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."
