cov2() is similar to cov() but has an additional argument. The denominator \(n\) (bias = TRUE)
can be used (instead of \(n-1\)) to give a biased estimator of the (co)variance.
Usage
cov2(x, y = NULL, bias = TRUE)
Arguments
x
A numeric vector, matrix or data.frame.
y
A numeric vector, matrix or data.frame.
bias
A logical value. If bias = TRUE, \(n\) is used to give a biased estimator of the (co)variance.
If bias = FALSE, \(n-1\) is used (default: TRUE).
Value
C
Estimation of the variance (resp. covariance) of x (resp. x and y).