rawMoments: Compute Raw Moments Matrix

Description

Computes the “uncorrected” sum-of-squares-and-products matrix divided by the number of observations.

Usage

# S3 method for formula
rawMoments(formula, data, subset, na.action, 
    contrasts=NULL, ...)
# S3 method for default
rawMoments(object, na.rm=FALSE, ...)
cov2raw(cov, mean, N, sd)
# S3 method for rawmoments
print(x, ...)

Value

rawMoments and cov2raw return an object of class rawmoments, which is simply a matrix with an attribute "N" that contains the number of observations on which the moments are based.

Arguments

object: a one-sided model formula or an object coercible to a numeric matrix.
formula: a one-sided model formula specifying the model matrix for which raw moments are to be computed; note that a constant is included if it is not explicitly suppressed by putting -1 in the formula.
data: an optional data frame containing the variables in the formula. By default the variables are taken from the environment from which rawMoments is called.
subset: an optional vector specifying a subset of observations to be used in computing moments.
na.action: a function that indicates what should happen when the data contain NAs. The default is set by the na.action option.
contrasts: an optional list. See the contrasts.arg argument of model.matrix.default

na.rm: if TRUE, any data rows with missing data will be removed.
cov: a covariance or correlation matrix.
mean: a vector of means.
N: the number of observations on which the covariances or correlations are based.
sd: an optional vector of standard deviations, to be given if cov is a correlation matrix.
x: an object of class rawmoments to print.
...: arguments passed down.

Author

John Fox jfox@mcmaster.ca

Examples

Run this code

# the following are all equivalent (with the exception of the name of the intercept):

rawMoments(cbind(1, Kmenta))

rawMoments(~ Q + P + D + F + A, data=Kmenta)

Cov <- with(Kmenta, cov(cbind(Q, P, D, F, A)))
cov2raw(Cov, colMeans(Kmenta), nrow(Kmenta))