As far as I'm aware, the nanmean function has never been part of MATLAB but has been part of Statistics and Machine Learning Toolbox. Note that as of release R2015a for regular numeric arrays you can specify a flag in the mean function to omit or include NaNs in the computation instead of calling nanmean.
However, in this particular scenario the 'omitnan' and 'includenan' flags in mean probably won't help you, because from the error I suspect that ictal.nanvol is an array of fints objects. If I'm correct, that nanmean call will not try to call the nanmean function in Statistics and Machine Learning Toolbox but will try to call the nanmean method for fints objects in Financial Toolbox instead.
