Last data update: 2014.03.03
R: Weighted Expectations and Variances
Weighted Expectations and Variances
Description
wt.var
estimate the unbiased variance taking into account
data weights.
wt.moments
produces the weighted mean and weighted variance
for each column of a matrix.
wt.scale
centers and standardized a matrix using
the weighted means and variances.
Usage
wt.var(xvec, w)
wt.moments(x, w)
wt.scale(x, w, center=TRUE, scale=TRUE)
Arguments
xvec
a vector
x
a matrix
w
data weights
center
logical value
scale
logical value
Value
A rescaled matrix (wt.scale
), a list containing the column means and
variances (wt.moments
), or single number (wt.var
)
Author(s)
Korbinian Strimmer (http://strimmerlab.org ).
See Also
weighted.mean
, cov.wt
.
Examples
# load corpcor library
library("corpcor")
# generate some data
p = 5
n = 5
X = matrix(rnorm(n*p), nrow = n, ncol = p)
w = c(1,1,1,3,3)/9
# standardize matrix
scale(X)
wt.scale(X)
wt.scale(X, w) # take into account data weights
Results