weighted.cor2: Weighted correlations

In descriptio: Descriptive Statistical Analysis

Weighted correlations

Description

Computes a matrix of weighted correlations between the columns of x and the columns of y. This can be Pearson, Spearman or Kendall correlation.

Usage

weighted.cor2(x, y = NULL, weights = NULL, method = "pearson", na.rm = FALSE)

Arguments

x	a data frame of numeric vectors
y	an optional data frame of numeric vectors. Default is NULL, which means that correlations between the columns of x are computed.
weights	numeric vector of weights. If NULL (default), uniform weights (i.e. all equal to 1) are used.
method	a character string indicating which correlation coefficient is to be computed. One of "pearson" (default), "kendall", or "spearman".
na.rm	logical, indicating whether NA values should be silently removed before the computation proceeds. Default is FALSE.

Value

a matrix of correlations

Author(s)

Nicolas Robette

See Also

weighted.cor

Examples

data(Movies)
weighted.cor2(Movies[,c("Budget", "Critics", "BoxOffice")], weights = rep(c(.8,1.2), 500))

descriptio documentation built on May 29, 2024, 9:40 a.m.