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linearleastsquaresregression.hpp
Langue: en
Version: 379191 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/linearleastsquaresregression.hpp -general linear least square regression
SYNOPSIS
#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>
Classes
class LinearLeastSquaresRegression< ArgumentType >
general linear least squares regression
class LinearRegression
linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps
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
Author
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