w.var: weighted variance
In Weighted.Desc.Stat: Weighted Descriptive Statistics

Description Usage Arguments Value Warning Author(s) Examples

Assume that x=(x_1, x_2, \cdots , x_n) is the observed value of a random sample from a fuzzy population. In classical and usual random sample, the degree of belonging x_i into the random sample is equal to 1, for 1 ≤q i ≤q n. But considering fuzzy population, we denote the degree of belonging x_i into the fuzzy population (or into the observed value of random sample) by μ_i which is a real-valued number from [0,1]. Therefore in such situations, it is more appropriate that we show the observed value of the random sample by notation \{ (x_1, μ_1), (x_2, μ_2), \cdots , (x_n, μ_n) \} which we called it real-valued fuzzy data. The goal of w.var function is computing the variance (or, the weighted variance) value of x_1, \cdots , x_n based on real-valued fuzzy data \{ (x_1, μ_1), \cdots , (x_n, μ_n) \} by formula

s^2 = \frac{1}{∑_{i=1}^{n} μ_i} ∑_{i=1}^{n} μ_i ≤ft[ x_i - \bar{x} \right]^2 .

1	w.var(x, mu)

`x`	A vector-valued numeric data which you want to compute its weighted variance.
`mu`	A vector of weights. The length of this vector must be equal to the length of data and each element of it is belongs to interval [0,1].

The weighted variance of vector x, by considering weights vector mu, is numeric or a vector of length one.

The length of x and mu must be equal. Also, each element of mu must be in interval [0,1].

Abbas Parchami

x <- c(1:10)
mu <- c(0.9, 0.7, 0.8, 0.7, 0.6, 0.4, 0.2, 0.3, 0.0, 0.1)
w.var(x, mu)

## The function is currently defined as
function(x, mu)  (sum(mu*x*x)/sum(mu)) - w.mean(x,mu)^2