weightedVariance_matrix: weightedVariance_matrix
In shazanfar/DCARS: Differential Correlation across Ranked Samples

The weightedVariance_matrix function calculates a vector of weighted variances for a given data vector, for a matrix of given weights.

1	weightedVariance_matrix(x, y = NULL, W)

`x`	x is a data vector
`y`	default to NULL, if given, it is ignored
`W`	weight matrix, values should be between 0 and 1, number of columns should be the same as length(x) and length(y)

vector weighted variances of x for the weights

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x = rnorm(100)
W = weightMatrix(100)
weightedVariance_matrix(x,y,w)

shazanfar/DCARS documentation built on Oct. 14, 2020, 11:11 a.m.

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