Correlation coefficient of NaN values
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Is there a function to calculate correlation coeffient of 2 sets of data, which have a few NaN values?
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Accepted Answer
Aakash
on 5 Jul 2023
MATLAB provides a function to calculate the correlation coefficient between two sets of data, even if they contain NaN values. The function you can use is corrcoef.
For Example:
x = [1, 2, 3, NaN, 5];
y = [2, NaN, 4, 5, 6];
% Calculate the correlation coefficient
C = corrcoef(x, y, 'Rows', 'complete');
% Extract the correlation coefficient from the resulting matrix
correlation_coefficient = C(1, 2);
Refer the documentation for more details
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