var_pois estimates the variance of the estimator
of a total for a Poisson sampling design.
var_pois(y, pik, w = rep(1, length(pik)))The estimated variances as a numerical vector of size the number of
columns of y.
A (sparse) numerical matrix of the variable(s) whose variance of their total is to be estimated.
A numerical vector of first-order inclusion probabilities.
An optional numerical vector of row weights (see Details).
Martin Chevalier
w is a row weight used at the final summation step. It is useful
when var_pois is used on the second stage of a two-stage sampling
design applying the Rao (1975) formula.
Rao, J.N.K (1975), "Unbiased variance estimation for multistage designs", Sankhya, C n°37