Var {DescTools} R Documentation

## Variance

### Description

Var() computes the variance of x. If x is a matrix variances of the columns of x are computed. Varn returns the uncorrected sample variance (which is biased estimator for the sample variance).

### Usage


Var(x, ...)

## S3 method for class 'Freq'
Var(x, breaks, ...)

## Default S3 method:
Var(x, weights = NULL, na.rm = FALSE, method = c("unbiased",  "ML"), ...)

VarN(x, na.rm = FALSE)


### Arguments

 x a numeric vector, matrix or data frame. weights a numerical vector of weights the same length as x giving the weights to use for elements of x. na.rm logical. Should missing values be removed? method determines the estimator type; if "unbiased" (the default) then the usual unbiased estimate (using Bessel's correction) is returned, if "ML" then it is the maximum likelihood estimate for a Gaussian distribution. Uses stats:cov.wt for both methods. breaks breaks for calculating the variance for classified data as composed by Freq. ... further arguments passed to or from other methods.

### Details

Var is just another interface to Cov.

The denominator n - 1 is used which gives an unbiased estimator of the (co)variance for i.i.d. observations. These functions return NA when there is only one observation (whereas S-PLUS has been returning NaN), and fail if x has length zero.

### Value

For r <- Cor(*, use = "all.obs"), it is now guaranteed that all(abs(r) <= 1).

### References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

cor, cov for covariance and correlation matrices

cor.test for confidence intervals (and tests).

cov.wt for weighted covariance computation.

sd for standard deviation (vectors).

### Examples

Var(1:10)  # 9.166667

Var(1:5, 1:5) # 2.5

# weighted Variance
set.seed(45)
(z <- as.numeric(names(w <- table(x <- sample(-10:20, size=50, replace=TRUE)))))
Var(z, w=w)

# check!
all.equal(Var(x), Var(z, w=w))

# Variance for frequency tables
Var(Freq(as.table(c(6,16,24,25,17))),
breaks=c(0, 10, 20, 30, 40, 50))



[Package DescTools version 0.99.51 Index]