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")