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... |