Helper function to compute weighted mean and standard deviation — weighted_mean_sd • glmnet

Helper function to compute weighted mean and standard deviation. Deals gracefully whether x is sparse matrix or not.

weighted_mean_sd(x, weights = rep(1, nrow(x)))

Arguments

x: Observation matrix.
weights: Optional weight vector.

Value

A list with components.

mean: vector of weighted means of columns of x
sd: vector of weighted standard deviations of columns of x