/*! \file lm.h \brief Functions for weighted least squares regression */ #ifndef LM_H #define LM_H /*! \brief Weighted least squares regression * * This function computes weighted linear regression estimates using QR decomposition * * * @param x - Design matrix: dimension rows*cols * @param y - dependent variable: length rows * @param w - weights for each observation: length rows * @param rows - dimension of input * @param cols - dimension of input * @param tol - machine tolerance used in qr decomp * @param out_beta - place to output beta estimates: length cols * @param out_resids - place to output residuals: length rows * ************************************************************************/ void lm_wfit(double *x, double *y, double *w, int rows, int cols, double tol, double *out_beta, double *out_resids); #endif