Weighted standard deviation

Computes the weighted standard deviation of a distribution.

weighted.sd(x, weights = NULL, na.rm = FALSE)

Arguments

x

numeric vector

weights

numeric vector of weights. If NULL (default), uniform weights (i.e. all equal to 1) are used.

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.cor

Examples

data(Movies)
weighted.sd(Movies$Critics, weights = rep(c(.8,1.2), 500))
#> [1] 0.8477855