ql/math/linearleastsquaresregression.hpp File Reference

general linear least square regression More...

#include <ql/qldefines.hpp>
#include <ql/math/matrixutilities/svd.hpp>
#include <ql/math/array.hpp>
#include <ql/math/functional.hpp>
#include <boost/function.hpp>
#include <vector>
Include dependency graph for linearleastsquaresregression.hpp:

Classes

class  LinearLeastSquaresRegression< ArgumentType >
 general linear least squares regression More...
class  LinearRegression
 linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps More...

Functions

std::vector< boost::function1
< Real, std::vector< Real > > > 
linearFcts (Size dims)
std::vector< std::vector< Real > > argumentWrapper (const std::vector< Real > &x)

Detailed Description

general linear least square regression