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descriptio (version 1.3)

weighted.cov2: Weighted covariances

Description

Computes a matrix of weighted covariances between the columns of x and the columns of y.

Usage

weighted.cov2(x, y = NULL, weights = NULL, na.rm = FALSE)

Value

a matrix of covariances

Arguments

x

a data frame of numeric vectors

y

an optional data frame of numeric vectors. Default is NULL, which means that covariances 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.

na.rm

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

Author

Nicolas Robette

See Also

weighted.cov

Examples

Run this code
data(Movies)
weighted.cov2(Movies[,c("Budget", "Critics", "BoxOffice")], weights = rep(c(.8,1.2), 500))

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