nan as output of partial correlation analysis

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Ilaria Sani
Ilaria Sani 2011-8-23
I'm running a partial correlation analysis on series of data.
How should I interpret a RHO=NaN?
Is there enything wrong or NaN is one of the possible results?
It occurs just for certain data sets.

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回答（1 个）

Oleg Komarov
Oleg Komarov 2011-8-23
X = rand(100,2);
X(10) = NaN;
partialcorr(X)
You have NaNs in your data.
partialcorr(X,'rows','pairwise')
"A 'pairwise' value for the rows parameter can produce a RHO that is not positive definite. A 'complete' value always produces a positive definite RHO, but when data is missing, the estimates will be based on fewer observations, in general."

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