https://github.com/cran/robCompositions
Tip revision: 2cc9b1ae6488319f4ae1d1655243b80e72fdcbe8 authored by Matthias Templ on 04 May 2011, 00:00:00 UTC
version 1.5.0
version 1.5.0
Tip revision: 2cc9b1a
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)
}