fitting with weights given by covariance matrix
Mon, 12/20/2021 - 04:40 pm
I wonder if there is a possibility to use a full covariance matrix for weighted regression instead of using a 1D wave with values of standard deviation (or inverse of standard deviation square). I couldn't find this information in the manual. I am using Igor Pro 7.
I have data points characterized by significant off-diagonal elements of a covariance matrix (for some points correlation is even ~0.9). Therefore, I believe I should include information about covariance in my analysis.
I will be grateful for comments.