[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
m.tschiedel at innovest.at
Fri May 2 13:00:17 CEST 2008
Dear R-developers,
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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.
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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
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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
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attached base packages:
[1] stats graphics grDevices utils datasets methods base =20
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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.
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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,
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Martin
--=20
Martin Tschiedel
Senior Investment Manager A Siemens Company=09
INNOVEST Kapitalanlage AG
Email: m.tschiedel at innovest.at
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