Skipping NA's in statistical functions?

[Søren Hauberg]

Hi All

Recently, there has been some discussion about how to treat NaN's in
'mean'. The thread somehow wandered of to the Octave-Forge list.

The core of the problem is that people interpret NaN differently. Some
people think that NaN is a way to show that something went wrong in a
calculation, whereas others believe NaN's indicate missing values. I
think it's fair to say that both opinions are true, and if we were
Matlab users the discussion would end here.

However, Octave supports the special case of NaN called NA (Not
Available), so we can actually cope with both interpretations of NaN.
At the moment we, however, do not do this. We have NA, but we don't
really support it in any functions. The questions is: should we?

For the basic statistical functions ('mean', 'std', ...) this boils down
to making 'sum' and 'sumsq' skip NA's. For more complicated functions,
e.g. 'cov', some more work is required. In the thread at the
Octave-Forge list, Jaroslav and myself proposed an implementation of
'cov' that optionally allows NA skipping. The implementation is
compatible with Matlab, and follows the same strategy as R.

The point is that it seems like we should be able to support NA's in
more functions if we wish. The question is: do we want to?

Soren