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

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