Weighted Variance
Calculate the weighted variance of x.
varW(x, w = NULL, na.rm = FALSE)
x |
A numeric vector. |
w |
A numeric vector of weights of the same length as |
na.rm |
Logical, whether NAs in |
Calculate the weighted variance of x via the weighted
covariance matrix (cov.wt). If no weights are
supplied, the simple variance is returned instead. As in
weighted.mean, NAs in w are not handled
specially and will return NA as result.
A numeric value, the weighted variance of x.
# Weighted variance x <- rnorm(30) w <- runif(30, 0, 1) varW(x, w) # Simple variance varW(x) stopifnot(varW(x) == var(x)) # NA handling varW(c(x[1:29], NA), w, na.rm = TRUE) # NA in x (removed) varW(c(x[1:29], NA), w, na.rm = FALSE) # NA in x (NA returned) varW(x[1:29], w = c(w[1:29], NA)) # NA in w (NA returned)
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