Revision 823295fe4c382069229ac77435da6e5bb14155b9 authored by Matthias Templ on 11 January 2013, 16:29:55 UTC, committed by cran-robot on 11 January 2013, 16:29:55 UTC
1 parent bea0f62
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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