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non-linear fit with generalized least squares

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Francisco de Castro
Francisco de Castro on 4 Jun 2013
I need to fit a non-linear model in which the data are not independent. A Generalized Least Squares approach allows this if you have an observation covariance matrix, and function lscov has this option for linear models. Is there anything similar for a non-linear ones? Function nlinfit does not have that option as far as I know. Any suggestions? Thanks

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