coop: weighted – R documentation

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weighted

Weighted Co-Operation

An optimized, efficient implemntation for computing weighted covariance, correlation, and cosine similarity. Similar to R's cov.wt().

`x`	A matrix or data.frame.
`wt`	A vector of weights or scalar weight.
`method`	Either "unbiased" or "ml". Unlike R, case is ignored.

See ?coop-package for implementation details.

Drew Schmidt

x <- matrix(rnorm(10*3), 10, 3)
cov.wt(x)

Co-Operation: Fast Covariance, Correlation, and Cosine Similarity Operations

v0.6-2

BSD 2-clause License + file LICENSE

Authors

Drew Schmidt [aut, cre], Christian Heckendorf [ctb] (Caught some memory errors.)

Initial release