providing sample weights to glm.fit() and glm.fit.sparse()

[adder]

Hi

I checked the documentation and there doesn't seem to be a way to provide a vector of sample weights to glm.fit()/glm.fit.sparse() to do weighted regression.
More specifically, I want to perform robust regression by providing huber weights to glm.fit.sparse().

Am I something missing or is there another way I can perform weighted regression?

Thanks