colVars {asuR} | R Documentation |
Form column variances for numeric arrays
colVars(x, na.rm = FALSE, dims = 1, unbiased = TRUE, SumSquares = FALSE, twopass = FALSE)
x |
A numeric array (or a dataframe to convert to a matrix) |
na.rm |
Logical: Remove NA's (not available values) |
dims |
Number of dimensions to sum over [colSums] or leave alone [rowSums]. Only useful when x is a multidimensional array |
unbiased |
Logical: Use (N-1) in the denominator when calculating variance |
SumSquares |
Logical: If TRUE, colVars just returns sums of squares. |
twopass |
Logical: If TRUE, colVars uses the corrected two-pass algorithm of Chan Golub & LeVeque, which is slower but less subject to roundoff error. |
A vector with the variance for every column.
colVars: Originally by Douglas Bates <bates@stat.wisc.edu> as package "MatUtils". Modified, expanded, and renamed by David Brahm <brahm@alum.mit.edu>, with help of course from the R-help gurus.
mat <- cbind(rnorm(100, sd=sqrt(1)), rnorm(100, sd=sqrt(2)), rnorm(100, sd=sqrt(3)), rnorm(100, sd=sqrt(4)), rnorm(100, sd=sqrt(5))) colVars(mat)