wvar: Weighted variance estimation
In cenROC: Estimating Time-Dependent ROC Curve and AUC for Censored Data
wvar R 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 defult is FALSE.
cenROC documentation built on March 31, 2023, 5:19 p.m.
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| wvar | R 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 defult is FALSE. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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