WeightedLSUpdate Method (Vector, Double, Double)

Update WLS parameters according new observations. It is useful for estimation on sliding window.

Namespace: FinMath.LeastSquares
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public void Update(
	Vector additionalRegressors,
	double additionalRegressand,
	double weight
)

additionalRegressors: Type: FinMath.LinearAlgebraVector
Additional regressors value vector.
additionalRegressand: Type: SystemDouble
Additonal regressand value.
weight: Type: SystemDouble
Weight of additional sample.

WeightedLSAddLanguageSpecificTextSet("LST44DA45B6_0?cpp=::|nu=.");Update Method (Vector, Double, Double)