MetricsWeighted: weighted_var – R documentation

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weighted_var

Weighted Variance

Description

Calculates weighted variance, see stats::cov.wt or https://en.wikipedia.org/wiki/Sample_mean_and_covariance#Weighted_samples for details.

Usage

weighted_var(x, w = NULL, method = c("unbiased", "ML"), na.rm = FALSE, ...)

Arguments

`x`	Numeric vector.
`w`	Optional non-negative, non-missing case weights.
`method`	Specifies how the result is scaled. If "unbiased", the denomiator is reduced by -1, unlike "ML". See `stats::cov.wt` for details.
`na.rm`	Should missing values in `x` be removed? Default is `FALSE`.
`...`	Further arguments passed to `stats::cov.wt`.

Value

A length-one numeric vector.

Examples

weighted_var(1:10)
weighted_var(1:10, w = NULL)
weighted_var(1:10, w = rep(1, 10))
weighted_var(1:10, w = 1:10)
weighted_var(1:10, w = 1:10, method = "ML")

MetricsWeighted

Weighted Metrics, Scoring Functions and Performance Measures for Machine Learning

v0.5.2

GPL (>= 2)

Authors

Michael Mayer [aut, cre, cph], Christian Lorentzen [ctb, rev]

Initial release

2021-04-16