Find correlation between two matrices with varying NaN coordinates

Hello. I have global two matrices, A and B
They are both the same dimensions, but A has NaN's in some places that B does not. When I use corrcoef, it returns NaN's, even though the values within A and B are not identical. Is it returning NaN because the varying coordinates of NaN values within each matrix?
Does anyone know what I'm doing wrong in this case?
Thanks,
Melissa

Answers (1)

Indeed,
A = [1 2 3 4 5 6 7];
B = [1 2 2 4 5 6 NaN];
corrcoef(A,B)
ans =
1 NaN
NaN NaN
But if you consider only non-NaN data:
% indices of non-nan data:
realz = isfinite(A) & isfinite(B);
% correlation coefficient of non-nan data:
corrcoef(A(realz),B(realz))
ans =
1.0000 0.9786
0.9786 1.0000

Asked:

on 18 May 2015

Answered:

on 18 May 2015

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