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

The numeric element type.

Return Value

Reference