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weighted least squares solution

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Sampath Bandara
Sampath Bandara on 24 Sep 2021
Answered: Sivani Pentapati on 29 Nov 2021
Hi, all
How to compute weighted least squares solution with weight in matrix form. i.e., each column of the weight matrix has a different weight. I tried using "lscov(A,B,w)" with "for loop," but is there any optimized way to do that.
Thanks for your time and consideration.

Answers (1)

Sivani Pentapati
Sivani Pentapati on 29 Nov 2021
Hi Sampath,
You can try vectorizing your code or use other toolboxes to implement weights for your fits. This can be done using Statistics Toolbox, Cure fitting Toolbox, Optimization toolbox. Please refer to this answer for more information.


Find more on Get Started with Optimization Toolbox in Help Center and File Exchange

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