variance-methods {kappalab}

Normalized variance of a capacity

Description

Computes the normalized variance of a capacity. The capacity can be given either under the form of an object of class capacity, a card.capacity or Mobius.capacity.

Methods

object = "Mobius.capacity"

The normalized variance is computed from the Möbius transform of a capacity.

object = "capacity"

The normalized variance is computed directly from a capacity.

object = "card.capacity"

The normalized variance is computed from a cardinal capacity.

References

I. Kojadinovic (2005), Minimum variance capacity identification, European Journal of Operational Research, in press.

See Also

capacity-class,
Mobius.capacity-class,
card.capacity-class,
Mobius-methods.

Examples

## a capacity
mu <- capacity(c(0,0,0,0:12)/12)

## its Mobius transform
a <- Mobius(mu)

## their normalized variance
variance(mu)
variance(a)

## similar examples with card.capacity objects
mu <- lower.capacity(4)
variance(mu)
mu <- uniform.capacity(4)
variance(mu)