QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
|
#include <ql/math/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 64 of file linearleastsquaresregression.hpp.
typedef xContainer::value_type ArgumentType |
Definition at line 66 of file linearleastsquaresregression.hpp.
LinearFcts | ( | const xContainer & | x, |
Real | intercept | ||
) |
Definition at line 67 of file linearleastsquaresregression.hpp.
const std::vector< ext::function< Real(ArgumentType)> > & fcts | ( | ) |
Definition at line 73 of file linearleastsquaresregression.hpp.
|
private |
Definition at line 78 of file linearleastsquaresregression.hpp.