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Added routine to compute centered marginal moments of order n (possibly with missing observations).

time-shift
Stéphane Adjemian (Charybdis) 2014-05-23 18:10:59 +02:00
parent b2c28530ea
commit 2ee4d62570
1 changed files with 25 additions and 0 deletions
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matlab/utilities/dataset/nanmoments.m Normal file
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function m = nanmoments(data, n)
% Compute centered marginal moments of order n (possibly with missing observations).
% Copyright (C) 2014 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if isanynan(data)
m = transpose(nanmean(bsxfun(@power,nandemean(data),n)));
else
m = transpose(mean(bsxfun(@power,demean(data),n)));
end