Correlation nans

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Mate 2u
Mate 2u 2012-6-1
Hi all,
I have a very large matrix of 1's, -1's and 0's. When I do corrcoef sometimes I get nans. Is there a way I can avoid getting nans?

回答(1 个)

Oleg Komarov
Oleg Komarov 2012-6-1
0/0
ans =
NaN
Since corr(A, B) = cov(A,B)/(std(A) *std(B)) when you have that the two segments are all zeros, then you will get NaN.
You cannot avoid it but you can decide that the NaN is informative in that case.

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