cov.weights = function(weights, engine="R")
{
weights = check.weights(weights, log=F, normalized=T)
engine=pmatch(engine, c("R","C"))
switch(engine,
{
# R implementation
return(var(weights)/mean(weights)^2)
# Could compute this as
# return(mean((length(weights)*weights-1)^2))
# as in Liu and Chen 1995.
},
{
# C implementation
out = .C("cov2_R",
as.integer(length(weights)),
as.double(weights),
cov2 = double(1))
return(out$cov2)
})
}
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