[Quantlib-dev] [ quantlib-Patches-3139291 ] Enhancement to linear least squares regression

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Patches item #3139291, was opened at 2010-12-17 15:13
Message generated for change (Tracker Item Submitted) made by shlagbaum
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Slava Mazur (shlagbaum)
Assigned to: Nobody/Anonymous (nobody)
Summary: Enhancement to linear least squares regression

Initial Comment:
The idea behind proposed enhancement is application of the current linear least squares regression to a wider range of containers. Currently the input data must be in std::vector<double>. However, in my particular case for example, i need to perform linear least squares on the data in boost::circular_buffer<double> and it is highly undesirable to create vector copies of the original data just to satisfy rather rigid requirements of the current linear least squares design. A proposed patch relaxes such a requirement and at the same time preserves backward compatibility. A correspondent test case is added to the test_suite.

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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3139291&group_id=12740