Learn R Programming

distr6 (version 1.3.1)

variance: Distribution Variance

Description

The variance or covariance of a distribution, either calculated analytically if or estimated numerically.

Usage

variance(object)

Arguments

object

Distribution.

Value

Variance as a numeric.

R6 Usage

$variance()

Details

The variance of a distribution is defined by the formula $$var_X = E[X^2] - E[X]^2$$ where \(E_X\) is the expectation of distribution X. If the distribution is multivariate the covariance matrix is returned.

If an analytic expression isn't available, returns error. To impute a numerical expression, use the CoreStatistics decorator.

See Also

CoreStatistics, decorate and genExp.