stcov {classicaltest} | R Documentation |
Population and sample (co)variance
Description
Estimates the weighted and unweighted population and sample covariance for a vector, a matrix or a data frame. Missing values are omitted.
Usage
stcov(x, wt = NULL, sample = TRUE)
Arguments
x |
a numeric vector, matrix or data frame. |
wt |
a vector with total weights. Default is |
sample |
a logical value indicating if the sample variance should be used.
Default is |
Value
a numeric value or a numeric matrix.
Examples
# Variance ----
## Sample variance with no weights
stcov(x = iris$Sepal.Length, sample = TRUE)
## Population variance with no weights
stcov(x = iris$Sepal.Length, sample = TRUE)
## Sample variance with no weights
wt = c(100, rep(1,nrow(iris)-1)) # Unbalanced weights
stcov(x = iris$Sepal.Length, sample = FALSE, wt = wt)
## Population variance with no weights
wt = c(100, rep(1,nrow(iris)-1)) # Unbalanced weights
stcov(x = iris$Sepal.Length, sample = FALSE)
# Covariance ----
## Sample covariance with no weights
stcov(x = iris[,1:4], sample = TRUE)
## Population covariance with no weights
stcov(x = iris[,1:4], sample = TRUE)
## Sample covariance with no weights
wt = c(100, rep(1,nrow(iris)-1)) # Unbalanced weights
stcov(x = iris[,1:4], sample = FALSE, wt = wt)
## Population covariance with no weights
wt = c(100, rep(1,nrow(iris)-1)) # Unbalanced weights
stcov(x = iris[,1:4], sample = FALSE)
[Package classicaltest version 0.7.5 Index]