From Robert.McGehee at geodecapital.com  Thu Jun 24 01:38:44 2010
From: Robert.McGehee at geodecapital.com (McGehee, Robert)
Date: Wed, 23 Jun 2010 19:38:44 -0400
Subject: [Rd] NAs and weighted.mean
Message-ID: <EEBC169715EB8C438D3C9283AF0F201C086C9061@MSGBOSCLM2WIN.DMN1.FMR.COM>

R-developers,
In version R 2.11.0, weighted.mean was changed such that:
> weighted.mean(NA, na.rm=TRUE)
[1] 0

rather than NaN as in previous versions of R. I see a note in the NEWS
file indicates that weighted.mean was changed "so an infinite value with
zero weight does not force an NaN result." 

In case the side effect of returning 0 rather than NaN in this case was
unintentional, I'd like to propose that this case be reverted such that
weighted.mean(NA, na.rm=TRUE) returns a NaN to be consistent with the
mean function. Otherwise perhaps a note should be added in the
documentation explaining this inconsistent behavior.

I believe this patch should fix the problem while preserving the
behavior in the NEWS file:
-    w <- w/sum(w)
-    sum((x*w)[w != 0])
+    sum((x*w)[w != 0])/sum(w)

Here's the full note from the NEWS file.
    o	The default method of weighted.mean(x, w) coerces 'w' to be
	numeric (aka double); previously only integer weights were
	coerced.  Zero weights are handled specially so an infinite
	value with zero weight does not force an NaN result.


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:robert.mcgehee at geodecapital.com


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[Rd] NAs and weighted.mean
McGehee, Robert