R: Weighted Expectations and Variances

wt.scale {corpcor} | R Documentation

## Weighted Expectations and Variances

### Description

`wt.var` estimate the unbiased variance taking into account data weights.

`wt.moments` produces the weighted mean and weighted variance for each column of a matrix.

`wt.scale` centers and standardized a matrix using the weighted means and variances.

### Usage

      wt.var(xvec, w)
      wt.moments(x, w)
      wt.scale(x, w, center=TRUE, scale=TRUE)

### Arguments

`xvec` | a vector
`x` | a matrix
`w` | data weights
`center` | logical value
`scale` | logical value

### Value

A rescaled matrix (`wt.scale`), a list containing the column means and variances (`wt.moments`), or single number (`wt.var`)

### Author(s)

Korbinian Strimmer (http://strimmerlab.org).

### See Also

`weighted.mean`, `cov.wt`.

### Examples

    # load corpcor library
    library("corpcor")

    # generate some data
    p = 5
    n = 5
    X = matrix(rnorm(n*p), nrow = n, ncol = p)
    w = c(1,1,1,3,3)/9

    # standardize matrix
    scale(X)
    wt.scale(X)
    wt.scale(X, w) # take into account data weights

[Package corpcor version 1.6.8 Index]