LinearLeastSquaresRegression Class Template Reference
#include <ql/math/linearleastsquaresregression.hpp>
Detailed Description
template<class ArgumentType = Real>
class QuantLib::LinearLeastSquaresRegression< ArgumentType >
general linear least squares regression
References: "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,
- Tests:
- the correctness of the returned values is tested by checking their properties.
Public Member Functions | |
LinearLeastSquaresRegression (const std::vector< ArgumentType > &x, const std::vector< Real > &y, const std::vector< boost::function1< Real, ArgumentType > > &v) | |
const Array & | a () const |
const Array & | err () const |