EDITED: Variance when only one observation is not NaN

Question

Mia Dier 2021-1-12

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/714698-edited-variance-when-only-one-observation-is-not-nan

编辑： Matt J 2021-1-12

EDITED: I think my problem was not clear from the previous example. So, I added a new one below here:

I am trying to calculate a moving variance of the max last 5 years of observations. If remove 'omitnan' then I get NaN for pastvarofA for all the next 5 observations that follows NaN and I don't want that.

I get 0 if there is an observation that is non NaN in the sample that the variance is calculated. But I want to get NaN when that is the case.

A=[4;NaN;5;5;6;8;9];
pastvarofA=NaN(7,1);
for i=2:5
    for k=i+1:7
        varofA(k,1)=var(A(k-i:k-1), 'omitnan');
    end
end

What I want to get is something like this:

pastvarofA

NaN

Var of 4 and NaN=NaN

Var of 4, NaN and 5= Var of 4 and 5

Var of 4, NaN, 5 and 5= Var of 4, 5 and 5

Var of 4, NaN, 5, 5 and 6 = Var of 4, 5, 5 and 6

Var of NaN, 5, 5, 6 and 8 = Var of 5, 5, 6 and 8

But what I get is this:

parvarA:

NaN

Var of 4 and NaN= 0

Var of 4, NaN and 5= Var of 4 and 5

Var of 4, NaN, 5 and 5= Var of 4, 5 and 5

Var of 4, NaN, 5, 5 and 6 = Var of 4, 5, 5 and 6

Var of NaN, 5, 5, 6 and 8 = Var of 5, 5, 6 and 8

2 个评论
显示无隐藏无

Ive J 2021-1-12

If so, why are you using omitnan then?!

Mia Dier 2021-1-12

It was probably not clear from previous example why removing 'omitnan' didn't solve the problem. I added a new example above and I hope that the problem is clear now!

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Matt J 2021-1-12

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/714698-edited-variance-when-only-one-observation-is-not-nan#answer_596048

编辑：Matt J 2021-1-12

在 MATLAB Online 中打开

A=[1;2;3;NaN;5;5;6];
varofA  = movvar(A,2,'Endpoints','discard')
varofA = 6×1
    0.5000
    0.5000
       NaN
       NaN
         0
    0.5000
●

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Matt J 2021-1-12

编辑：Matt J 2021-1-12

在 MATLAB Online 中打开

For your new example,

A=[4;NaN;5;5;6;8;9];
pastvarofA=movvar(A,[4,0],'omitnan');
pastvarofA=[nan;pastvarofA(1:end-1)]
pastvarofA = 7×1
       NaN
         0
         0
    0.5000
    0.3333
    0.6667
    2.0000
●

请先登录，再进行评论。

Answer 2

Catalytic 2021-1-12

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/714698-edited-variance-when-only-one-observation-is-not-nan#answer_596033

Omit 'omitnan'

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Mia Dier 2021-1-12

It was probably not clear from previous example why removing 'omitnan' didn't solve the problem. I added a new example above and I hope that the problem is clear now!

请先登录，再进行评论。