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Weighted total least squares polynomial fitting
http://forum.alglib.net/viewtopic.php?f=2&t=4435
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Author:  psingh8 [ Tue Mar 01, 2022 4:43 pm ]
Post subject:  Weighted total least squares polynomial fitting

Hello All,

I'm trying to do what I think is a fairly simple problem. I want to do a total least squares fitting of my data f(x) = polynomial of order 3. The y and x data are weighted. I have already used the library to do a linear LS fitting and I understand how to do it with the weighting in the y-dimension. How do I add weighting in the x-dimension?

Thanks in advance!

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