[MATRIX-SIG] Much ado about nothingness.

Hoon Yoon - IPT Quant hyoon@nyptsrv1.etsd.ml.com
Tue, 8 Jul 1997 16:23:33 -0400


Hello Prof,

  Well, I think what you just illustrated was difference between
a Physical scientist and Social scientist(if one could call it that).
Whether it's econometrics, taking poles on election, or analyzing
stock trends, we take missing data as a matter of fact. There is no
control over what tests we can perform and data is always full of=20
holes. No experiment or model is really controlled. So, there goes
80% of our time.
  I freely admit that both of you are much more capable with systems=04=04=

and especially at Python; however, when it comes to financial data,
I think I can claim some expertise. And every statistical package
designed for social science have heavy weight on how to deal with
missing data. And I know this is the biggest concerns for financial
modeling, more so than anything else I know. How else would I get to
know all this different missing types? I am an Econ major, who only
took 2 computer classes (but I still think I am right).
  Oh, about our earlier correspondence about Narcisse. I meant to =
purchase
Narcisse package, if license could be purchased. Being a Berkeley =
graduate,
I have great respect for Triple L. I would not presume to just hire one =
on
demand. Besides getting consulting contract around here is HELL! Thanks=20
for the thought, however.
  I still think missing values should be part of the matrix. It
should probably not None, since as you have mentioned that it introduces
additional Python object inside the array. Something little more
elegent would be nice. I guess I could process the info, prior to
putting into the array, but I would much rather deal with a matrix
manipulation.
  Thanks for your thought, I really appreciate your input.

Hoon,

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