weightedVar:

In BERENZ/RISQ: What the package does (short line)

Usage

weightedVar(x, weights = rep(1, length(x)), method = c("unbiased", "ML"))

Arguments

x
weights
method

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, weights = rep(1, length(x)), method = c("unbiased", 
    "ML")) 
{
    xMean <- weighted.mean(x, weights)
    xVar <- sum(weights * (x - xMean)^2)
    xVar <- switch(match.arg(method), unbiased = xVar/(sum(weights) - 
        1), ML = xVar/sum(weights))
    return(xVar)
  }

BERENZ/RISQ documentation built on May 5, 2019, 10:25 a.m.