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As noted in JuliaLang/julia#9363 (comment), that vector already exists as a BitArray. I guess some tests should be done to see whether the performance cost of BitArray over a plain array of boolean or integer is significant.
I don't really think this package is the appropriate place to handle this problem, unless what we mean is that downstream functions should support frequency weights embedded as a column in a DataFrame (which I do think we should do).
Just making sure this is on file in discussions here. http://wizardmac.tumblr.com/post/104019606584/whats-wrong-with-statistics-in-julia-a-reply "...the current NA and proposed Nullable approaches to missing values are a weak foundation that I would be hesitant to build upon."
The idea is you accompany the data vector with a frequency weight vector. A weight of 0 represents that the value is missing.
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