FeasibleWLS Constructor (Matrix, Vector, FeasibleWLSVarianceVectorForm)

Initialize new instance of Feasible WLS.

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

Syntax

public FeasibleWLS(
	Matrix regressors,
	Vector regressand,
	FeasibleWLSVarianceVectorForm varianceType
)

regressors: Type: FinMath.LinearAlgebraMatrix
Regressors values matrix. Rows of X correspond to observations, columns to variables.
regressand: Type: FinMath.LinearAlgebraVector
Regressand values vector.
varianceType: Type: FinMath.LeastSquaresFeasibleWLSVarianceVectorForm
Form of variance vector estimation.

FeasibleWLS Constructor (Matrix, Vector, FeasibleWLSAddLanguageSpecificTextSet("LST766C5BF7_0?cpp=::|nu=.");VarianceVectorForm)