public override LeastSquaresRegressionResult regress(double[][] x, double[] weights, double[] y, bool useIntercept)
{
if (weights == null)
{
throw new System.ArgumentException("Cannot perform WLS regression without an array of weights");
}
checkData(x, weights, y);
double[][] dep = addInterceptVariable(x, useIntercept);
double[] w = new double[weights.Length];
for (int i = 0; i < y.Length; i++)
{
w[i] = weights[i];
}
DoubleMatrix matrix = DoubleMatrix.copyOf(dep);
DoubleArray vector = DoubleArray.copyOf(y);
RealMatrix wDiag = new DiagonalMatrix(w);
DoubleMatrix transpose = ALGEBRA.getTranspose(matrix);
DoubleMatrix wDiagTimesMatrix = DoubleMatrix.ofUnsafe(wDiag.multiply(new Array2DRowRealMatrix(matrix.toArrayUnsafe())).Data);
DoubleMatrix tmp = (DoubleMatrix)ALGEBRA.multiply(ALGEBRA.getInverse(ALGEBRA.multiply(transpose, wDiagTimesMatrix)), transpose);
DoubleMatrix wTmpTimesDiag = DoubleMatrix.copyOf(wDiag.preMultiply(new Array2DRowRealMatrix(tmp.toArrayUnsafe())).Data);
DoubleMatrix betasVector = (DoubleMatrix)ALGEBRA.multiply(wTmpTimesDiag, vector);
double[] yModel = base.writeArrayAsVector(((DoubleMatrix)ALGEBRA.multiply(matrix, betasVector)).toArray());
double[] betas = base.writeArrayAsVector(betasVector.toArray());
return(getResultWithStatistics(x, convertArray(wDiag.Data), y, betas, yModel, transpose, matrix, useIntercept));
}
