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 | |
const Array & | a () const |
Size | size () const |
Size | dim () const |
Protected Attributes | |
Array | a_ |
Array | err_ |
Array | residuals_ |
Array | standardErrors_ |
general linear least squares regression
References:
"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,