LinearRegression Class Reference

linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps More...

#include <ql/math/linearleastsquaresregression.hpp>

List of all members.

Public Member Functions

 LinearRegression (const std::vector< Real > &x, const std::vector< Real > &y)
 one dimensional linear regression
 LinearRegression (const std::vector< std::vector< Real > > &x, const std::vector< Real > &y)
 multi dimensional linear regression
const Arraycoefficients () const
 returns paramters {a_0, a_1, ..., a_n}
const Arrayresiduals () const
const ArraystandardErrors () const


Detailed Description

linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps