NadarayaWatsonImpl< I1, I2, Kernel > Class Template Reference

Nadaraya Watson impl. More...

#include <qle/math/nadarayawatson.hpp>

Inheritance diagram for NadarayaWatsonImpl< I1, I2, Kernel >:

Public Member Functions
	NadarayaWatsonImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const Kernel &kernel)
void	update () override
Real	value (Real x) const override
Real	standardDeviation (Real x) const override

Detailed Description

template<class I1, class I2, class Kernel>
class QuantExt::detail::NadarayaWatsonImpl< I1, I2, Kernel >

Nadaraya Watson impl.

Constructor & Destructor Documentation

NadarayaWatsonImpl()

template<class I1, class I2, class Kernel>

NadarayaWatsonImpl	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin,
		const Kernel &	kernel )

Precondition

the \( x \) values must be sorted.

kernel needs a Real operator()(Real x) implementation

Member Function Documentation

update()

template<class I1, class I2, class Kernel>

void update ( )

overridevirtual

Implements RegressionImpl.

value()

template<class I1, class I2, class Kernel>

Real value ( Real x ) const

overridevirtual

Implements RegressionImpl.

standardDeviation()

template<class I1, class I2, class Kernel>

Real standardDeviation ( Real x ) const

overridevirtual

Implements RegressionImpl.