Computes the variance of a weighted mean following the definition by Cochran (1977; see Gatz and Smith, 1995)
This is a helper method for weighted variance computation in
origin_edm, which is the closest to the bootstrap.
numeric vector of values
numeric vector of weights
numeric value of weighted variance
Gatz, D. F., and Smith, L. (1995). The standard error of a weighted mean concentration-I. Bootstrapping vs other methods. Atmospheric Environment, 29(11), 1185-1193. <DOI: 10.1016/1352-2310(94)00210-C>
Gatz, D. F., and Smith, L. (1995). The standard error of a weighted mean concentration-II. Estimating confidence intervals. Atmospheric Environment, 29(11), 1195-1200. <DOI: 10.1016/1352-2310(94)00209-4>
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.