public static T[] Weighted<T>(
	T[][] x,
	T[] y,
	T[] w,
	bool intercept = false
)
where T : struct, new(), IEquatable<T>, IFormattable

Parameters

x

Type: T
Predictor matrix X

y

Type: T
Response vector Y

w

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

intercept (Optional)

Type: SystemBoolean
True if an intercept should be added as first artificial predictor value. Default = false.

Type Parameters

T

Return Value

Reference