195 lines
5.7 KiB
Matlab
195 lines
5.7 KiB
Matlab
function [o,count,SSQ] = sumskipnan(x, DIM, W)
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% SUMSKIPNAN adds all non-NaN values.
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%
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% All NaN's are skipped; NaN's are considered as missing values.
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% SUMSKIPNAN of NaN's only gives O; and the number of valid elements is return.
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% SUMSKIPNAN is also the elementary function for calculating
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% various statistics (e.g. MEAN, STD, VAR, RMS, MEANSQ, SKEWNESS,
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% KURTOSIS, MOMENT, STATISTIC etc.) from data with missing values.
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% SUMSKIPNAN implements the DIMENSION-argument for data with missing values.
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% Also the second output argument return the number of valid elements (not NaNs)
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%
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% Y = sumskipnan(x [,DIM])
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% [Y,N,SSQ] = sumskipnan(x [,DIM])
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% [...] = sumskipnan(x, DIM, W)
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%
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% x input data
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% DIM dimension (default: [])
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% empty DIM sets DIM to first non singleton dimension
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% W weight vector for weighted sum, numel(W) must fit size(x,DIM)
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% Y resulting sum
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% N number of valid (not missing) elements
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% SSQ sum of squares
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%
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% the function FLAG_NANS_OCCURED() returns whether any value in x
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% is a not-a-number (NaN)
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%
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% features:
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% - can deal with NaN's (missing values)
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% - implements dimension argument.
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% - computes weighted sum
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% - compatible with Matlab and Octave
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%
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% see also: FLAG_NANS_OCCURED, SUM, NANSUM, MEAN, STD, VAR, RMS, MEANSQ,
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% SSQ, MOMENT, SKEWNESS, KURTOSIS, SEM
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% This program 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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% This program 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 this program; If not, see <http://www.gnu.org/licenses/>.
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% $Id: sumskipnan.m 9033 2011-11-08 20:58:07Z schloegl $
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% Copyright (C) 2000-2005,2009,2011 by Alois Schloegl <alois.schloegl@gmail.com>
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% Copyright (C) 2014 Dynare Team
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% This function is part of the NaN-toolbox
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% http://pub.ist.ac.at/~schloegl/matlab/NaN/
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global FLAG_NANS_OCCURED;
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if nargin<2
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DIM = [];
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end
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if nargin<3
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W = [];
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end
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% an efficient implementation in C of the following lines
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% could significantly increase performance
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% only one loop and only one check for isnan is needed
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% An MEX-Implementation is available in sumskipnan.cpp
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%
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% Outline of the algorithm:
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% for { k=1,o=0,count=0; k++; k<N}
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% if ~isnan(i(k))
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% { o += x(k);
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% count += 1;
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% tmp = x(k)*x(k)
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% o2 += tmp;
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% o3 += tmp.*tmp;
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% };
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if isempty(DIM)
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DIM = find(size(x)>1,1);
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if isempty(DIM), DIM = 1; end
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end
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if (DIM<1), DIM = 1; end %% Hack, because min([])=0 for FreeMat v3.5
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% non-float data
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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if (isempty(W) && (~(isa(x,'float') || isa(x,'double')))) || ~flag_implicit_skip_nan() %%% skip always NaN's
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if ~isempty(W)
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error('SUMSKIPNAN: weighted sum of integers not supported, yet');
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end
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x = double(x);
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o = sum(x,DIM);
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if nargout>1
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sz = size(x);
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N = sz(DIM);
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sz(DIM) = 1;
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count = repmat(N,sz);
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if nargout>2
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x = x.*x;
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SSQ = sum(x,DIM);
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end
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end
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return
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end
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if (length(size(x))<DIM)
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error('SUMSKIPNAN: DIM argument larger than number of dimensions of x');
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elseif ~isempty(W) && (size(x,DIM)~=numel(W))
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error('SUMSKIPNAN: size of weight vector does not match size(x,DIM)');
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end
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%% mex and oct files expect double
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x = double(x);
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% use Matlab-MEX function when available
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%if 1,
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try
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%% using sumskipnan_mex.mex
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%% !!! hack: FLAG_NANS_OCCURED is an output argument, reserve memory !!!
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if isempty(FLAG_NANS_OCCURED)
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FLAG_NANS_OCCURED = logical(0); % default value
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end
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if (nargout<2)
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o = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W);
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if (~isreal(x))
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io = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W);
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o = o + i*io;
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end
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return
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elseif (nargout==2)
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[o,count] = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W);
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if (~isreal(x))
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[io,icount] = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W);
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if any(count(:)-icount(:))
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error('Number of NaNs differ for REAL and IMAG part');
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else
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o = o+i*io;
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end
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end
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return
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elseif (nargout>=3)
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[o,count,SSQ] = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W);
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if (~isreal(x))
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[io,icount,iSSQ] = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W);
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if any(count(:)-icount(:))
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error('Number of NaNs differ for REAL and IMAG part');
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else
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o = o+i*io;
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SSQ = SSQ+iSSQ;
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end
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end
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return
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end
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end
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if ~isempty(W)
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error('weighted sumskipnan requires sumskipnan_mex');
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end
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% count non-NaN's
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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if nargout>1
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count = sum(x==x,DIM);
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FLAG_NANS_OCCURED = any(count(:)<size(x,DIM));
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end
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% replace NaN's with zero
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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x(x~=x) = 0;
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o = sum(x,DIM);
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if nargout>2
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x = real(x).^2 + imag(x).^2;
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SSQ = sum(x,DIM);
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end
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%!assert(sumskipnan([1,2],1),[1,2])
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%!assert(sumskipnan([1,NaN],2),1)
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%!assert(sumskipnan([1,NaN],2),1)
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%!assert(sumskipnan([nan,1,4,5]),10)
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%!assert(sumskipnan([nan,1,4,5]',1,[3;2;1;0]),6)
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