Weighted Linear Regression in Java

Question

Does anyone know of a scientific/mathematical library in Java that has a straightforward implementation of weighted linear regression? Something along the lines of a functio

Answer 1

Not a library, but the code is posted: http://www.codeproject.com/KB/recipes/LinReg.aspx (and includes the mathematical explanation for the code, which is a huge plus). Also, it seems that there is another implementation of the same algorithm here: http://sin-memories.blogspot.com/2009/04/weighted-linear-regression-in-java-and.html

Finally, there is a lib from a University in New Zealand that seems to have it implemented: http://www.cs.waikato.ac.nz/~ml/weka/ (pretty decent javadocs). The specific method is described here: http://weka.sourceforge.net/doc/weka/classifiers/functions/LinearRegression.html