Perhaps _sd_ should take a ... argument. -- Dan
-----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Gabor Grothendieck Sent: Friday, May 16, 2008 11:03 AM To: McGehee, Robert Cc: R-devel Subject: Re: [Rd] var/sd and NAs in R2.7.0 Try var(c(NA, NA, NA), use = "pairwise.complete.obs") On Fri, May 16, 2008 at 10:56 AM, McGehee, Robert <[EMAIL PROTECTED]> wrote: > Hello all, > I just upgraded to R 2.7.0 and found that the behavior of 'var' and 'sd' > have changed in the presence NAs (this wasn't explicit in the NEWS file, > though I see it probably has to do with the change for cor/cov). Anyway, > I just want to make sure that it was intentional to produce an error > when there was all NAs and na.rm=TRUE, rather than returning an NA (like > R 2.6.2), or NaN (like the function 'mean' does). That is, isn't the > purpose of 'na.rm=TRUE' to, in part, suppress these error messages. > > Specifically, >> var(c(NA, NA, NA), na.rm=TRUE) # R2.6.2 > [1] NA >> var(c(NA, NA, NA), na.rm=TRUE) # R2.7.0 > Error during wrapup: no complete observations in cov/cor > > I think I can get the old behavior by setting use='p', but the 'sd' > function does not have a 'use' argument and I'd like not to get an error > here. Anyway, I'm a fan of the old behavior (not producing an error), > but if there was a reason to change this when na.rm=TRUE, I would > request that the 'sd' function be updated to be able to revert to the > old behavior as well. > > FYI: I 'apply' these functions to large matrices of stock return time > series with missing values, and don't want the whole calculation to fail > just because I'm missing stock returns for one company. > > Thanks, > Robert > > Robert McGehee, CFA > Geode Capital Management, LLC > One Post Office Square, 28th Floor | Boston, MA | 02109 > Tel: 617/392-8396 Fax:617/476-6389 > mailto:[EMAIL PROTECTED] > > > > This e-mail, and any attachments hereto, are intended fo...{{dropped:11}} > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
