WeightedLSVariancesToWeights Method (Vector, Vector, Double)

Static method which transform known residuals variance to weights, Note: We for zero variances we assume average weights.

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

Syntax

public static void VariancesToWeights(
	Vector variances,
	Vector weights,
	double thresh
)

variances: Type: FinMath.LinearAlgebraVector
Known residuals variance vector.
weights: Type: FinMath.LinearAlgebraVector
Vector to store weights.
thresh: Type: SystemDouble
Value smaller than thresh assume to be zero and replace by average variance.

WeightedLSAddLanguageSpecificTextSet("LSTD33D8CD0_0?cpp=::|nu=.");VariancesToWeights Method (Vector, Vector, Double)