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netdiffuseR (version 1.17.0)

weighted_var: Computes weighted variance

Description

Computes weighted variance

Usage

weighted_var(x, w)


wvar(x, w)

Arguments

x
A numeric vector of length $n$.
w
A numeric vector of length $n$.

Value

Numeric scalar with the weighted variance.

Details

weighted_variance implements weighted variance computation in the following form: $$% \frac{\sum_i w_i'(x_i - \bar x)^2}{(1-n)} $$

where $w(i)' = w(i)/sum(w)$, and $w.mean(x)=sum[w(i)'*x(i)]$.

See Also

This function is used in diffmap.