How to ignore NaN values in the CORR Function?

Hi Guys,

My problem is the opposite of the other problems reported here between NAN values in CORR function.

If I have a matrix A = [1;2;3;4] and a matrix B = [3;5;7;8], the correlation corr(A,B) is 0.9898.Ok for that.

But, If there is a NaN value in B, such as: B = [3;5;7;NaN], the correlation corr(A,B) will be NaN instead of 1.0000 (that is the correlation of the not NaN values of A (1;2;3) and B(3;5;7).

What can I do to make it calculate the corr function ignoring this NaN values making it give me answers different of "NaN"?

Answer 1

[Star Strider]

Use the 'rows','complete' name-value pair to ignore rows with NaN values:

A = [1;2;3;4]
B = [3;5;7;NaN];

R = corr(A,B, 'rows','complete')

R =
     1.0000