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).

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]