/src/main/java/net/finmath/montecarlo/conditionalexpectation/LinearRegression.java
return LinearAlgebra.solveLinearEquationLeastSquare( BTX) ;
return LinearAlgebra.solveLinearEquationLeastSquare ( BTB, BTX ) ;
} final double[] BTX = new double[basisFunctions.length]; for(int i=0; i<basisFunctions.length; i++) { final double covariance = basisFunctions[i].mult(value).getAverage(); BTX[i] = covariance; } <extra_id_0> } }