prefer weights to wts to match GLM.jl usage

[palday]

closes #872

• add entry in NEWS.md
• after opening this PR, add a reference and run docs/NEWS-update.jl to update the cross-references.
• I've bumped the version appropriately

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 95.62%. Comparing base (a30cf36) to head (2cf2f69).
⚠️ Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #873   +/-   ##
=======================================
  Coverage   95.61%   95.62%           
=======================================
  Files          38       38           
  Lines        3694     3702    +8     
=======================================
+ Hits         3532     3540    +8     
  Misses        162      162           

Flag	Coverage Δ
current	95.29% <100.00%> (+0.01%)	⬆️
minimum	95.56% <100.00%> (+<0.01%)	⬆️
nightly	95.29% <100.00%> (+0.01%)	⬆️

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[dmbates]

Thanks for doing this. I am encouraged to see that you occasionally have "oops" commits too.