| cov.wt {base} | R Documentation |
Returns a list containing estimates of the weighted covariance matrix and the mean of the data, and optionally of the (weighted) correlation matrix.
cov.wt(x, wt = rep(1/nrow(x), nrow(x)), cor = FALSE, center = TRUE)
x |
a matrix or data frame. As usual, rows are observations and columns are variables. |
wt |
a non-negative and non-zero vector of weights for each
observation. Its length must equal the number of rows of x. |
cor |
A logical indicating whether the estimated correlation weighted matrix will be returned as well. |
center |
Either a logical or a numeric vector specifying the
centers to be used when computing covariances. If TRUE, the
(weighted) mean of each variable is used, if FALSE, zero is
used. If center is numeric, its length must equal the number
of columns of x. |
cov |
the estimated (weighted) covariance matrix |
center |
an estimate for the center (mean) of the data. |
n.obs |
the number of observations (rows) in x. |
wt |
the weights used in the estimation. Only returned if given as an argument. |
cor |
the estimated correlation matrix. Only returned if
cor is TRUE. |