Squared Coefficient of Variation

Squared Coefficient of Variation.

Usage

CV2(x)

Arguments

x

Numeric vector or matrix.

Value

Numeric vector of the squared coefficients of variation.

Details

Compute the squared Coefficient of Variation of one or several samples provided as a numeric vector or matrix.

Note

The squared coefficient of variation is the ratio \(S^2/\bar{X}^2\) where \(\bar{X}\) and \(S^2\) are the sample mean and the sample variance. The variance is computed using the sample size \(n\) as denominator, rather than the usual \(n-1\).

Examples

n <- 30; nSamp <- 500
X <- matrix(rexp(n * nSamp), nrow= nSamp, ncol = n)
W <- CV2(X)
plot(density(W), main = "CV2 of exponential samples")