Estimates the weighted scatter matrix based on the 4th moments of the data.
1 2 
x 
numeric data matrix or dataframe. 
wt 
numeric vector of nonnegative weights. At least some weights must be larger than zero. 
location 

method 
Either 
na.action 
a function which indicates what should happen when the data contain 'NA's. Default is to fail. 
If location = TRUE
, then the scatter matrix is given for a n x p data matrix X by
1/(p+2) ave{w_i[(x_ix_bar)S^{1}(x_ix_bar)'] (x_ix_bar)'(x_ix_bar)},
where w_i are the weights standardized such that sum(w_i)=1,
x_bar is the weighted mean vector and S the weighted covariance matrix.
For details about the weighted mean vector and weighted covariance matrix see cov.wt
.
A matrix.
Klaus Nordhausen
1 2 3 4 5 6 7 8 
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
Please suggest features or report bugs with the GitHub issue tracker.
All documentation is copyright its authors; we didn't write any of that.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.