linearleastsquaresregression.hpp

Langue: en

Autres versions - même langue

Version: 379191 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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