Weighted covariance

Computes the weighted covariance between two distributions.

weighted.cov(x, y, weights = NULL, na.rm = FALSE)

Arguments

x

numeric vector

y

numeric vector

weights

numeric vector of weights. If NULL (default), uniform weights (i.e. all equal to 1) are used.

na.rm

logical, indicating whether NA values should be silently removed before the computation proceeds. Default is FALSE.

Value

a length-one numeric vector

Author

Nicolas Robette

See also

weighted.sd, weighted.cor, weighted.cov2

Examples

data(Movies)
weighted.cov(Movies$Critics, Movies$BoxOffice, weights = rep(c(.8,1.2), 500))
#> [1] 49038.14