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estimate_covar doubles the use of the weights #85

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stakaz opened this issue Oct 4, 2018 · 1 comment
Closed

estimate_covar doubles the use of the weights #85

stakaz opened this issue Oct 4, 2018 · 1 comment

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@stakaz
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stakaz commented Oct 4, 2018

Since the weights are already included in the function which we want to minimize, the correct covarinace should be: `inv(J' * J). I have tested it with the generalized least square covariance estimators and the results agree. I am wokring on a pull request for this and some more issues...

@pkofod
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pkofod commented Oct 8, 2018

This is fixed, correct?

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