ql/math/linearleastsquaresregression.hpp File Reference


Detailed Description

general linear least square regression

#include <ql/qldefines.hpp>
#include <ql/math/matrixutilities/svd.hpp>
#include <ql/math/array.hpp>
#include <boost/function.hpp>
#include <vector>

Include dependency graph for linearleastsquaresregression.hpp:


Namespaces

namespace  QuantLib

Classes

class  LinearLeastSquaresRegression
 general linear least squares regression More...