stabilisedglls.hpp File Reference

Numerically stabilised general linear least squares. More...

#include <ql/math/array.hpp>
#include <ql/math/comparison.hpp>
#include <ql/math/generallinearleastsquares.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/variance.hpp>
#include <boost/make_shared.hpp>
#include <boost/type_traits.hpp>
#include <vector>

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Classes
class	StabilisedGLLS
	Numerically stabilised general linear least squares. More...

Namespaces
namespace	QuantExt

Detailed Description

Numerically stabilised general linear least squares.

Definition in file stabilisedglls.hpp.