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WeightedRegressionWeightedT Method (Matrix`1T, Matrix`1T, Matrix`1T)
Weighted Linear Regression using normal equations.

Namespace: MathNet.Numerics.LinearRegression
Assembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
Syntax
C#
public static Matrix<T> Weighted<T>(
	Matrix<T> x,
	Matrix<T> y,
	Matrix<T> w
)
where T : struct, new(), IEquatable<T>, IFormattable

Parameters

x
Type: MatrixT
Predictor matrix X
y
Type: MatrixT
Response matrix Y
w
Type: MatrixT
Weight matrix W, usually diagonal with an entry for each predictor (row).

Type Parameters

T

Return Value

Type: MatrixT
See Also