Added nanmean method.

src/@dseries/nanmean.m

+function m = nanmean(o) % --*-- Unitary tests --*--
+
+% Returns the mean of the variables in a @dseries object o.
+%
+% INPUTS
+%  o o             dseries object [mandatory].
+%  o geometric     logical [default is false], if true returns the geometric mean.
+%
+% OUTPUTS
+%  o m             1*vobs(o) vector of doubles.
+
+% Copyright (C) 2019 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare 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.
+%
+% Dynare 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 Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+m = nanmean(o.data);
+
+%@test:1
+%$ % Define a dataset.
+%$ A = repmat([1.005, 1.05], 10, 1);
+%$ A(3,1) = NaN;
+%$ A(5,2) = NaN;
+%$
+%$ % Instantiate a time series object and compute the mean.
+%$ try
+%$    ts = dseries(A);
+%$    m = nanmean(ts);
+%$    t(1) = 1;
+%$ catch
+%$    t = 0;
+%$ end
+%$
+%$ if t(1)
+%$    t(2) = dassert(isequal(size(m),[1, 2]), true);
+%$    t(3) = dassert(m, [1.005, 1.05]);
+%$ end
+%$ T = all(t);
+%@eof:1
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src/initialize_dseries_class.m

@@ -106,6 +106,10 @@ if ~exist('OCTAVE_VERSION') && ~exist('strjoin','file')
     p{end+1} = 'utilities/missing/strjoin';
 end
 
+if ~exist('nanmean','file')
+    p{end+1} = 'utilities/missing/nanmean';
+end
+
 % Set path
 P = cellfun(@(c)[dseries_src_root c], p, 'uni', false);
 addpath(P{:});

src/utilities/missing/nanmean/nanmean.m

+function y = nanmean(x, dim)
+
+% Returns the mean of a matrix with some NaNs.
+%
+% INPUTS
+% - x      [double]    m*n matrix
+% - dim    [integer]   scalar, dimension along which the mean has to be computed.
+%
+% OUTPUTS
+% - y      [double]    1*n vector (if dim=1) or m*1 vector (if dim=2).
+%
+% REMARKS
+% (1) Default value for dim is the first non singleton dimension.
+% (2) Works with vector and matrices, not implemented for arrays with more
+% than two dimensions.
+
+% Copyright (C) 2011-2019 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare 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.
+%
+% Dynare 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 Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+if nargin<2
+    % By default dim is the first non singleton dimension
+    nonsingletondims = find(find(size(x)>1));
+    if ~isempty(nonsingletondims)
+        dim = nonsingletondims(1);
+    else
+        dim = NaN;
+    end
+end
+
+switch ndims(x)
+  case 1
+    if isnan(dim)
+        y = x;
+    else
+        y = mean(x(find(~isnan(x))), dim);
+    end
+  case 2
+    if isnan(dim)
+        y = x;
+    else
+        if isequal(dim, 1)
+            y = NaN(1, size(x, 2));
+            for i = 1:size(x, 2)
+                y(i) = mean(x(find(~isnan(x(:,i))),i));
+            end
+        else
+            y = NaN(size(x, 1), 1);
+            for i = 1:size(x, 1)
+                y(i) = mean(x(i, find(~isnan(x(i,:)))));
+            end
+        end
+    end
+  otherwise
+    error('This function is not implemented for arrays with dimension greater than two!')
+end
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