lør, 07 03 2009 kl. 20:48 +0100, skrev Jaroslav Hajek: > Thinking about functions using more advanced matrix operations, > however, I'm less sure. "cov" is a good instance. > How does one calculate a NA-skipping cov? Does it mean not being able > to use standard matrix functions? > Can it be done by just replacing NAs with zeros (I'm not sure now)? If > we can't use BLAS, that would mean a significant penalty.
Hmm, yeah, I guess that's not trivial. This can also quickly get religious in the sense that several covariance estimators exists, and I'm guessing that they would need different treatment to handle NA's. I guess the easiest solution is just to copy whatever R does :-) Søren ------------------------------------------------------------------------------ Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA -OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise -Strategies to boost innovation and cut costs with open source participation -Receive a $600 discount off the registration fee with the source code: SFAD http://p.sf.net/sfu/XcvMzF8H _______________________________________________ Octave-dev mailing list Octave-dev@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/octave-dev
