https://github.com/cran/robCompositions
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Tip revision: 4f2efb4ed8831a90968ef063d2403d675c84dae3 authored by Matthias Templ on 26 November 2013, 12:55:44 UTC
version 1.6.4
Tip revision: 4f2efb4
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])))
			}
		}		
	}
	rvars[lower.tri(rvars)] <- rvars[upper.tri(rvars)]
    return(rvars) 
}

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