wvar: Weighted variance estimation

View source: R/cenROC.R

wvarR Documentation

Weighted variance estimation

Description

Weighted variance estimation

Usage

wvar(X, wt, na.rm = FALSE)

Arguments

X

The numeric data vector.

wt

The non-negative weight vector.

na.rm

The character indicator wether to consider missing value(s) or not. The default is FALSE.


Coxmos documentation built on April 4, 2025, 12:20 a.m.