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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_general_linear_least_squares.html">GeneralLinearLeastSquares</a></li> </ul>
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<div class="title">GeneralLinearLeastSquares Class Reference</div> </div>
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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>
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Public Member Functions</h2></td></tr>
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template<class xContainer , class yContainer , class vContainer > </td></tr>
<tr class="memitem:af5a37c7acf5ad8854042b4eda291216d"><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>
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template<class xIterator , class yIterator , class vIterator > </td></tr>
<tr class="memitem:a5637741cbd3150cf1590687f484d9806"><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>
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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>coefficients</b> () const</td></tr>
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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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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#a968136870eb2ec44d72090ac86565aba">standardErrors</a> () const</td></tr>
<tr class="memdesc:a968136870eb2ec44d72090ac86565aba"><td class="mdescLeft"> </td><td class="mdescRight">standard parameter errors as given by Excel, R etc. <br /></td></tr>
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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_general_linear_least_squares.html#a9fe250127742fbc3ece59eff8345db05">error</a> () const</td></tr>
<tr class="memdesc:a9fe250127742fbc3ece59eff8345db05"><td class="mdescLeft"> </td><td class="mdescRight">modeling uncertainty as definied in Numerical Recipes <br /></td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>dim</b> () const</td></tr>
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template<class xIterator , class yIterator , class vIterator > </td></tr>
<tr class="memitem:ac5d7d30b2efeed6bce9f18011ae7b899"><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)</td></tr>
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<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>a_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>err_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>residuals_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>standardErrors_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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#_test000043">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking their properties. </dd></dl>
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