linearleastsquaresregression.hpp

Langue: en

Autres versions - même langue

Version: 163130 (fedora - 05/07/09)

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 <boost/function.hpp>
#include <vector>

Classes


class LinearLeastSquaresRegression< ArgumentType >
general linear least squares regression

Detailed Description

general linear least square regression

Author

Generated automatically by Doxygen for QuantLib from the source code.