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:[EMAIL PROTECTED]
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
<[EMAIL PROTECTED]> 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:[EMAIL PROTECTED]
>
>
>
> This e-mail, and any attachments hereto, are intended
fo...{{dropped:11}}
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
