public static Vector<T> Weighted<T>(
	Matrix<T> x,
	Vector<T> y,
	Matrix<T> w
)
where T : struct, new(), IEquatable<T>, IFormattable

Parameters

x

Type: MatrixT
Predictor matrix X

y

Type: VectorT
Response vector Y

w

Type: MatrixT
Weight matrix W, usually diagonal with an entry for each predictor (row).

Type Parameters

T

Return Value

Reference