| weighted.scale {corpcor} | R Documentation |
weighted.var estimate the unbiased variance taking into account
data weights.
weighted.moments produces the weighted mean and weighted variance
for each column of a matrix.
weighted.scale centers and standardized a matrix using
the weighted mean and variance.
weighted.var(xvec, w) weighted.moments(x, w) weighted.scale(x, w, center=TRUE, scale=TRUE, wm)
xvec |
a vector |
x |
a matrix |
w |
data weights |
center |
logical value |
scale |
logical value |
wm |
list with variances and means as returned by weighted.moments.
Will be computed from x if missing. |
A rescaled matrix (weighted.scale), a list containing the column means and
variances (weighted.moments), or simple number (weighted.var)
Rainer Opgen-Rhein (http://www.statistik.lmu.de/~opgen/) and Korbinian Strimmer (http://www.statistik.lmu.de/~strimmer/).
# load corpcor library
library("corpcor")
# generate some data
p <- 5
n <- 5
X <- matrix(rnorm(n*p), nrow = n, ncol = p)
w <- c(1,1,1,3,3)/9
# standardize matrix
scale(X)
weighted.scale(X)
weighted.scale(X, w) # take into account data weights