From octave-sources-request at bevo dot che dot wisc dot edu  Tue Apr  3 16:50:09 2001
Subject: Missing values and NaN tools
From: "Alois Schloegl" <schloegl at dpmi dot tu-graz dot ac dot at>
To: <octave-sources at bevo dot che dot wisc dot edu>
Date: Tue, 3 Apr 2001 23:50:09 +0200


Looking at the archives, the topic on missing values and NaN's arises
periodically. I have often the same problem, so I thought about it in more
detail and looked for the best solution, also considering the arguments in
the archives. I came to the conclusion that as general rule that NaN's
should be handled as missing values. I've implemented this idea in my latest
"Time Series Analysis toolbox", which now handles data with missing values,
too. You can download it from
http://www-dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/

Conseqently following this rule (NaN iid missing value) leads to
surprisingly simple code and to a very clean and straightforward programs.
I've enclosed examples for the basic functions like MEAN, VAR, STD and
DETREND. You can find them also at
http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/NaN/. Furthermore, it leads
to the consequence that SUM returns always a number; SUM should simply skip
NaN's; in case of NaN's only, SUM should return 0.

Because it is not possible to me to get rid of the built-in function SUM, I
had to rename my version of SUM. I called it SUMSKIPNAN.
For performence reasons, the developers of Matlab, Octave and other Math's
software should implement skipping the NaN's in the built-in SUM.

I hope having provided sufficient arguments that this is the soundest
solution. However, please feel free to comment on this suggestion.


Alois Schloegl
e-mail: a dot schloegl at ieee dot org








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`
end



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Octave is freely available under the terms of the GNU GPL.

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