[Rcpp-devel] Correlation in ArmadilloRcpp with missing values (nan)

[Douglas Bates]

You may find it easier to use the Rcpp class NumericMatrix than to use
RcppArmadillo.  Detection of NA's is built in to R and Rcpp classes but not
RcppArmadillo. For each pair of columns, run a loop that checks for NA's at
each position in each column, skips the position if NA's are detected and
otherwise increments the squared sums, cross-product and number of
elements.
On Oct 9, 2012 9:53 AM, "mateusz.kaduk at gmail.com" <mateusz.kaduk at gmail.com>
wrote:

> Hi,
>
> I have written small code in C++ using Armadillo and inline with
> RcppArmadillo package.
> The input is data.marix(X). Some cells might be NAs. Example in R: X =
> matrix(sample(c(rnorm(10*9.9),NA)),ncol=10)
>
> I am calculating conditional correlation on columns of that matrix, just
> picking vectors, so cor(X,Y).
> The problem is that sometimes I might have empty cell in one or both
> vectors, in that case I would like to skip that row, and procede with
> calculating Pearson's correlation on remaining data. I know that there will
> be difference in degrees of freedom, but I have over 100 rows, so skiping
> few shouldnt matter that much.
>
> Basically my question boils down to solving the problem:
> How to find which colvec cells are nan, and remove this index from both X
> and Y colvec, before calculating correlation.
>
> I would be very grateful for help,
>
> Kind regards,
> Mateusz Kaduk
>
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