The Details section of ?cov.wt tells you that its divisor is not (n-1) for the "unbiased" method. Or rather, it tells you what it does, and that that amounts to dividing by n-1 _if_ the weights are equal.
(I never quite figured out under which sampling/weighting model this estimator is actually unbiased, but that is a different story.) -pd On 26 Jul 2014, at 20:07 , Robert Sherry <rsher...@comcast.net> wrote: > I have the following data set: > x y p > 1 1 1/2 > 2 2 1/4 > 3 9 1/4 > > In this case, p represents the probability of the values occurring. I > compute the covariance of x and y by hand and come up with a value of 41/16. > When computing the covariance, I am dividing by n (in this case 3) not n-1. > > I now want to use R to find the covarinace. I understand that R will divided > by n-1 not n. Here are the commands that I issued: > > x = c(1,2,3) > y = c(1,2,9) > df =dataframe(x,y) > w1 = c(1/2,1/4,1/4) > cov.wt(df, wt = w1 ) > > The last command returns: > > $cov > x y > x 1.1 4.1 > y 4.1 17.9 > > $center > x y > 1.75 3.25 > > $n.obs > [1] 3 > > $wt > [1] 0.50 0.25 0.25 > > Therefore, I conclude that R is finding the covariance of x and y to be 4.1. > However, I need to adjust that number by multiplying it by 2 and then > dividing by 3. However, when I get that I still do not get 41/16. What am I > missing? > > I thank the group in advance for their responses. > > Bob > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
