Many of the routines in the IMSL STAT LIBRARY allow the data to contain missing values. These routines recognize as a missing value the special value referred to as ‘not a number,’ or NaN. The actual value is different on different computers, but it can be obtained by reference to the IMSL routines AMACH or DMACH, described in the Machine-Dependent Constants section of the Reference Material. In routines that allow missing values, two common arguments are NMISS and NRMISS. The definitions of these arguments vary somewhat depending on the specific routine. However, in a data structure where the rows represent observations and the columns represent variables, NRMISS is the number of rows containing missing values and NMISS is the total number of missing values.

The way that missing values are treated depends on the individual routine, and is described in the documentation for the routine.