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

[SourceForge.net <no...@so...>]

Patches item #3139291, was opened at 2010-12-17 20:13
Message generated for change (Comment added) made by klausspanderen
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3139291&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
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.

----------------------------------------------------------------------

Comment By: Klaus Spanderen (klausspanderen)
Date: 2010-12-18 16:22

Message:
Enhancing the flexibilty of the class LinearLeastSquaresRegression is a
good idea. Just a design question: instead of adding more classes would it
be better for the "end user" to stay with one LinearLeastSquaresRegression
class but add two "templatized" constructors to this class? These
constructors would allow  e.g. boost::circular_buffer<double> to be used as
input parameters.

----------------------------------------------------------------------

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