Re: correlation with nan?

[James Sherman Jr.]

If you're just looking to calculate the correlation coefficient between two variables, couldn't you just do something like:
nan_indices = or(isnan(x), isnan(y));
xhat = x(~nan_indices);
yhat = y(~nan_indices);

correlation_coeff = mean((xhat-mean(xhat)).*(yhat-mean(yhat)))./(std(xhat)*std(yhat));

Hope this helps.

On Thu, May 20, 2010 at 12:39 PM, Stefan Neumann <address@hidden> wrote:

Hi

is there a way to calculate a correlation when the data contains NaN ?

The nan-toolbox does not seem to have this.

THX
Stefan

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