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FeasibleWLSFitFeasibleWLS Method

Static method, which can be used to simply calculate Feasible WLS parameters.

Namespace:  FinMath.LeastSquares
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public static Vector FitFeasibleWLS(
	Matrix regressors,
	Vector regressand,
	FeasibleWLSVarianceVectorForm varianceType,
	int iterationsCount
)

Parameters

regressors
Type: FinMath.LinearAlgebraMatrix
Regressors values matrix.
regressand
Type: FinMath.LinearAlgebraVector
Regressand values vector.
varianceType
Type: FinMath.LeastSquaresFeasibleWLSVarianceVectorForm
Form of variance vector estimation.
iterationsCount
Type: SystemInt32
Iterations count for residuals variance estimation.

Return Value

Type: Vector
Feasible Weighted Least Squares parameters.
See Also