Set neighbors for idx-th observation, idx starts from 1
set_neighbors(gda_w, idx, nbrs)
A Weight object
A value indicates idx-th observation, idx start from 1
A list indicates the neighbors of idx-th observation (id start from 1)
if (FALSE) {
new_w <- create_weights(10)
set_neighbors(new_w, 1, c(2,3))
update_weights(new_w)
}