62 lines
1.7 KiB
Matlab
62 lines
1.7 KiB
Matlab
function y = nanmean(x)
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% Computes the mean of each column of a matrix with some NaNs.
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%@info:
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%! @deftypefn {Function File} {@var{y} =} nanmean (@var{x})
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%! @anchor{nanmean}
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%! @sp 1
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%! Computes the mean of each column of a matrix with some NaNs.
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%! @sp 2
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%! @strong{Inputs}
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%! @table @ @var
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%! @item x
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%! Matlab matrix (T-by-N).
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @table @ @var
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%! @item y
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%! Matlab vector (1-by-N), the mean.
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%! @end table
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 1
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%! @ref{compute_cova}, @ref{compute_acov}, @ref{compute_std}, @ref{nandemean}
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%! @sp 2
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%! @strong{This function calls:}
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%! @sp 1
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%! @ref{ndim}
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%!
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2011 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
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switch ndim(x)
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case 1
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y = mean(x(find(~isnan(x))));
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case 2
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y = NaN(1,size(x,2));
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for i = 1:size(x,2)
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y(i) = mean(x(find(~isnan(x(:,i))),i));
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end
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otherwise
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error('descriptive_statistics::nanmean:: This function is not implemented for arrays with dimension greater than two!')
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end |