WeightedLSVariancesToWeights Method (Vector)

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 Vector VariancesToWeights(
	Vector variances
)

variances: Type: FinMath.LinearAlgebraVector
Known residuals variance vector.

Type: Vector
Vector of weights.

WeightedLSAddLanguageSpecificTextSet("LST192E5D9B_0?cpp=::|nu=.");VariancesToWeights Method (Vector)