[Rd] NAs and weighted.mean

From: McGehee, Robert <Robert.McGehee_at_geodecapital.com>
Date: Wed, 23 Jun 2010 19:38:44 -0400


R-developers,
In version R 2.11.0, weighted.mean was changed such that:
> weighted.mean(NA, na.rm=TRUE)

[1] 0

rather than NaN as in previous versions of R. I see a note in the NEWS file indicates that weighted.mean was changed "so an infinite value with zero weight does not force an NaN result."

In case the side effect of returning 0 rather than NaN in this case was unintentional, I'd like to propose that this case be reverted such that weighted.mean(NA, na.rm=TRUE) returns a NaN to be consistent with the mean function. Otherwise perhaps a note should be added in the documentation explaining this inconsistent behavior.

I believe this patch should fix the problem while preserving the behavior in the NEWS file:
- w <- w/sum(w)
- sum((x*w)[w != 0])
+ sum((x*w)[w != 0])/sum(w)

Here's the full note from the NEWS file.

    o	The default method of weighted.mean(x, w) coerces 'w' to be
	numeric (aka double); previously only integer weights were
	coerced.  Zero weights are handled specially so an infinite
	value with zero weight does not force an NaN result.


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

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