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JuliaStats / GLM.jl

Generalized linear models in Julia
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weight matrix #539

Open kulas2023 opened 1 year ago

kulas2023 commented 1 year ago

Can the weight matrix be added as a feature?

ararslan commented 1 year ago

Are you looking to specify weights when fitting a model, retrieve the user-specified weights from a fitted model, or something else?

kulas2023 commented 1 year ago

I want to get the weights obtained at the end of the iterative process.

ararslan commented 1 year ago

So the working weights from the final iteration of IRLS. That is stored, so technically accessible, but not in a user-facing way.

Perhaps a decent API for this would be something like weights(model; type=:working), analogous to working residuals as implemented in #499.