Compute or scale data using (weighted) means, variances and covariances (possibly for the levels of a factor)
Compute or scale data using (weighted) means, variances and covariances (possibly for the levels of a factor)
These utility functions compute (weighted) means, variances and covariances for dataframe partitioned by a factor. The scale transforms a numeric matrix in a centred and scaled matrix for any weighting.
covwt(x, wt, na.rm =FALSE)varwt(x, wt, na.rm =FALSE)scalewt(df, wt = rep(1/nrow(df), nrow(df)), center =TRUE, scale =TRUE)meanfacwt(df, fac =NULL, wt = rep(1/nrow(df), nrow(df)), drop =FALSE)varfacwt(df, fac =NULL, wt = rep(1/nrow(df), nrow(df)), drop =FALSE)covfacwt(df, fac =NULL, wt = rep(1/nrow(df), nrow(df)), drop =FALSE)scalefacwt(df, fac =NULL, wt = rep(1/nrow(df), nrow(df)), scale =TRUE, drop =FALSE)
Arguments
x: a numeric vector (varwt) or a matrix (covwt) containg the data.
na.rm: a logical value indicating whether NA values should be stripped before the computation proceeds.
df: a matrix or a dataframe containing the data.
fac: a factor partitioning the data.
wt: a numeric vector of weights.
drop: a logical value indicating whether unused levels should be kept.
scale: a logical value indicating whether data should be scaled or not.
center: a logical value indicating whether data should be centered or not.
Details
Functions returns biased estimates of variances and covariances (i.e. divided by n and not n-1)
Returns
For varwt, the weighted variance. For covwt, the matrix of weighted co-variances. For scalewt, the scaled dataframe. For other function a list (if fac is not null) of dataframes with approriate values