dynare/matlab/missing/stats/nanmean.m

69 lines
2.0 KiB
Matlab

function y = nanmean(x, dim)
% Returns the mean of a matrix with some NaNs.
%
% INPUTS
% - x [double] m*n matrix
% - dim [integer] scalar, dimension along which the mean has to be computed.
%
% OUTPUTS
% - y [double] 1*n vector (if dim=1) or m*1 vector (if dim=2).
%
% REMARKS
% (1) Default value for dim is the first non singleton dimension.
% (2) Works with vector and matrices, not implemented for arrays with more
% than two dimensions.
% Copyright © 2011-2018 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 <https://www.gnu.org/licenses/>.
if nargin<2
% By default dim is the first non singleton dimension
nonsingletondims = find(find(size(x)>1));
if ~isempty(nonsingletondims)
dim = nonsingletondims(1);
else
dim = NaN;
end
end
switch ndims(x)
case 1
if isnan(dim)
y = x;
else
y = mean(x(find(~isnan(x))), dim);
end
case 2
if isnan(dim)
y = x;
else
if isequal(dim, 1)
y = NaN(1, size(x, 2));
for i = 1:size(x, 2)
y(i) = mean(x(find(~isnan(x(:,i))),i));
end
else
y = NaN(size(x, 1), 1);
for i = 1:size(x, 1)
y(i) = mean(x(i, find(~isnan(x(i,:)))));
end
end
end
otherwise
error('This function is not implemented for arrays with dimension greater than two!')
end