QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <linearleastsquaresregression.hpp>
Public Types | |
typedef xContainer::value_type | ArgumentType |
Public Member Functions | |
LinearFcts (const xContainer &x, Real intercept) | |
const std::vector< ext::function< Real(ArgumentType)> > & | fcts () |
Private Attributes | |
std::vector< ext::function< Real(ArgumentType)> > | v |
Definition at line 53 of file linearleastsquaresregression.hpp.
typedef xContainer::value_type ArgumentType |
Definition at line 55 of file linearleastsquaresregression.hpp.
LinearFcts | ( | const xContainer & | x, |
Real | intercept | ||
) |
Definition at line 56 of file linearleastsquaresregression.hpp.
const std::vector< ext::function< Real(ArgumentType)> > & fcts | ( | ) |
Definition at line 62 of file linearleastsquaresregression.hpp.
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private |
Definition at line 67 of file linearleastsquaresregression.hpp.