mergeVar: Combine sample variances from two samples

In jmhewitt/telefit: Estimation and Prediction for Remote Effects Spatial Process Models

Description

This function combines the sample variance information from two samples (of the same phenomena) to return the sample variance of the union of the two samples.

Usage

mergeVar(x.var, y.var, x.mean, y.mean, x.n, y.n)

Arguments

x.var	sample variance from the first sample, 'x'
y.var	sample variance from the second sample, 'y'
x.mean	sample mean from the first sample, 'x'
y.mean	sample mean from the second sample, 'y'
x.n	sample size from the first sample, 'x'
y.n	sample size from the second sample, 'y'

Details

This function assumes the data is normalized by n (the MLE estimator) instead of n-1 (the unbiased estimator).

References

Chan, T.F., Golub, G.H., and LeVeque, R.J., 1979, Updating formulae and a pairwise algorithm for computing sample variances: Technical Report, Stanford University .

jmhewitt/telefit documentation built on Feb. 9, 2020, 7:15 p.m.