LinearRegression (finmath lib 5.0.4 API)

java.lang.Object
- net.finmath.montecarlo.conditionalexpectation.LinearRegression

```
public class LinearRegression
extends Object
```
Performs a linear regression on random variables implementing RandomVariable.

Author:

Christian Fries

- Constructor Summary
  
  Constructors
  Constructor Description
  
  LinearRegression(RandomVariable[] basisFunctions)
  Create the linear regression with a set of basis functions.
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  double[] getRegressionCoefficients(RandomVariable value)
  Get the vector of regression coefficients.
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - LinearRegression
```
public LinearRegression(RandomVariable[] basisFunctions)
```
    Create the linear regression with a set of basis functions.
    
    Parameters:
    
    basisFunctions - A vector of (independent) random variables to be used as basis functions.
- Method Detail
  - getRegressionCoefficients
```
public double[] getRegressionCoefficients(RandomVariable value)
```
    Get the vector of regression coefficients.
    
    Parameters:
    
    value - The random variable to regress.
    
    Returns:
    
    The vector of regression coefficients.