How as a girl can I gain weight?

OK so I'm 145cm 45kg (5'1'' 99lbs for those who use the standard system) my whole life I've been underweight, and I'm so over it. No matter what I eat or how many calories I consume I don't gain any weight. I read somewhere that dairy helps you gain weight but I'm slightly lactose intolerant, so that's out.

Is there any tips to help me gain weight?
How as a girl can I gain weight?
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