QuantLib: LinearLeastSquaresRegression< ArgumentType

Inheritance diagram for LinearLeastSquaresRegression< ArgumentType >:

Collaboration diagram for LinearLeastSquaresRegression< ArgumentType >:

Public Member Functions
	LinearLeastSquaresRegression (const std::vector< ArgumentType > &x, const std::vector< Real > &y, const std::vector< std::function< Real(ArgumentType)> > &v)

Public Member Functions inherited from GeneralLinearLeastSquares
template<class xContainer , class yContainer , class vContainer >
	GeneralLinearLeastSquares (const xContainer &x, const yContainer &y, const vContainer &v)

template<class xIterator , class yIterator , class vIterator >
	GeneralLinearLeastSquares (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd)

const Array &	coefficients () const

const Array &	residuals () const

const Array &	standardErrors () const
	standard parameter errors as given by Excel, R etc. More...

const Array &	error () const
	modeling uncertainty as definied in Numerical Recipes More...

Size	size () const

Size	dim () const

Additional Inherited Members
Protected Member Functions inherited from GeneralLinearLeastSquares
template<class xIterator , class yIterator , class vIterator >
void	calculate (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin)

Protected Attributes inherited from GeneralLinearLeastSquares
Array	a_

Array	err_

Array	residuals_

Array	standardErrors_

Detailed Description

template<class ArgumentType = Real>
class QuantLib::LinearLeastSquaresRegression< ArgumentType >

LinearLeastSquaresRegression	(	const std::vector< ArgumentType > &	x,
		const std::vector< Real > &	y,
		const std::vector< std::function< Real(ArgumentType)> > &	v
	)