This function computes a weighted sum for a matrix based on computed quantiles and user defined relative importance.
rg.wtdsums(x, ri, xcentr =NULL, xdisp =NULL)
Arguments
x: matrix
ri: vector for the relative importance, length(ri)=length(x[1,])
xcentr: the provided center
xdisp: the provided variance
Details
It is not necessary to provide the center and the variance. If those values are not supplied the center is the 50% quantile and the variance is calculated from the 25% and 75% quantile.
Returns
input: input parameter
centr: the center
disp: the variance
ri: relative importance
w: weights
a: normalized weights
ws: normalized weights times standardized x
References
C. Reimann, P. Filzmoser, R.G. Garrett, and R. Dutter: Statistical Data Analysis Explained. Applied Environmental Statistics with R. John Wiley and Sons, Chichester, 2008.