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>
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 Array & | coefficients () const |
returns paramters {a_0, a_1, ..., a_n} | |
const Array & | residuals () const |
const Array & | standardErrors () const |
Detailed Description
linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps