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An optimized, efficient implemntation for computing weighted covariance, correlation, and cosine similarity. Similar to R's cov.wt().
cov.wt()
A matrix or data.frame.
A vector of weights or scalar weight.
Either "unbiased" or "ml". Unlike R, case is ignored.
See ?coop-package for implementation details.
?coop-package
cosine, pcor, and covar
cosine
pcor
covar
# NOT RUN { x <- matrix(rnorm(10*3), 10, 3) cov.wt(x) # }
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