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fixup! fixup! Add Readme v1.
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RomeoV committed May 23, 2024
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Expand Up @@ -51,7 +51,7 @@ Therefore `predictdist(::MCMCEstimator, xs, ys, nsamples)` will create `nsamples

### LSQEstimator
The `LSQEstimator` works by sampling noise $\varepsilon^{(k)}$ from the noise model and repeatedly solving a least-squares parameter estimation problem for modified measurements $y - \varepsilon^{(k)}$, i.e.
$$ \theta = \arg \min_\theta \sum_i ((y_i - \varepsilon_i^{(i)}) - f(x, \theta))^2 \cdot w_i $$
$$\theta = \arg \min_\theta \sum_i ((y_i - \varepsilon_i^{(i)}) - f(x, \theta))^2 \cdot w_i$$
for uncorrelated noise, where the weights $w_i$ are chosen as the inverse variance.
For correlated noise, the weight results from the whole covariance matrix.

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