WeightedLS Constructor (Matrix, Vector, Vector)
|
Initialize new instance of WLS.
Note: That weights commonly used as INVERTED residuals variance, NOT VARIANCE.
Use WeightedLS.VariancesToWeights to robust conversion variance to weight.
Namespace:
FinMath.LeastSquares
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax See Also