10 - Statistical Functions with Missing Values

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1 Notes
2 Sum
3 Arithmetic mean
4 Variance
5 Root Mean Square Error (RMSE)

1 Notes

These functions ignore NA values for now. Adjustments for handling NA values are covered in a separate vignette.
R already provides efficient versions of the functions covered here. This is just to illustrate how to use C++ code.

2 Sum

The following function expands the previous sum_cpp() function to handle missing values.

[[cpp4r::register]]
double sum2_cpp(doubles x, bool na_rm = false) {
  int n = x.size();
  double total = 0;
  for (int i = 0; i < n; ++i) {
    if (na_rm && ISNAN(x[i])) {
      continue;
    } else {
      total += x[i];
    }
  }
  return total;
}

Benchmark the functions as in the “Logical Functions” and “Rolling Functions” vignettes.

3 Arithmetic mean

The following function expands the previous mean_cpp() function to handle missing values.

[[cpp4r::register]]
double mean2_cpp(doubles x, bool na_rm = false) {
  int n = x.size();
  int m = 0;
  
  for (int i = 0; i < n; ++i) {
    if (na_rm && ISNAN(x[i])) {
      continue;
    } else {
      ++m;
    }
  }

  if (m == 0) {
    return NA_REAL;
  }

  double total = 0;
  for (int i = 0; i < n; ++i) {
    if (na_rm && ISNAN(x[i])) {
      continue;
    } else {
      total += x[i];
    }
  }

  return total / m;
}

Benchmark the functions as in the “Logical Functions” and “Rolling Functions” vignettes.

4 Variance

The following function expands the previous var_cpp() function to handle missing values.

[[cpp4r::register]]
double var2_cpp(doubles x, bool na_rm = false) {
  int n = x.size();
  int m = 0;
  double total = 0, sq_total = 0;

  for (int i = 0; i < n; ++i) {
    if (na_rm && ISNAN(x[i])) {
      continue;
    } else {
      ++m;
      total += x[i];
      sq_total += pow(x[i], 2);
    }
  }

  if (m <= 1) {
    return NA_REAL;
  }

  return (sq_total - total * total / m) / (m - 1);
}

Benchmark the functions as in the “Logical Functions” and “Rolling Functions” vignettes.

5 Root Mean Square Error (RMSE)

The following function expands the previous rmse_cpp() function to handle missing values.

[[cpp4r::register]]
double rmse2_cpp(doubles x, double x0, bool na_rm = false) {
  int n = x.size();
  int m = 0;
  double total = 0;

  for (int i = 0; i < n; ++i) {
    if (na_rm && ISNAN(x[i])) {
      continue;
    } else {
      ++m;
      total += pow(x[i] - x0, 2);
    }
  }

  if (m == 0) {
    return NA_REAL;
  }

  return sqrt(total / m);
}

Benchmark the functions as in the “Logical Functions” and “Rolling Functions” vignettes.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.