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Sample Weights

R is a computing tool, and each package has implemented algorithms that have history and books and papers that allow those algorithms to be used in a variety if computing environments... from Fortran to Excel to Java to ... R, and probably beyond.
It may be wise to do a bit of reading so you know which algorithms you want to apply, and then give us a reproducible, small example of what you have and what you want to get out of this analysis. To do that, you will really need to read and follow the advice in [3].

[1] type "?lm" at the R prompt to get details about that function. If that is too terse, get a text book.
[2] https://cran.r-project.org/web/views/Multivariate.html
[3] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example 
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Sent from my phone. Please excuse my brevity.
On July 26, 2015 11:37:31 PM PDT, Amelia Marsh <amelia_marsh08 at yahoo.com> wrote: