var/sd and NAs in R2.7.0
Oops, as I just realized, var does have a 'use' argument in 2.6.2, so I
can just use Gabor's suggestion for var. Sorry for that Gabor.
-----Original Message-----
From: McGehee, Robert
Sent: Friday, May 16, 2008 11:20 AM
To: 'Gabor Grothendieck'
Cc: R-devel
Subject: RE: [Rd] var/sd and NAs in R2.7.0
I know I can get around this, I just would prefer that if R is breaking
backwards compatibility, then it's intentional (maybe it is, I just
don't know). That is, I don't want to require my entire company to
upgrade to 2.7.0 just so I can deploy a fix here, and I'd prefer not to
check the argument list of var every time I use it.
if ("use" %in% names(formals(var)))
var(x, na.rm=TRUE, use="p")
else
var(x, na.rm=TRUE)
-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com]
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
<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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