weightedLinearRegression

Functions
template<domain D :shared3p >
D float32	weightedLinearRegression (D float32[[2]] variables, D float32[[1]] dependent, D float32[[1]] weights)
template<domain D :shared3p >
D float64	weightedLinearRegression (D float64[[2]] variables, D float64[[1]] dependent, D float64[[1]] weights)

Detailed Description

Fitting of linear models with observation weights.

Note

D - shared3p protection domain

Supported types - float32 / float64

Parameters

variables	- independent variable samples as column vectors
dependent	- dependent variable sample
weights	- observation weight vector

Returns

returns coefficient vector. The last element is the intercept.

Leakage

None

Function Documentation

weightedLinearRegression() [1/2]

D float32 weightedLinearRegression	(	D float32[[2]]	variables,
		D float32[[1]]	dependent,
		D float32[[1]]	weights
	)

weightedLinearRegression() [2/2]

D float64 weightedLinearRegression	(	D float64[[2]]	variables,
		D float64[[1]]	dependent,
		D float64[[1]]	weights
	)