WeightedRegressionWeightedT(MatrixT, VectorT, MatrixT) Method

public static Vector<T> Weighted<T>(
	Matrix<T> x,
	Vector<T> y,
	Matrix<T> w
)
where T : struct, new(), IEquatable<T>, IFormattable

Parameters

x  MatrixT

Predictor matrix X

y  VectorT

Response vector Y

w  MatrixT

Weight matrix W, usually diagonal with an entry for each predictor (row).

Type Parameters

T

[Missing <typeparam name="T"/> documentation for "M:Altaxo.Calc.LinearRegression.WeightedRegression.Weighted``1(Altaxo.Calc.LinearAlgebra.Matrix{``0},Altaxo.Calc.LinearAlgebra.Vector{``0},Altaxo.Calc.LinearAlgebra.Matrix{``0})"]

Return Value

[Missing <returns> documentation for "M:Altaxo.Calc.LinearRegression.WeightedRegression.Weighted``1(Altaxo.Calc.LinearAlgebra.Matrix{``0},Altaxo.Calc.LinearAlgebra.Vector{``0},Altaxo.Calc.LinearAlgebra.Matrix{``0})"]

Reference