weighted.var: Weighted univariate variance coping with missing values
Description
This function is analogous to weighted.mean.
Usage
weighted.var(x, w, na.rm = FALSE)
Value
The weighted variance of x with weights w (with missing values removed
when na.rm = TRUE).
Arguments
x
a vector of data.
w
a vector of positive weights (may not have missings where x is observed).
na.rm
if TRUE remove missing values.
Author
Beat Hulliger
Details
The weights are standardised such that \(\sum_{observed} w_i\) equals the number of observed
values in \(x\). The function calculates $$\sum_{observed} w_i(x_i -
weighted.mean(x, w, na.rm = TRUE))^2/((\sum_{observed} w_i) - 1)$$