weighted.var {modi} | R Documentation |
Weighted univariate variance coping with missing values
Description
This function is analogous to weighted.mean.
Usage
weighted.var(x, w, na.rm = FALSE)
Arguments
x |
a vector of data. |
w |
a vector of positive weights (may not have missings where x is observed). |
na.rm |
if |
Details
The weights are standardised such that \sum_{observed} w_i
equals the number of observed
values in x
. The function calculates
\sum_{observed} w_i(x_i -
weighted.mean(x, w, na.rm = TRUE))^2/((\sum_{observed} w_i) - 1)
Value
The weighted variance of x
with weights w
(with missing values removed
when na.rm = TRUE
).
Author(s)
Beat Hulliger
See Also
Examples
x <- rnorm(100)
x[sample(1:100, 20)] <- NA
w <- rchisq(100, 2)
weighted.var(x, w, na.rm = TRUE)
[Package modi version 0.1.2 Index]