| DoubleCOWeightedLeastSq(DoubleMatrix, DoubleVector, Boolean) Constructor |
Constructs a DoubleCOWeightedLeastSq instance from the given matrix
and weights.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public DoubleCOWeightedLeastSq(
DoubleMatrix A,
DoubleVector weights,
bool addIntercept
)
Public Sub New (
A As DoubleMatrix,
weights As DoubleVector,
addIntercept As Boolean
)
public:
DoubleCOWeightedLeastSq(
DoubleMatrix^ A,
DoubleVector^ weights,
bool addIntercept
)
new :
A : DoubleMatrix *
weights : DoubleVector *
addIntercept : bool -> DoubleCOWeightedLeastSq
Parameters
- A DoubleMatrix
- A matrix.
- weights DoubleVector
- The weights. The solution will minimmize
||(D^-1/2)*(Ax - b)||
where D is a diagonal matrix whose diagonal consists of the
weights.
- addIntercept Boolean
- If true, a column of ones will be prepended
to the data in the matrix A, representing a constant term
in the model. If false the data in A will be used unaltered.
Note that the actual input matrix A will not be changed.
See Also