Computes the “uncorrected” sum-of-squares-and-products matrix divided by the
number of observations.
Usage
## S3 method for class 'formula'
rawMoments(formula, data, subset, na.action,
contrasts=NULL, ...)
## Default S3 method:
rawMoments(object, na.rm=FALSE, ...)
cov2raw(cov, mean, N, sd)
## S3 method for class 'rawmoments'
print(x, ...)
Arguments
object
a one-sided model formula or an object coercible to a
numeric matrix.
formula
a one-sided model formula specifying the model matrix for
which raw moments are to be computed; note that a constant is included
if it is not explicitly suppressed by putting -1 in the formula.
data
an optional data frame containing the variables in the formula.
By default the variables are taken from the environment from which
rawMoments is called.
subset
an optional vector specifying a subset of observations to be
used in computing moments.
na.action
a function that indicates what should happen when the data
contain NAs. The default is set by the na.action option.
contrasts
an optional list. See the contrasts.arg argument of
model.matrix.default
.
na.rm
if TRUE, any data rows with missing data will be removed.
cov
a covariance or correlation matrix.
mean
a vector of means.
N
the number of observations on which the covariances or correlations
are based.
sd
an optional vector of standard deviations, to be given if cov is a
correlation matrix.
x
an object of class rawmoments to print.
...
arguments passed down.
Value
rawMoments and cov2raw return an object of class rawmoments,
which is simply a matrix
with an attribute "N" that contains the number of observations on
which the moments are based.
# the following are all equivalent (with the exception of the name of the intercept):
rawMoments(cbind(1, Kmenta))
rawMoments(~ Q + P + D + F + A, data=Kmenta)
Cov <- with(Kmenta, cov(cbind(Q, P, D, F, A)))
cov2raw(Cov, colMeans(Kmenta), nrow(Kmenta))