weighted.var: weighted.var

Description Usage Arguments Value Author(s) Examples

View source: R/weighted.var.R

Description

This function is to compute an unbiased sample weighted variance.

Usage

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Arguments

x

A vector to compute a variance, var(x)

w

A weight vector

Value

Returns an unbiased sample weighted variance

Author(s)

Yujung Hwang, yujungghwang@gmail.com

Examples

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## If you do not specify weights, 
## it returns the usual unweighted sample variance
weighted.var(x=c(1,3,5)) 

weighted.var(x=c(1,3,5),w=c(0.1,0.5,0.4))

factormodel documentation built on June 4, 2021, 9:07 a.m.