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LeastSquaresGeneralisedCurveFit

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Function Description

Returns an array consisting of the (interpolated) values corresponding to  derived by carrying out a least squares generalised curve fit to the  giving weights  to each point . Such a curve fit identifies the choice of  that minimises  where the  correspond to the values (for a given  of the  basis functions used in the generalised least squares curve fit. A traditional regression in effect involves choosing as basis functions  and .

 


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