R: Produces weighted correlations quickly using C.

wtd.cors {weights} | R Documentation

## Produces weighted correlations quickly using C.

### Description

`wtd.cors` produces a Pearsons correlation coefficient comparing two variables or matrices.

### Usage

    wtd.cors(x, y=NULL, weight=NULL)

### Arguments

`x` | `x` should be a matrix or vector which the researcher wishes to correlate with `y`.
`y` | `y` should be a numerical vector or matrix which the researcher wishes to correlate with `x`. If `y` is NULL, `x` will be used instead
`weight` | `weight` is an optional vector of weights to be used to determining the weighted mean and variance for calculation of the correlations.

### Value

A matrix of the estimated correlation coefficients.

### Author(s)

Marcus Schwemmle at GfK programmed the C code, R wrapper by Josh Pasek, Assistant Professor of Communication Studies at the University of Michigan (www.joshpasek.com).

### See Also

`wtd.cor` `stdz` `wtd.t.test` `wtd.chi.sq`

### Examples

    test <- c(1,1,1,1,1,1,2,2,2,3,3,3,4,4)
    t2 <- rev(test)
    weight <- c(.5,.5,.5,.5,.5,1,1,1,1,2,2,2,2,2)

    wtd.cors(test, t2)
    wtd.cors(test, t2, weight)

[Package weights version 1.0.2 Index]