Computes the population (importance-weight) weighted variance
sum(w_hat * (x - mu)^2) where w_hat = w / sum(w) and
mu = weighted.mean(x, w).
Usage
weighted_var(x, w, na.rm = FALSE)
Arguments
- x
A numeric vector of observations.
- w
A numeric vector of non-negative weights (need not sum to 1).
- na.rm
Logical. If TRUE, paired NAs in x and w are removed
before computation. If FALSE (default) and any NA is present,
NA is returned.
Value
A single numeric value.