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descriptio (version 1.3)

weighted.cor2: Weighted correlations

Description

Computes a matrix of weighted correlations between the columns of x and the columns of y. This can be Pearson, Spearman or Kendall correlation.

Usage

weighted.cor2(x, y = NULL, weights = NULL, method = "pearson", na.rm = FALSE)

Value

a matrix of correlations

Arguments

x

a data frame of numeric vectors

y

an optional data frame of numeric vectors. Default is NULL, which means that correlations between the columns of x are computed.

weights

numeric vector of weights. If NULL (default), uniform weights (i.e. all equal to 1) are used.

method

a character string indicating which correlation coefficient is to be computed. One of "pearson" (default), "kendall", or "spearman".

na.rm

logical, indicating whether NA values should be silently removed before the computation proceeds. Default is FALSE.

Author

Nicolas Robette

See Also

weighted.cor

Examples

Run this code
data(Movies)
weighted.cor2(Movies[,c("Budget", "Critics", "BoxOffice")], weights = rep(c(.8,1.2), 500))

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