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nanmin - Minimum ignoring NaNs

Syntax

m = nanmin(X)
[m,ndx] = nanmin(X)
m = nanmin(X,Y)
[m,ndx] = nanmin(X,[],DIM)

Arguments

X

Financial times series object.

Y

Financial times series object or scalar.

DIM

Dimension along which the operation is conducted.

Description

nanmin for financial times series objects is based on the Statistics Toolbox function nanmin. See nanmin in the Statistics Toolbox documentation.

m = nanmin(X) returns the minimum of a financial time series object X with NaNs treated as missing. m is the smallest non-NaN element in X.

[m,ndx] = nanmin(X) returns the indices of the minimum values in X. If the values along the first nonsingleton dimension contain multiple elements, the index of the first one is returned.

m = nanmin(X,Y) returns an array the same size as X and Y with the smallest elements taken from X or Y. Only Y can be a scalar double.

[m,ndx] = nanmin(X, [], DIM) operates along the dimension DIM.

Examples

To compute nanmin for the following dates:

dates = {'01-Jan-2007';'02-Jan-2007';'03-Jan-2007'};
f = fints(dates, magic(3));
f.series1(1) = nan;
f.series2(3) = nan;
f.series3(2) = nan;

[nmin, minidx] = nanmin(f)
nmin =
     3     1     2
minidx =
     2     1     3

See Also

mean, nanmax, nanstd, nanvar

  


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