Re: [R] cov.wt gives different results from other (co)variance functions (cov, wtd.var)

2014-03-31 Thread peter dalgaard
On 31 Mar 2014, at 00:30 , Emilio Torres Manzanera wrote: > Dear Sir, > I am not sure about the precision of the cov.wt function. It seems that it > provides different results when using frequency weights. This discrepancy > only occurs with the covariance matrix, not with the correlation mat

Re: [R] cov.wt gives different results from other (co)variance functions (cov, wtd.var)

2014-03-31 Thread Andrews, Chris
,3]) all.equal(mywtcov(mytable[,1:2,], mytable[,3])$cov, xcov) -Original Message- From: Emilio Torres Manzanera [mailto:tor...@uniovi.es] Sent: Sunday, March 30, 2014 6:31 PM To: r-help@r-project.org Subject: [R] cov.wt gives different results from other (co)variance functions (cov, wtd.var)

[R] cov.wt gives different results from other (co)variance functions (cov, wtd.var)

2014-03-30 Thread Emilio Torres Manzanera
Dear Sir, I am not sure about the precision of the cov.wt function. It seems that it provides different results when using frequency weights. This discrepancy only occurs with the covariance matrix, not with the correlation matrix. Do you know to how to solve this issue? Thank you Best regards,