weighted.cov2: Weighted covariances

In descriptio: Descriptive Statistical Analysis

Weighted covariances

Description

Computes a matrix of weighted covariances between the columns of x and the columns of y.

Usage

weighted.cov2(x, y = NULL, weights = NULL, 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 covariances 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.
na.rm	logical, indicating whether NA values should be silently removed before the computation proceeds. Default is FALSE.

Value

a matrix of covariances

Author(s)

Nicolas Robette

See Also

weighted.cov

Examples

data(Movies)
weighted.cov2(Movies[,c("Budget", "Critics", "BoxOffice")], weights = rep(c(.8,1.2), 500))

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