thanks, appreciate it
On Fri, Mar 8, 2013 at 2:49 PM, arun <[email protected]> wrote: > > > Hi, > If you look at ?cov(), > there are options for 'use': > set.seed(15) > a=array(rnorm(9),dim=c(3,3)) > a[3,2]<- NaN > > cov(a,use="complete.obs") > # [,1] [,2] [,3] > #[1,] 1.2360602 -0.32167789 0.8395953 > #[2,] -0.3216779 0.08371491 -0.2185001 > #[3,] 0.8395953 -0.21850006 0.5702960 > cov(a,use="na.or.complete") > # [,1] [,2] [,3] > #[1,] 1.2360602 -0.32167789 0.8395953 > #[2,] -0.3216779 0.08371491 -0.2185001 > #[3,] 0.8395953 -0.21850006 0.5702960 > cov(a,use="pairwise.complete.obs") > # [,1] [,2] [,3] > #[1,] 1.2570603 -0.32167789 0.7377472 > #[2,] -0.3216779 0.08371491 -0.2185001 > #[3,] 0.7377472 -0.21850006 0.4433438 > A.K. > > > > > ----- Original Message ----- > From: Sachinthaka Abeywardana <[email protected]> > To: "[email protected]" <[email protected]> > Cc: > Sent: Thursday, March 7, 2013 10:36 PM > Subject: [R] getting covariance ignoring NaN missing values > > Hi all, > > I have a matrix that has many NaN values. As soon as one of the columns has > a missing (NaN) value the covariance estimation gets thrown off. > > Is there a robust way to do this? > > Thanks, > Sachin > > a=array(rnorm(9),dim=c(3,3))> a [,1] [,2] [,3] > [1,] -0.79418236 0.7813952 0.855881 > [2,] -1.65347906 -1.9462446 -0.376325 > [3,] -0.03144987 0.6756862 -1.879801> a[3,2]=NANError: object 'NAN' > not found> a[3,2]=NaN> a [,1] [,2] [,3] > [1,] -0.79418236 0.7813952 0.855881 > [2,] -1.65347906 -1.9462446 -0.376325 > [3,] -0.03144987 NaN -1.879801> cov(a) [,1] [,2] > [,3] > [1,] 0.6585217 NA -0.5777408 > [2,] NA NA NA > [3,] -0.5777408 NA 1.8771214 > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
