Covariances.MissingValueMethod Property

CovariancesMissingValueMethod Property

Sets the method used to exclude missing values in x from the computations.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public int MissingValueMethod { get; set; }

Public Property MissingValueMethod As Integer
	Get
	Set

public:
property int MissingValueMethod {
	int get ();
	void set (int value);
}

member MissingValueMethod : int with get, set

Type: Int32
An int scalar indicating the method to use.

Remarks

The methods are as follows:

MissingValueMethod	Action
0	The exclusion is listwise, default. (The entire row of x is excluded if any of the values of the row is equal to the missing value code.)
1	Raw crossproducts are computed from all valid pairs and means, and variances are computed from all valid data on the individual variables. Corrected crossproducts, covariances, and correlations are computed using these quantities.
2	Raw crossproducts, means, and variances are computed as in the case of MissingValueMethod = 1. However, corrected crossproducts and covariances are computed only from the valid pairs of data. Correlations are computed using these covariances and the variances from all valid data.
3	Raw crossproducts, means, variances, and covariances are computed as in the case of MissingValueMethod = 2. Correlations are computed using these covariances, but the variances used are computed from the valid pairs of data.

Double.NaN is interpreted as the missing value code.