https://github.com/cran/robCompositions
Tip revision: 37555063454f14ae40f041b3a8f0eb2d3dc3be4c authored by Matthias Templ on 10 January 2011, 00:00:00 UTC
version 1.4.4
version 1.4.4
Tip revision: 3755506
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])))
}
}
}
invisible(rvars)
}