From ggrothendieck at gmail.com  Fri May 16 17:02:32 2008
From: ggrothendieck at gmail.com (Gabor Grothendieck)
Date: Fri, 16 May 2008 11:02:32 -0400
Subject: [Rd] var/sd and NAs in R2.7.0
In-Reply-To: <EEBC169715EB8C438D3C9283AF0F201C023E472B@MSGBOSCLM2WIN.DMN1.FMR.COM>
References: <EEBC169715EB8C438D3C9283AF0F201C023E472B@MSGBOSCLM2WIN.DMN1.FMR.COM>
Message-ID: <971536df0805160802j2ddcbe10ld50b3047b789dc39@mail.gmail.com>

Try

var(c(NA, NA, NA), use = "pairwise.complete.obs")


On Fri, May 16, 2008 at 10:56 AM, McGehee, Robert
<Robert.McGehee at geodecapital.com> 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:robert.mcgehee at geodecapital.com
>
>
>
> This e-mail, and any attachments hereto, are intended fo...{{dropped:11}}
>
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>



[Rd] var/sd and NAs in R2.7.0
Gabor Grothendieck