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  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2012-03-31 10:10:45 UTC
  • mfrom: (1.2.14)
  • Revision ID: package-import@ubuntu.com-20120331101045-60ilq20a9um9bzx3
Tags: 1.2-1
* New upstream release

* As before, re-packaged upstream file QuantLib-docs-1.2.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/control: Updated Standards-Version: to current version 

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html/class_quant_lib_1_1_linear_least_squares_regression.html
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
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<title>QuantLib: LinearLeastSquaresRegression&lt; ArgumentType &gt; Class Template Reference</title>
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 alt="QuantLib">
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<!-- Generated by Doxygen 1.7.3 -->
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  <div id="nav-path" class="navpath">
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    <ul>
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      <li class="navelem"><b>QuantLib</b>      </li>
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      <li class="navelem"><a class="el" href="class_quant_lib_1_1_linear_least_squares_regression.html">LinearLeastSquaresRegression</a>      </li>
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</div>
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<div class="header">
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  <div class="summary">
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<a href="#pub-methods">Public Member Functions</a>  </div>
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  <div class="headertitle">
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<h1>LinearLeastSquaresRegression&lt; ArgumentType &gt; Class Template Reference</h1>  </div>
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<!-- doxytag: class="QuantLib::LinearLeastSquaresRegression" -->
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<p>general linear least squares regression  
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<a href="#_details">More...</a></p>
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<p><code>#include &lt;ql/math/linearleastsquaresregression.hpp&gt;</code></p>
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<p><a href="class_quant_lib_1_1_linear_least_squares_regression-members.html">List of all members.</a></p>
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<table class="memberdecls">
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
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Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a932100893775d8c2540f45e412a3d97f"></a><!-- doxytag: member="QuantLib::LinearLeastSquaresRegression::LinearLeastSquaresRegression" ref="a932100893775d8c2540f45e412a3d97f" args="(const std::vector&lt; ArgumentType &gt; &amp;x, const std::vector&lt; Real &gt; &amp;y, const std::vector&lt; boost::function1&lt; Real, ArgumentType &gt; &gt; &amp;v)" -->
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&#160;</td><td class="memItemRight" valign="bottom"><b>LinearLeastSquaresRegression</b> (const std::vector&lt; ArgumentType &gt; &amp;x, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;y, const std::vector&lt; boost::function1&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, ArgumentType &gt; &gt; &amp;v)</td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a850ee065655ad4c6801782bcea67c2b7"></a><!-- doxytag: member="QuantLib::LinearLeastSquaresRegression::coefficients" ref="a850ee065655ad4c6801782bcea67c2b7" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>coefficients</b> () const </td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af32f46c4d02d5fcd2a8f84629c975073"></a><!-- doxytag: member="QuantLib::LinearLeastSquaresRegression::residuals" ref="af32f46c4d02d5fcd2a8f84629c975073" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>residuals</b> () const </td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0aab363c45329f8469d3909b3dc39074"></a><!-- doxytag: member="QuantLib::LinearLeastSquaresRegression::standardErrors" ref="a0aab363c45329f8469d3909b3dc39074" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_least_squares_regression.html#a0aab363c45329f8469d3909b3dc39074">standardErrors</a> () const </td></tr>
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<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">standard parameter errors as given by Excel, R etc. <br/></td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0787f8e1f87d04dceb6b20b946e0a7f4"></a><!-- doxytag: member="QuantLib::LinearLeastSquaresRegression::error" ref="a0787f8e1f87d04dceb6b20b946e0a7f4" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_least_squares_regression.html#a0787f8e1f87d04dceb6b20b946e0a7f4">error</a> () const </td></tr>
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<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">modeling uncertainty as definied in Numerical Recipes <br/></td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a203fe3243a3de44e98f050f96c7eb9cb"></a><!-- doxytag: member="QuantLib::LinearLeastSquaresRegression::a" ref="a203fe3243a3de44e98f050f96c7eb9cb" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>a</b> () const </td></tr>
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</table>
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<hr/><a name="_details"></a><h2>Detailed Description</h2>
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<div class="textblock"><h3>template&lt;class ArgumentType = Real&gt;<br/>
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 class QuantLib::LinearLeastSquaresRegression&lt; ArgumentType &gt;</h3>
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<p>general linear least squares regression </p>
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<p>References: "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,</p>
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<dl class="test"><dt><b><a class="el" href="test.html#_test000049">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking their properties. </dd></dl>
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</div></div>
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Documentation generated by
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