wc_cov: Worst-case coefficient of variation

View source: R/norm.R

wc_covR Documentation

Worst-case coefficient of variation

Description

This assumes the random variable X is normal. Intervals are of the form center +/- width * |X|.

Usage

wc_cov(width, center = c("X", "ave"))

Arguments

width

The half-width of the interval, in units of |X|. This needs to be at least 1 if center = "X", or at least 0.5 if center = "ave".

center

What is the center of the interval? Either "X" or "ave".

Details

We use A = 0 for calculations, but the worst case COV doesn't change if A is non-zero. So you can think of intervals of the form center +/- width * |X - A| where center is either X or (X + A)/2.

Value

Worst case coefficient of variation \nu = |X - A|/\sigma.

Author(s)

David Gerard

Examples

wc_cov(width = 2, center = "X")
wc_cov(width = 2, center = "ave")


nisone documentation built on Sept. 8, 2026, 5:08 p.m.