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Weighted standard deviation

Source: R/dist-empirical.R
wsd.Rd

Weighted standard deviation

Usage

wsd(x, w = NULL, na.rm = TRUE)

Arguments

x

either a vector of samples from a distribution X or cut-offs for cumulative probabilities when combined with p

w

for data fits, a vector the same length as x giving the importance weight of each observation. This does not need to be normalised. There must be some non zero weights, and all must be finite.

na.rm

remove NAs (default TRUE)

Value

a standard deviation

Examples


# unweighted:
wsd(x = stats::rnorm(1000))
#> [1] 0.9906674

# weighted:
wsd(x = seq(-2,2,0.1), w = stats::dnorm(seq(-2,2,0.1)))
#> [1] 0.9036469