R/weighted.cov.R

In descriptio: Descriptive Statistical Analysis

weighted.cov <- function(x, y, weights = NULL, na.rm = FALSE) {
  if (is.null(weights)) weights <- rep(1, length(x))
  if (any(is.na(weights))) stop("There are empty values in weights.")
  if (na.rm) {
    complete <- !(is.na(x) | is.na(y))
    x <- x[complete]
    y <- y[complete]
    weights <- weights[complete]
  } else {
    if (any(is.na(x) | is.na(y))) stop("There are empty values in x, y or both. \nPlease consider transforming your data (filtering, recoding, imputation, etc.) or set na.rm to TRUE.")
  }
  mx <- stats::weighted.mean(x, weights)
  my <- stats::weighted.mean(y, weights)
  cov <- stats::weighted.mean((x - mx) * (y - my), weights)
  return(cov)
}