Weighted Least Squares, Need Help!!
2 views (last 30 days)
Show older comments
A question asks to determine write a function to solve the weighted least squares problem, without using advanced functions (limited to mldivide, for loops,etc). I know a weighted least squares problem can be solved by the basic least squares method after multiplying both Yi and the ith row of X by wi, but I'm not sure how to write any of the code in this case.
0 Comments
Answers (1)
Tom Lane
on 27 Oct 2012
Well, y.*w multiplies each element of y by the corresponding element of w. To do this with a matrix x having multiple columns, try "help repmat" or "help bsxfun". Also consider whether you need to use sqrt(w) or w -- it depends on how you define your weights.
0 Comments
See Also
Categories
Find more on Matrix Indexing in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!