The Pooled Standard Deviation is a weighted average of standard deviations
for two or more groups, assumed to have equal variance. It represents the
common deviation among the groups, around each of their respective means.
Usage
sd_pooled(x, y = NULL, data = NULL, verbose = TRUE, ...)
mad_pooled(x, y = NULL, data = NULL, constant = 1.4826, verbose = TRUE, ...)
cov_pooled(x, y = NULL, data = NULL, verbose = TRUE, ...)
Value
Numeric, the pooled standard deviation. For cov_pooled() a matrix.
Arguments
x, y
A numeric vector, or a character name of one in data.
Any missing values (NAs) are dropped from the resulting vector.
x can also be a formula (see stats::t.test()), in which case y is
ignored.
data
An optional data frame containing the variables.
verbose
Toggle warnings and messages on or off.
...
Arguments passed to or from other methods. When x is a formula,
these can be subset and na.action.
constant
scale factor.
Details
The standard version is calculated as:
$$\sqrt{\frac{\sum (x_i - \bar{x})^2}{n_1 + n_2 - 2}}$$
The robust version is calculated as:
$$1.4826 \times Median(|\left\{x - Median_x,\,y - Median_y\right\}|)$$