weighted.cor {descriptio}

Weighted correlation

Description

Computes the weighted correlation between two distributions. This can be Pearson, Spearman or Kendall correlation.

Usage

weighted.cor(x, y, weights = NULL, method = "pearson", na.rm = FALSE)

Arguments

x

numeric vector

y

numeric vector

weights

numeric vector of weights. If NULL (default), uniform weights (i.e. all equal to 1) are used.

method

a character string indicating which correlation coefficient is to be computed. One of "pearson" (default), "kendall", or "spearman".

na.rm

logical, indicating whether NA values should be silently removed before the computation proceeds. Default is FALSE.

Value

a length-one numeric vector

Author(s)

Nicolas Robette

See Also

weighted.sd, weighted.cor2

Examples

data(Movies)
weighted.cor(Movies$Critics, Movies$BoxOffice, weights = rep(c(.8,1.2), 500))
weighted.cor(Movies$Critics, Movies$BoxOffice, weights = rep(c(.8,1.2), 500), method = "spearman")