From m.tschiedel at innovest.at  Fri May  2 13:00:17 2008
From: m.tschiedel at innovest.at (m.tschiedel at innovest.at)
Date: Fri,  2 May 2008 13:00:17 +0200 (CEST)
Subject: [Rd] Using option na.rm=True in function SD does not work for
	matrix with complete columns of NAs (PR#11364)
Message-ID: <20080502110017.34BE22834154@mail.pubhealth.ku.dk>

Dear R-developers,
=20
according to the "what's new"-section in version R 2.7.0, there has been =
a change in the working of co[rv] and so also in sd and var.
=20
I am afraid, that the use of function sd with option "na.rm=3DT" has not =
been changed appropriately. So the following problem exists with missing =
data:
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> sessionInfo()
R version 2.7.0 (2008-04-22)=20
i386-pc-mingw32=20
=20
locale:
LC_COLLATE=3DGerman_Austria.1252;LC_CTYPE=3DGerman_Austria.1252;LC_MONETA=
RY=3DGerman_Austria.1252;LC_NUMERIC=3DC;LC_TIME=3DGerman_Austria.1252
=20
attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base  =20
=20
=20
a<-matrix(rnorm(100),10,10); a[1,]<-NA

> sd(a,na.rm=3DT)
Fehler in var(x, na.rm =3D na.rm) : keine vollst=E4ndigen Elementpaare

this error is clear as "sd" is using "var" and in case of na.rm=3DT =
"var" uses "na.method=3Dcomplete.obs" which is obviously never the case =
in this example.
=20
So I suggest to set the default.method for na.rm=3DT to =
"pairwise.complete.obs" to get the same result as in previous versions =
of R, that is the same as=20

> sqrt(diag(var(a,use=3D"pair")))
 [1]        NA 0.9117738 0.5953496 0.9272141 0.8864333 0.8045383 =
0.4240055 1.0304519 0.9221493 1.2087638

Best regards,
=20
Martin

--=20
Martin Tschiedel
Senior Investment Manager	 A Siemens Company=09

INNOVEST Kapitalanlage AG
Email: m.tschiedel at innovest.at



[Rd] Using option na.rm=True in function SD does not work for matrix with complete columns of NAs (PR#11364)
m.tschiedel at innovest.at