Computes the population (importance-weight) weighted covariance
sum(w_hat * (x - mu_x) * (y - mu_y)).
Usage
weighted_cov(x, y, w, na.rm = FALSE)
Arguments
- x
A numeric vector of observations.
- y
A numeric vector of observations (same length as x).
- w
A numeric vector of non-negative weights (need not sum to 1).
- na.rm
Logical. If TRUE, observations with any NA in x, y,
or w are removed before computation.
Value
A single numeric value.