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>
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) |
general linear least square regression