DoubleLeastSqWeightingFunction Class 
Namespace: CenterSpace.NMath.Core
The DoubleLeastSqWeightingFunction type exposes the following members.
Name  Description  

DoubleLeastSqWeightingFunction 
Constructs an empty DoubleLeastSqWeighting instance. Behavior
is undefined unitil the Initialize method is called.
 
DoubleLeastSqWeightingFunction(Double) 
Constructs DoubleLeastSqWeightingFunction instance with
the specified tuning constant.
 
DoubleLeastSqWeightingFunction(DoubleLeastSqWeightingFunction) 
Copy constructor. Creates an instance of DoubleLeastSqWeightingFunction
that is a deep copy of other.
 
DoubleLeastSqWeightingFunction(DoubleMatrix) 
Constructs a DoubleLeastSqWeighting instance for the given
least square matrix and intercept option.

Name  Description  

TuningConstant 
Gets and sets the tuning constant.

Name  Description  

AdjustedResiduals 
Returns a vector of adjusted residuals for the weighted least
squares problem:
Ax = b.
 
Clone 
Creates a deep copy of this weighting.
 
GetWeights 
Computes weights from residuals.
 
Initialize 
Performs initialization of the weighting function based on the matrix
A in the weighted least squares problem:
Ax  b.
 
MedianAbsDeviation 
Returns the Mean Absolute Deviation of a vector of values.
The mean absolute deviation is an estimate of the standard
deviation of the vector of residuals normalized to make the
estimate unbiased for the normal distribution.

Name  Description  

adjFactor_ 
Adjustment factor used in computing the adjusted residuals. It is given
by the formula:
1.0 / sqrt(1  h). Where,
h is the vector of leverage values. The leverage values are the
main diagonal of the hat matrix H = A((A'A)^1)A'.
 
cols_ 
Number of columns in the matrix A in the least squares problem.
Ax = b.
 
rows_ 
Number of rows in the matrix A in the least squares problem.
Ax = b.
 
tuningConstant_ 
Tuning constant used in the weighting function. Implementing classes
should provide this value.
