WeightedRegressionWeightedT(T, T, T, Boolean) Method

public static T[] Weighted<T>(
	T[][] x,
	T[] y,
	T[] w,
	bool intercept = false
)
where T : struct, new(), IEquatable<T>, IFormattable

Parameters

x  T

Predictor matrix X

y  T

Response vector Y

w  T

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

intercept  Boolean  (Optional)

True if an intercept should be added as first artificial predictor value. Default = false.

Type Parameters

T

The numeric element type.

Return Value

Reference