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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<div class="navpath"><b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_linear_regression.html">LinearRegression</a>
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<h1>LinearRegression Class Reference</h1><!-- doxytag: class="QuantLib::LinearRegression" -->linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps
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<a href="#_details">More...</a>
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<code>#include <ql/math/linearleastsquaresregression.hpp></code>
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<a href="class_quant_lib_1_1_linear_regression-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="204e8e5b9a733475f8a89b818d36a8b3"></a><!-- doxytag: member="QuantLib::LinearRegression::LinearRegression" ref="204e8e5b9a733475f8a89b818d36a8b3" args="(const std::vector< Real > &x, const std::vector< Real > &y)" -->
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</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_regression.html#204e8e5b9a733475f8a89b818d36a8b3">LinearRegression</a> (const std::vector< Real > &x, const std::vector< Real > &y)</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">one dimensional linear regression <br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a3800c4bc4b93bcda827bdcc1b029f1"></a><!-- doxytag: member="QuantLib::LinearRegression::LinearRegression" ref="5a3800c4bc4b93bcda827bdcc1b029f1" args="(const std::vector< std::vector< Real > > &x, const std::vector< Real > &y)" -->
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</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_regression.html#5a3800c4bc4b93bcda827bdcc1b029f1">LinearRegression</a> (const std::vector< std::vector< Real > > &x, const std::vector< Real > &y)</td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">multi dimensional linear regression <br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="850ee065655ad4c6801782bcea67c2b7"></a><!-- doxytag: member="QuantLib::LinearRegression::coefficients" ref="850ee065655ad4c6801782bcea67c2b7" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_regression.html#850ee065655ad4c6801782bcea67c2b7">coefficients</a> () const </td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">returns paramters {a_0, a_1, ..., a_n} <br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f32f46c4d02d5fcd2a8f84629c975073"></a><!-- doxytag: member="QuantLib::LinearRegression::residuals" ref="f32f46c4d02d5fcd2a8f84629c975073" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>residuals</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0aab363c45329f8469d3909b3dc39074"></a><!-- doxytag: member="QuantLib::LinearRegression::standardErrors" ref="0aab363c45329f8469d3909b3dc39074" args="() const " -->
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>standardErrors</b> () const </td></tr>
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<hr><a name="_details"></a><h2>Detailed Description</h2>
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linear regression y_i = a_0 + a_1*x_0 +..+a_n*x_{n-1} + eps </div>
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