generallinearleastsquares.hpp File Reference

general linear least square regression More...

#include <ql/qldefines.hpp>
#include <ql/math/matrixutilities/svd.hpp>
#include <ql/math/array.hpp>
#include <vector>

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Classes
class	GeneralLinearLeastSquares
	general linear least squares regression More...

Namespaces
namespace	QuantLib

Detailed Description

general linear least square regression

Definition in file generallinearleastsquares.hpp.