https://github.com/cran/robCompositions
Tip revision: 27f32d7077dff1514bdc28b62dad7151d6bc4d65 authored by Matthias Templ on 16 March 2014, 16:25:33 UTC
version 1.8.0
version 1.8.0
Tip revision: 27f32d7
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)
}