[Rd] var/sd and NAs in R2.7.0
Robert.McGehee at geodecapital.com
Fri May 16 17:19:49 CEST 2008
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")
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com]
Sent: Friday, May 16, 2008 11:03 AM
To: McGehee, Robert
Subject: Re: [Rd] var/sd and NAs in R2.7.0
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
> have changed in the presence NAs (this wasn't explicit in the NEWS
> though I see it probably has to do with the change for cor/cov).
> 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
> 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.
>> var(c(NA, NA, NA), na.rm=TRUE) # R2.6.2
>  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
> 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
> just because I'm missing stock returns for one company.
> 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
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