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MVR (version 1.00.0)

pooled.sd: Pooled Group Sample Standard Deviation Subroutine

Description

Internal subroutine called by end-user function mvr and internally by MeanVarReg subroutine.

Usage

pooled.sd(x, block)

Arguments

x
numeric vector or matrix with variables in columns.
block
vector or factor grouping/blocking variable. Must Have length equal to the sample size. All group sample sizes must be greater than 1.

Value

  • numeric vector of size the dimensionality where each entry is the variable-wise pooled group sample standard deviation.

Details

If block describes a unique sample group, ordinary sample standard deviation will be computed.

References

  • Dazard, J-E. and J. S. Rao (2010). "Regularized Variance Estimation and Variance Stabilization of High-Dimensional Data." JSM Proceedings. High-Dimensional Data Analysis and Variable Selection Section., Vancouver, BC. Canada, American Statistical Association.
  • Dazard, J-E. and J. S. Rao (2011). "Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data." Comput. Statist. Data Anal. (submitted).

See Also

  • pooled.meanPooled group sample mean
  • mvrMean-Variance Regularization and Variance Stabilization.
  • MeanVarRegMean-Variance Regularization Core Function.