25 lines
948 B
Matlab
25 lines
948 B
Matlab
function m = nanmoments(data, n)
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% Compute centered marginal moments of order n (possibly with missing observations).
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% Copyright © 2014 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 <https://www.gnu.org/licenses/>.
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if isanynan(data)
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m = transpose(nanmean(bsxfun(@power,nandemean(data),n)));
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else
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m = transpose(mean(bsxfun(@power,demean(data),n)));
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end |