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#' Weighted standard error
#'
#' Computes a weighted standard error of a vector or matrix.
#'
#' @note Compared to some other R functions, here the weights are regarded as probability weights,
#' not frequency weights.
#'
#' @export
#' @param x A numeric vector or matrix. For matrix, standard errors are
#' computed for each column
#' @param w A numeric vector of non-negative weights. Will be automatically normalised to sum to one.
#' @param na.rm If \code{TRUE}, \code{NA} values in \code{x} (and corresponding weights in \code{w}) are
#' omitted from the computation. Default is \code{FALSE}.
#' @return A weighted variance.
weighted_se <- function(x, w, na.rm) {
if (!(typeof(w) %in% c("integer", "double"))) {
stop("Argument 'w' must be of type 'integer' or 'double'. ")
}
UseMethod("weighted_se", x)
}
#' @export
#' @method weighted_se ts
weighted_se.ts <- function(x, w, na.rm = FALSE) {
weighted_se(x = as.numeric(x), w = w, na.rm = na.rm)
}
#' @export
#' @method weighted_se mcmc
weighted_se.mcmc <- function(x, w, na.rm = FALSE) {
dimx <- dim(x)
if (is.null(dimx)) {
weighted_se.numeric(x, w, na.rm)
} else {
if (length(dimx) == 2) {
weighted_se.matrix(x, w, na.rm)
} else {
weighted_se(x, w, na.rm)
}
}
}
#' @export
#' @method weighted_se numeric
weighted_se.numeric <- function(x, w, na.rm = FALSE) {
if (length(x) != length(w)) stop("'x' and 'w' have unequal lengths. ")
if (length(na.rm) > 1 || !is.logical(na.rm)) stop("Argument 'na.rm' should be a logical of length one.")
if (!is.numeric(w) || any(w < 0)) stop ("Weight vector 'w' must contain only non-negative values. ")
if (!any(w > 0)) {
stop("No positive weights in 'w'.")
}
if (na.rm) {
ind <- which(!is.na(x))
if(length(ind) == 0) return(NA)
arma_weighted_se(x[ind], w[ind])
} else {
arma_weighted_se(x, w)
}
}
#' @export
#' @method weighted_se matrix
weighted_se.matrix <- function(x, w, na.rm = FALSE) {
if (nrow(x) != length(w)) stop("Length of 'w' is not equal to the number of rows in 'x'. ")
if (length(na.rm) > 1 || !is.logical(na.rm)) stop("Argument 'na.rm' should be a logical of length one.")
if (!is.numeric(w) || any(w < 0)) stop ("Weight vector 'w' must contain only non-negative values. ")
if (!any(w > 0)) {
stop("No positive weights in 'w'.")
}
if (na.rm) {
warning("Argument 'na.rm' ignored. ")
arma_weighted_se_vec(x, w)
} else {
arma_weighted_se_vec(x, w)
}
}
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