CV2: Squared Coefficient of Variation

In Renext: Renewal Method for Extreme Values Extrapolation

Squared Coefficient of Variation

Description

Squared Coefficient of Variation.

Usage

   CV2(x)

Arguments

x	Numeric vector or matrix.

Details

Compute the squared Coefficient of Variation of one or several samples provided as a numeric vector or matrix.

Value

Numeric vector of the squared coefficients of variation.

Note

The squared coefficient of variation is the ratio S^2/\bar{X}^2 where \bar{X} and S^2 are the sample mean and the sample variance. The variance is computed using the sample size n as denominator, rather than the usual n-1.

Examples

n <- 30; nSamp <- 500
X <- matrix(rexp(n * nSamp), nrow= nSamp, ncol = n)
W <- CV2(X)
plot(density(W), main = "CV2 of exponential samples")

Renext documentation built on Aug. 30, 2023, 1:06 a.m.