Weighted Pearson Correlation — weighted

Calculates weighted Pearson correlation coefficient between actual and predicted values by the help of stats::cov.wt().

weighted_cor(actual, predicted, w = NULL, na.rm = FALSE, ...)

Arguments

actual: Observed values.
predicted: Predicted values.
w: Optional case weights.
na.rm: Should observations with missing values in actual or predicted be removed? Default is FALSE.
...: Further arguments passed to stats::cov.wt().

A length-one numeric vector.

weighted_cor(1:10, c(1, 1:9))
#> [1] 0.9955915
weighted_cor(1:10, c(1, 1:9), w = 1:10)
#> [1] 0.9986311