all dimensions of the response variable).
If we is a rank-1 array of length q (the dimensionality of the response
variable), then this vector is the diagonal of the covariant weighting
matrix for all data points.
If we is a rank-1 array of length n (the number of data points), then
the i'th element is the weight for the i'th response variable
observation (single-dimensional only).
If we is a rank-2 array of shape (q, q), then this is the full covariant
weighting matrix broadcast to each observation.
If we is a rank-2 array of shape (q, n), then we[:,i] is the diagonal of
the covariant weighting matrix for the i'th observation.
If we is a rank-3 array of shape (q, q, n), then we[:,:,i] is the full
specification of the covariant weighting matrix for each observation.
If the fit is implicit, then only a positive scalar value is used.
(and all dimensions of the input variable). If wd = 0, then the
covariant weighting matrix for each observation is set to the identity
matrix (so each dimension of each observation has the same weight).
If wd is a rank-1 array of length m (the dimensionality of the input
variable), then this vector is the diagonal of the covariant weighting
matrix for all data points.
If wd is a rank-1 array of length n (the number of data points), then
the i'th element is the weight for the i'th input variable observation
(single-dimensional only).
If wd is a rank-2 array of shape (m, m), then this is the full covariant
weighting matrix broadcast to each observation.
If wd is a rank-2 array of shape (m, n), then wd[:,i] is the diagonal of
the covariant weighting matrix for the i'th observation.
If wd is a rank-3 array of shape (m, m, n), then wd[:,:,i] is the full
specification of the covariant weighting matrix for each observation.