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2.6 Statistics for weighted least squares

The backends for objf_type == "wls" (currently the only supported type of objective function) compute covd (due to user request or as a prerequisite for covp and corp) as a diagonal matrix by assuming that the variances of data points are proportional to the reciprocal of the squared weights and guessing the factor of proportionality from the residuals. If covp is not defined (e.g. because the Jacobian has no full rank), an attempt is made to still compute its uniquely defined elements, if any, and to find the additional defined elements (being 1 or -1), if any, in corp.