var {base}R Documentation

Covariance Matrices

Description

var computes the variance of x and the covariance of x and y if x and y are vectors. If x and y are matrices then the covariance between the columns of x and the the columns of y are computed.

Usage

var(x, y = x, na.rm = FALSE, use)

Arguments

x a numeric matrix or vector.
y a numeric matrix or vector.
na.rm logical.
use an optional character string giving a method for computing covariances in the presence of missing values. This must be one of "all.obs", "complete.obs" or "pairwise.complete.obs", with abbreviation being permitted.

Details

If na.rm is TRUE then the complete observations (rows) are used to compute the variance. If na.rm is FALSE and there are missing values, then var will fail.

The argument use can also be used for describing how to handle missing values. Specifying use = "all" is equivalent to specifying na.rm = FALSE and specifying use = "pair" is equivalent to na.rm = TRUE. If use = "pair", then all the observations which are complete for a pair of variables are used to compute the covariance for that pair of variables. This can result in covariance matrices which are not positive semidefinite.

See Also

cov with the same functionality for the multivariate case.

Examples

var(1:10)# 9.166667

var(1:5,1:5)# 2.5

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