| WeightedRegressionWeightedT Method (Matrix`1T, Matrix`1T, Matrix`1T) |
Weighted Linear Regression using normal equations.
Namespace: MathNet.Numerics.LinearRegressionAssembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
Syntax 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:
MatrixTSee Also