Hi All,
Kindly assist and thank you in advance.
The first call of my function works with empty vectors but fails when dimensions are introduced to the vectors.
When "uncommented, the commented out function call fails with the error above.
These links might be help for those unfamiliar to QuantLib:
https://github.com/lballabio/quantli...astsquares.hpp
QuantLib: GeneralLinearLeastSquares Class Reference
Code:
#include "stdafx.h"
#include "boost/multi_array.hpp"
#include <cassert>
#include <ql\math\generallinearleastsquares.hpp>
#include <vector>
#include <list>
#include <iostream>
#include "boost\lambda\lambda.hpp"
using namespace std;
using namespace QuantLib;
int _tmain(int argc, _TCHAR* argv[])
{
QuantLib::GeneralLinearLeastSquares t (vector<int> (), vector <int> (), vector <int> ());
vector<int> xVec(2);
vector <int> yVec(2);
vector <int> vVec(4);
//QuantLib::GeneralLinearLeastSquares test(xVec, yVec, vVec); // This does not run
int done;
cin >> done;
return 0;
}