Fast conversion from Matrix{Union{Missing, Float64}} to Sparse

this looks a bit suspicious?
Also, the functions need to return a non-Union type.

Another method to consider:

using MappedArrays

sparsenonmissing4(A::AbstractMatrix) = 
  sparse(mappedarray(x->coalesce(x, zero(nonmissingtype(eltype(A)))), A))

As the saying goes: why not make it a one-liner? :wink:

This is faster than sparsenonmissing3.

Tiny issue: if the original matrix contains both zeroes and missings, then the resulting matrix will make them both structural zeroes in the sparse matrix.