeviation = (sum: number, values: number[]): number => { constant
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/shortrate/ |
| H A D | generalizedornsteinuhlenbeckprocess.cpp | 53 Real GeneralizedOrnsteinUhlenbeckProcess::stdDeviation( in stdDeviation() function in QuantLib::GeneralizedOrnsteinUhlenbeckProcess
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/processes/ |
| H A D | extendedornsteinuhlenbeckprocess.cpp | 68 Real ExtendedOrnsteinUhlenbeckProcess::stdDeviation( in stdDeviation() function in QuantLib::ExtendedOrnsteinUhlenbeckProcess
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| H A D | gemanroncoroniprocess.cpp | 69 Real GemanRoncoroniProcess::stdDeviation(Time t0, Real /*x0*/, Time dt) const { in stdDeviation() function in QuantLib::GemanRoncoroniProcess
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | analyticdoublebarrierengine.cpp | 123 Real AnalyticDoubleBarrierEngine::stdDeviation() const { in stdDeviation() function in QuantLib::AnalyticDoubleBarrierEngine
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