#include <ql/math/linearleastsquaresregression.hpp>
Inheritance diagram for LinearRegression:
Collaboration diagram for LinearRegression:
Public Member Functions | |
| template<class xContainer , class yContainer > | |
| LinearRegression (const xContainer &x, const yContainer &y, Real intercept=1.0) | |
| linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps More... | |
| template<class xContainer , class yContainer , class vContainer > | |
| LinearRegression (const xContainer &x, const yContainer &y, const vContainer &v) | |
| Public Member Functions inherited from GeneralLinearLeastSquares | |
| template<class xContainer , class yContainer , class vContainer > | |
| GeneralLinearLeastSquares (const xContainer &x, const yContainer &y, const vContainer &v) | |
| template<class xIterator , class yIterator , class vIterator > | |
| GeneralLinearLeastSquares (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd) | |
| const Array & | coefficients () const |
| const Array & | residuals () const |
| const Array & | standardErrors () const |
| standard parameter errors as given by Excel, R etc. More... | |
| const Array & | error () const |
| modeling uncertainty as definied in Numerical Recipes More... | |
| Size | size () const |
| Size | dim () const |
Additional Inherited Members | |
| Protected Member Functions inherited from GeneralLinearLeastSquares | |
| template<class xIterator , class yIterator , class vIterator > | |
| void | calculate (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin) |
| Protected Attributes inherited from GeneralLinearLeastSquares | |
| Array | a_ |
| Array | err_ |
| Array | residuals_ |
| Array | standardErrors_ |
Detailed Description
Definition at line 102 of file linearleastsquaresregression.hpp.
Constructor & Destructor Documentation
◆ LinearRegression() [1/2]
| LinearRegression | ( | const xContainer & | x, |
| const yContainer & | y, | ||
| Real | intercept = 1.0 |
||
| ) |
linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps
Definition at line 116 of file linearleastsquaresregression.hpp.
◆ LinearRegression() [2/2]
| LinearRegression | ( | const xContainer & | x, |
| const yContainer & | y, | ||
| const vContainer & | v | ||
| ) |
Definition at line 125 of file linearleastsquaresregression.hpp.