Comments (3)
nignatiadis
commented on June 18, 2024
1
@axsk I've also often wondered the same. In GLM.jl (https://github.com/JuliaStats/GLM.jl/blob/master/src/lm.jl) this is handled by allowing weights to be of length zero and then having two special cases (via isempty(wts)) in the individual functions. See also the discussion at JuliaStats/StatsBase.jl#135.
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axsk
commented on June 18, 2024
I wonder what would be the best way to include this option without allocationg a whole fill(1/ndata, ndata) in the default case of even weights.
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axsk
commented on June 18, 2024
c.f. #26
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