MVR (version 1.20.0) Pooled Group Sample Standard Deviation Subroutine


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

Usage, block)


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


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


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


  • Dazard J-E., Hua Xu and J. S. Rao (2011). "R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization." In JSM Proceedings, Section for Statistical Programmers and Analysts. Miami Beach, FL, USA: American Statistical Association IMS - JSM, 3849-3863.
  • Dazard J-E. and J. S. Rao (2012). "Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data." Comput. Statist. Data Anal. 56(7):2317-2333.

See Also

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