Nadaraya Watson impl. More...
#include <qle/math/nadarayawatson.hpp>
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 |
Nadaraya Watson impl.
NadarayaWatsonImpl | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin, | ||
const Kernel & | kernel | ||
) |