[Rd] Using option na.rm=True in function SD does not work for matrix with complete columns of NAs (PR#11364)

From: <m.tschiedel_at_innovest.at>
Date: Fri, 02 May 2008 13:00:17 +0200 (CEST)

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

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Martin Tschiedel
Senior Investment Manager A Siemens Company=09

INNOVEST Kapitalanlage AG
Email: m.tschiedel_at_innovest.at

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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat 03 May 2008 - 17:37:54 GMT