On Sat, Mar 7, 2009 at 9:24 PM, Søren Hauberg <so...@hauberg.org> wrote: > 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 > >
My vague impression is that R has the NA skipping optional. Can anyone confirm? -- RNDr. Jaroslav Hajek computing expert & GNU Octave developer Aeronautical Research and Test Institute (VZLU) Prague, Czech Republic url: www.highegg.matfyz.cz ------------------------------------------------------------------------------ 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
