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

numericvector 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

numericvector 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., 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.