Weighted correlation — weighted.cor • descriptio

Computes the weighted correlation between two distributions. This can be Pearson, Spearman or Kendall correlation.

weighted.cor(x, y, weights = NULL, method = "pearson", na.rm = FALSE)

Arguments

x: numeric vector
y: numeric vector
weights: numeric vector of weights. If NULL (default), uniform weights (i.e. all equal to 1) are used.
method: a character string indicating which correlation coefficient is to be computed. One of "pearson" (default), "kendall", or "spearman".
na.rm: logical, indicating whether NA values should be silently removed before the computation proceeds. Default is FALSE.

Value

a length-one numeric vector

Author

Nicolas Robette

See also

weighted.sd, weighted.cor2

Examples

data(Movies)
weighted.cor(Movies$Critics, Movies$BoxOffice, weights = rep(c(.8,1.2), 500))
#> [1] 0.05410962
weighted.cor(Movies$Critics, Movies$BoxOffice, weights = rep(c(.8,1.2), 500), method = "spearman")
#> [1] 0.009101708