As of Version 7.0, Weights is part of the built-in Wolfram Language kernel.
- To use Weights, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"] or Needs["NonlinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- Possible settings for Weights are Automatic, a list of numbers with the same length as the data, or a pure function.
- With the default setting Weights->Automatic, each data point is given a weight of 1.