rvvar: Variances of Components of Random Vectors

In jsta/rv: Simulation-Based Random Variable Objects

Description

Computes variances of the simulations of components of a random vector of array.

Usage

rvvar(x)

Arguments

x

an object

Details

rvvar computes the means of the simulations of all individual components of a random vector (rv) object.

That is, rvvar applies the function var to the vector of simulations of each component of x, thus computing "columnwise" variances of the matrix of simulations of x.

rvsd applies the function sd to the vector of simulations of each component of x, thus computing "columnwise" standard deviations of the matrix of simulations of x.

Value

A numeric vector or array (of the same dimension as that of x)

Author(s)

Jouni Kerman [e-mail]

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

See Also

rvmin, rvmax, rvmedian, rvsd.

Examples

  x <- rvnorm(mean=0, var=1:10)
  rvvar(x)
  rvsd(x)

jsta/rv documentation built on Feb. 12, 2022, 5:13 p.m.