[Noob] Blank data -> NaN

I'm trying to use matlab to get a porfolio optimization.

I import excel data of a bunch of investment funds, but where some funds have over 60 trimesters of data, some have only 20. When matlab imports the data, it fills the blank spaces with NaN and doesn't run portopt because it has NaN values.

How can I solve this?

Answer 1

[Ken Atwell]

I'm not familiar with portopt, so this will be general advise:

You can de-NaN a vector of numbers with logical index:

 >> t = [1 nan 2 nan 3 nan]

 t =
     1   NaN     2   NaN     3   NaN

 >> t = t(~isnan(t))

 t =

     1     2     3

The second statement, "in English", is: "Replace t with a new vector that contains only those elements in t that are non-NaN."

[Marcel Mariano]

Hi

The command turned a Numeric Matrix into a Column. The original problem I'm facing is in the image.

But thanks for the tip. I'll try to adapt it somehow.