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NMathFunctionsWeightedVariance(DoubleVector, DoubleVector, Boolean) Method

Calculates the weighted variance of the given data.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public static double WeightedVariance(
	DoubleVector data,
	DoubleVector weights,
	bool normalizeWeights
)

Parameters

data  DoubleVector
The data.
weights  DoubleVector
The weights.
normalizeWeights  Boolean
If true, normalize the weights to sum to the length of the data vector. If the weights represent sampling (reliability) weights, normalizing is usually appropriate. But if the weights represent frequency counts, which in effect expand the data vector by these counts, do not normalize.

Return Value

Double
The weighted variance.
Exceptions
ExceptionCondition
MismatchedSizeException Thrown if data and weights do not have the same length.
See Also