dynare/matlab/missing/corrcoef/sumskipnan.m

function [o,count,SSQ] = sumskipnan(x, DIM, W)
% SUMSKIPNAN adds all non-NaN values.
%
% All NaN's are skipped; NaN's are considered as missing values.
% SUMSKIPNAN of NaN's only  gives O; and the number of valid elements is return.
% SUMSKIPNAN is also the elementary function for calculating
% various statistics (e.g. MEAN, STD, VAR, RMS, MEANSQ, SKEWNESS,
% KURTOSIS, MOMENT, STATISTIC etc.) from data with missing values.
% SUMSKIPNAN implements the DIMENSION-argument for data with missing values.
% Also the second output argument return the number of valid elements (not NaNs)
%
% Y = sumskipnan(x [,DIM])
% [Y,N,SSQ] = sumskipnan(x [,DIM])
% [...] = sumskipnan(x, DIM, W)
%
% x     input data
% DIM   dimension (default: [])
%       empty DIM sets DIM to first non singleton dimension
% W     weight vector for weighted sum, numel(W) must fit size(x,DIM)
% Y     resulting sum
% N     number of valid (not missing) elements
% SSQ   sum of squares
%
% the function FLAG_NANS_OCCURED() returns whether any value in x
%  is a not-a-number (NaN)
%
% features:
% - can deal with NaN's (missing values)
% - implements dimension argument.
% - computes weighted sum
% - compatible with Matlab and Octave
%
% see also: FLAG_NANS_OCCURED, SUM, NANSUM, MEAN, STD, VAR, RMS, MEANSQ,
%      SSQ, MOMENT, SKEWNESS, KURTOSIS, SEM


%    This program 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.
%
%    This program 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 this program; If not, see <http://www.gnu.org/licenses/>.

%       $Id: sumskipnan.m 9033 2011-11-08 20:58:07Z schloegl $
%
%       Copyright (C) 2000-2005,2009,2011 by Alois Schloegl <alois.schloegl@gmail.com>
%       Copyright (C) 2014-2017 Dynare Team
%       This function is part of the NaN-toolbox
%       http://pub.ist.ac.at/~schloegl/matlab/NaN/


global FLAG_NANS_OCCURED;

if nargin<2
    DIM = [];
end
if nargin<3
    W = [];
end

% an efficient implementation in C of the following lines
% could significantly increase performance
% only one loop and only one check for isnan is needed
% An MEX-Implementation is available in sumskipnan.cpp
%
% Outline of the algorithm:
% for { k=1,o=0,count=0; k++; k<N}
%   if ~isnan(i(k))
%   {   o     += x(k);
%               count += 1;
%               tmp    = x(k)*x(k)
%               o2    += tmp;
%               o3    += tmp.*tmp;
%       };

if isempty(DIM)
    DIM = find(size(x)>1,1);
    if isempty(DIM), DIM = 1; end
end
if (DIM<1), DIM = 1; end %% Hack, because min([])=0 for FreeMat v3.5

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% non-float data
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if  (isempty(W) && (~(isa(x,'float') || isa(x,'double')))) || ~flag_implicit_skip_nan() %%% skip always NaN's
    if ~isempty(W)
        error('SUMSKIPNAN: weighted sum of integers not supported, yet');
    end
    x = double(x);
    o = sum(x,DIM);
    if nargout>1
        sz = size(x);
        N  = sz(DIM);
        sz(DIM) = 1;
        count = repmat(N,sz);
        if nargout>2
            x = x.*x;
            SSQ = sum(x,DIM);
        end
    end
    return
end

if (length(size(x))<DIM)
    error('SUMSKIPNAN: DIM argument larger than number of dimensions of x');
elseif ~isempty(W) && (size(x,DIM)~=numel(W))
    error('SUMSKIPNAN: size of weight vector does not match size(x,DIM)');
end

%% mex and oct files expect double
x = double(x);

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% use Matlab-MEX function when available
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%if 1,
try

    %% using sumskipnan_mex.mex

    %% !!! hack: FLAG_NANS_OCCURED is an output argument, reserve memory !!!
    if isempty(FLAG_NANS_OCCURED)
        FLAG_NANS_OCCURED = logical(0);  % default value
    end

    if (nargout<2)
        o = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W);
        if (~isreal(x))
            io = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W);
            o  = o + i*io;
        end
        return
    elseif (nargout==2)
        [o,count] = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W);
        if (~isreal(x))
            [io,icount] = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W);
            if any(count(:)-icount(:))
                error('Number of NaNs differ for REAL and IMAG part');
            else
                o  = o+i*io;
            end
        end
        return
    elseif (nargout>=3)
        [o,count,SSQ] = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W);
        if (~isreal(x))
            [io,icount,iSSQ] = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W);
            if any(count(:)-icount(:))
                error('Number of NaNs differ for REAL and IMAG part');
            else
                o  = o+i*io;
                SSQ = SSQ+iSSQ;
            end
        end
        return
    end
end

if ~isempty(W)
    error('weighted sumskipnan requires sumskipnan_mex');
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% count non-NaN's
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if nargout>1
    count = sum(x==x,DIM);
    FLAG_NANS_OCCURED = any(count(:)<size(x,DIM));
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% replace NaN's with zero
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
x(x~=x) = 0;
o = sum(x,DIM);

if nargout>2
    x = real(x).^2 + imag(x).^2;
    SSQ = sum(x,DIM);
end

%!assert(sumskipnan([1,2],1),[1,2])
%!assert(sumskipnan([1,NaN],2),1)
%!assert(sumskipnan([1,NaN],2),1)
%!assert(sumskipnan([nan,1,4,5]),10)
%!assert(sumskipnan([nan,1,4,5]',1,[3;2;1;0]),6)