nuget
An Algorithm for Weighted Linear Regression
https://www.codeproject.com/Articles/25335/An-Algorithm-for-Weighted-Linear-Regression
WeightedLinearRegression
01 Syntax
Microsoft.VisualBasic.Data.Bootstrapping.WeightedLinearRegression
02 Methods
03 Members
XVector(
Double[0:,0:])Parameters
| Name | Type | Description |
|---|---|---|
M | Double[0:,0:] | i=1: X vector |
Regress(
Double(), Double[0:,0:], Double())Parameters
| Name | Type | Description |
|---|---|---|
Y | Double() | Y[j] = j-th observed data point |
X | Double[0:,0:] | X[i,j] = j-th value of the i-th independent varialble |
W | Double() | W[j] = j-th weight value |