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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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general linear least square regression More...
#include <ql/math/generallinearleastsquares.hpp>#include <ql/functional.hpp>#include <type_traits>Go to the source code of this file.
Classes | |
| class | LinearFct< Container > |
| class | LinearFcts< xContainer > |
| class | LinearRegression |
| class | LinearLeastSquaresRegression< ArgumentType > |
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::details |
general linear least square regression
Definition in file linearleastsquaresregression.hpp.