Hi,
I suspect there could be a self-contradiction in LinearRegression's code.
in math\linearleastsquaresregression.hpp:
Line 178-181:
inline LinearRegression::LinearRegression(
const std::vector<std::vector<Real> >& x,
const std::vector<Real>& y)
: reg_(x, y, details::linearFcts(x.size())) { }
v_ is constructed by input x.size()
Line 154-164:
inline std::vector<boost::function1<Real, std::vector<Real> > >
linearFcts(Size dims) {
std::vector<boost::function1<Real, std::vector<Real> > > retVal;
retVal.push_back(constant<std::vector<Real>, Real>(1.0));
for (Size i=0; i < dims; ++i) {
retVal.push_back(LinearFct(i));
}
return retVal;
}
retVal is of x.size() + 1.
Line 102:
QL_REQUIRE(x.size() >= v.size(), "sample set is too small");
x.size() >= v.size() can not be satisfied.
I would suggest to change line 181 to something like, without validation of x
: reg_(x, y, details::linearFcts(x[0].size())) { }
Regards,
Yang Ye
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