GeneralLinearLeastSquares Class Reference

general linear least squares regression More...

#include <ql/math/generallinearleastsquares.hpp>

Inherited by LinearLeastSquaresRegression< ArgumentType >, and LinearRegression.

Public Member Functions
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.
const Array &	error () const
	modeling uncertainty as definied in Numerical Recipes
Size	size () const
Size	dim () const

Protected Member Functions
template<class xIterator , class yIterator , class vIterator >
void	calculate (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin)

Protected Attributes
Array	a_
Array	err_
Array	residuals_
Array	standardErrors_

Detailed Description

general linear least squares regression

References: "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,

Tests:

the correctness of the returned values is tested by checking their properties.