forum.alglib.net
http://forum.alglib.net/

How does lsfitcreatewf utilize the weighting values?
http://forum.alglib.net/viewtopic.php?f=2&t=3302
Page 1 of 1

Author:  kinch [ Tue Oct 27, 2015 5:53 pm ]
Post subject:  How does lsfitcreatewf utilize the weighting values?

For non-linear regression functions such as lsfitcreatewf how are the weighting values applied. I'm fitting a 4 parameter logistics value and need to provide for 1/y and 1/y^2 weighting. Are these values used for weighting on minimizing the sum of squares (which is what I want) or is it used in some other fashion?

Page 1 of 1 All times are UTC
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group
http://www.phpbb.com/