correlation coefficients for a matrix that includes NaNs

1 次查看（过去 30 天）
Heidi Hirsh
Heidi Hirsh 2019-9-20
回答： David Hill 2019-9-20
I am trying to determine correlation coefficients and p values for different parameters of timeseries data. I have a matrix of five variables (each variable is a column and rows are times). I don't have data for every parameters at every timestamp so there are NaNs during the no value periods. Is there a function that will determine correlation coefficients for a dataset that includes NaNs? Right now I am using corrcoef and it gives me matrices for the pvalues and coefficients that are all 5 by 5 and filled with all NaNs. Any ideas?
Right now I am doing this: [R, P] = corrcoef(PK6mab) using the matrix in the mat file attached

请先登录，再回答此问题。

采纳的回答

David Hill
David Hill 2019-9-20
[R,P]=corrcoef(rmmissing(PK6mab));
If you can tolerate deleting the entire rows of any missed data.

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Correlation and Convolution 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by