Weighted Orthogonal Least Squares

Fits line ax+by+c=0 to supplied points and their weights

The function computes parameters a, b, and c of the weighted orthogonal least squares fit of line ax+by+c=0 to a set of 2D points with coordinates given by x and y and weights w.

n=100;
x=1:n;
y=2.5*x + (5+300./x).*randn(1,n);
plot(x,y,'.k')
hold on
w=1:n;
[a b c] = wols(x,y,w);
plot([0,n],[-c/b,-c/b - a/b*n],'-r','LineWidth',2)