public override LeastSquaresRegressionResult regress(double[][] x, double[][] weights, double[] y, bool useIntercept)
{
if (weights == null)
{
throw new System.ArgumentException("Cannot perform GLS regression without an array of weights");
}
checkData(x, weights, y);
double[][] dep = addInterceptVariable(x, useIntercept);
double[] indep = new double[y.Length];
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] wArray = new double[y.Length][y.Length];
double[][] wArray = RectangularArrays.ReturnRectangularDoubleArray(y.Length, y.Length);
for (int i = 0; i < y.Length; i++)
{
indep[i] = y[i];
for (int j = 0; j < y.Length; j++)
{
wArray[i][j] = weights[i][j];
}
}
DoubleMatrix matrix = DoubleMatrix.copyOf(dep);
DoubleArray vector = DoubleArray.copyOf(indep);
DoubleMatrix w = DoubleMatrix.copyOf(wArray);
DoubleMatrix transpose = ALGEBRA.getTranspose(matrix);
DoubleMatrix betasVector = (DoubleMatrix)ALGEBRA.multiply(ALGEBRA.multiply(ALGEBRA.multiply(ALGEBRA.getInverse(ALGEBRA.multiply(transpose, ALGEBRA.multiply(w, matrix))), transpose), w), vector);
double[] yModel = base.writeArrayAsVector(((DoubleMatrix)ALGEBRA.multiply(matrix, betasVector)).toArray());
double[] betas = base.writeArrayAsVector(betasVector.toArray());
return(getResultWithStatistics(x, y, betas, yModel, useIntercept));
}
