wvar function

Weighted variance estimation

Weighted variance estimation

wvar(X, wt, na.rm = FALSE)

Arguments

  • X: The numeric data vector.
  • wt: The non-negative weight vector.
  • na.rm: The character indicator wether to consider missing value(s) or not. The default is FALSE.
  • Maintainer: Pedro Salguero García
  • License: CC BY 4.0
  • Last published: 2025-03-05