weighted {coop} | R Documentation |
An optimized, efficient implemntation for computing weighted covariance,
correlation, and cosine similarity. Similar to R's cov.wt()
.
x |
A matrix or data.frame. |
wt |
A vector of weights or scalar weight. |
method |
Either "unbiased" or "ml". Unlike R, case is ignored. |
See ?coop-package
for implementation details.
Drew Schmidt
x <- matrix(rnorm(10*3), 10, 3)
cov.wt(x)