mwls-module: Rcpp module: mwls

Description Details

Description

Rcpp module for weighted least-squares repeated with varying weights.

Details

The module contains the following items:

classes:

cppWls

A simple class for fitting weighted least squares repeatedly with varying weights. The initializer establishes the x matrix and y vector for this problem. Each invocation of method fit(weights) does a least-squares fit and returns the coefficients.


wls documentation built on May 2, 2019, 6:09 p.m.