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<p>general linear least squares regression
<a href="class_quant_lib_1_1_general_linear_least_squares.html#details">More...</a></p>
<p><code>#include <ql/math/generallinearleastsquares.hpp></code></p>
<p>Inherited by LinearLeastSquaresRegression< ArgumentType >, and LinearRegression.</p>
<p><a href="class_quant_lib_1_1_general_linear_least_squares-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="af5a37c7acf5ad8854042b4eda291216d"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::GeneralLinearLeastSquares" ref="af5a37c7acf5ad8854042b4eda291216d" args="(const xContainer &x, const yContainer &y, const vContainer &v)" -->
template<class xContainer , class yContainer , class vContainer > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><b>GeneralLinearLeastSquares</b> (const xContainer &x, const yContainer &y, const vContainer &v)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a5637741cbd3150cf1590687f484d9806"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::GeneralLinearLeastSquares" ref="a5637741cbd3150cf1590687f484d9806" args="(xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd)" -->
template<class xIterator , class yIterator , class vIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><b>GeneralLinearLeastSquares</b> (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a850ee065655ad4c6801782bcea67c2b7"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::coefficients" ref="a850ee065655ad4c6801782bcea67c2b7" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>coefficients</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af32f46c4d02d5fcd2a8f84629c975073"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::residuals" ref="af32f46c4d02d5fcd2a8f84629c975073" args="() const " -->
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>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0aab363c45329f8469d3909b3dc39074"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::standardErrors" ref="a0aab363c45329f8469d3909b3dc39074" args="() const " -->
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_general_linear_least_squares.html#a0aab363c45329f8469d3909b3dc39074">standardErrors</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">standard parameter errors as given by Excel, R etc. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0787f8e1f87d04dceb6b20b946e0a7f4"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::error" ref="a0787f8e1f87d04dceb6b20b946e0a7f4" args="() const " -->
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_general_linear_least_squares.html#a0787f8e1f87d04dceb6b20b946e0a7f4">error</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">modeling uncertainty as definied in Numerical Recipes <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a203fe3243a3de44e98f050f96c7eb9cb"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::a" ref="a203fe3243a3de44e98f050f96c7eb9cb" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>a</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::size" ref="a9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afa84867f88524a9a9a96915dcc644f85"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::dim" ref="afa84867f88524a9a9a96915dcc644f85" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>dim</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a8d53e9f9ba49f28c7225743f14281fd1"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::calculate" ref="a8d53e9f9ba49f28c7225743f14281fd1" args="(xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd)" -->
template<class xIterator , class yIterator , class vIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>calculate</b> (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd)</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6ffc447ad0b001ceac4dfb00d5eddc7d"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::a_" ref="a6ffc447ad0b001ceac4dfb00d5eddc7d" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>a_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2ea9ffc00d7c89b5e4c07055e0ed8141"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::err_" ref="a2ea9ffc00d7c89b5e4c07055e0ed8141" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>err_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a648a608bf829a1447eec97a03236b6eb"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::residuals_" ref="a648a608bf829a1447eec97a03236b6eb" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>residuals_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb50ee381e4421136194b3352f990c03"></a><!-- doxytag: member="QuantLib::GeneralLinearLeastSquares::standardErrors_" ref="abb50ee381e4421136194b3352f990c03" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>standardErrors_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>general linear least squares regression </p>
<p>References: "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000036">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking their properties. </dd></dl>
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