Computes variances of the simulations of components of a random vector of array.
rvvar(x)an object
A numeric vector or array (of the same dimension as that of
x)
rvvar computes the means of the simulations of all individual
components of a random vector (rv) object.
That is, rvvar applies the function var to the vector of
simulations of each component of x, thus computing "columnwise"
variances of the matrix of simulations of x.
rvsd applies the function sd to the vector of simulations of
each component of x, thus computing "columnwise" standard deviations
of the matrix of simulations of x.
Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.
See also vignette("rv").
x <- rvnorm(mean=0, var=1:10)
rvvar(x)
#> [1] 1.040558 1.988681 2.604101 3.650395 4.419348 5.619464 6.172546
#> [8] 6.885114 9.417672 10.037993
rvsd(x)
#> [1] 1.020077 1.410206 1.613723 1.910601 2.102224 2.370541 2.484461 2.623950
#> [9] 3.068823 3.168279