GenericDiscreteDist




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Creates a Generic Discrete distribution object from a list of integer values.

(Discrete Distribution).

The string 'Key' resulting from a successful construction of this distribution object can be passed to the following functions in order to query (mean, std deviation and variance) or execute functions (probability function, cumulative density function etc...) based on this distribution object : DDistributionMean(), DDistributionVar(), DDistributionSTD(), DDistributionPF() or DDistributionCDF().



This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "GDiscrete"



Note: Within Excel, the function is named - CT.STAT.GenericDiscreteDist


High level graphic of GenericDiscreteDist() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key value to use as a handle for the created object
  2. Reload parameter

    When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
  3. sample parameter

    Array of integer sample values.


Extended information

Function Syntax

VB Syntax 


String CTStatDistributions.GenericDiscreteDist( _
String Key, _
Long Reload, _
Variant sample)


Excel Spreadsheet Syntax 


=CT.STAT.GenericDiscreteDist(
Excel String Cell Key,
Excel Numeric Cell Reload,
XLRange sample)


C++ Syntax 


static std::string GenericDiscreteDist(
std::string Key,
long Reload,
CTRangeDataCPP sample);


DotNET Syntax 


System.String CTStatDistributionsSA.GenericDiscreteDist(
System.String Key,
System.Int32 Reload,
CTRangeData sample);

Parameter data types

ArgNameArgTypeIsKey
KeyStringFALSE
ReloadLongFALSE
sampleRangeFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEMyGenericDiscreteDist
ReloadFALSE1
sampleFALSEGenericDiscreteDist_sample_Range (creates a range object)


Example range for parameter : sample

Within Excel, a range such as this can be passed directly into the sample parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : sample 


CTQL.CTRangeData GenericDiscreteDist_sample;


int[] arrBGenericDiscreteDist_sample = {
34,
36,
7,
29,
32,
18,
15,
20,
24,
22,
23,
32,
27,
39,
44,
37,
42,
9,
7,
41,
48  //  Array Data

};

CTQL.IntVector arrGenericDiscreteDist_sample =
new  CTQL.IntVector(arrBGenericDiscreteDist_sample);

// Second parameter determines whether the array is a column array (false) or a row array (true)
GenericDiscreteDist_sample = new  CTQL.CTRangeData(arrGenericDiscreteDist_sample, false);


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Statistics20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the GenericDiscreteDist() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.


The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the GenericDiscreteDist() function call


MyGenericDiscreteDist_1.GDiscrete.0

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