Hmmm... I may have misunderstood our conversation (and therefore probably sounded a bit incoherent), but I was talking about weights on observations which may or may not be what you are talking about here.
Also, if you *are* talking about the same thing and the vector is a vector of residuals such that there is one element per observation, then there is a different impedance mis-match in that I would typically expect the user to never see this vector of residuals, but rather to pass in a weight vector beside the observations. On Thu, Feb 26, 2009 at 11:34 AM, Luc Maisonobe <[email protected]>wrote: > The first tool is LestSquaresConverter which can convert a > MultiObjectiveFunction representing residuals into a simpler > ObjectiveFunction. I have taken into account both Gilles and Ted > remarks, the conversion can use no weights at all, vector weights or a > complete matrix representing both weights and correlations. > -- Ted Dunning, CTO DeepDyve
