https://github.com/cran/robCompositions
Tip revision: e11c86d2552011aab02cc433769f449e3fd7ce93 authored by Matthias Templ on 06 April 2010, 14:00:48 UTC
version 1.4.0
version 1.4.0
Tip revision: e11c86d
robVariation.R
`robVariation` <-
function(x, robust=TRUE){
rvars <- matrix(0, ncol=ncol(x), nrow=ncol(x))
if(robust){
for( i in 1:ncol(x)){
for( j in 1:ncol(x)){
if( i < j ) rvars[i,j] <- (mad(log(x[,i]/x[,j])))^2
}
}
} else{
for( i in 1:ncol(x)){
for( j in 1:ncol(x)){
if( i < j ) rvars[i,j] <- (var(log(x[,i]/x[,j])))^2
}
}
}
invisible(rvars)
}