Correlation coefficent for vectors (of unequal lengths).
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I have two separate vectors (A and B) which I want to caculate '[r,p] = corrcoef(A,B)' for. They are the same length but both contain 'NaN' so I can't use corrcoef. Both vectors follow a time series so I can't remove the nans separately in each vector as the rows of data will then be out of sequence.
Is there a way of removing an entire row in both A and B if one of them contains a nan on a particular row so that they remain in synch with each other?
If not is there another method I can use?
Daniel Shub on 25 Jul 2013
Edited: Daniel Shub on 25 Jul 2013
First make some dummy data
A = 1:10;
A(2) = nan;
B = 1:10;
Then combine the arrays into a matrix so it is easy to work with
C = [A; B];
Then only keep columns for which not any of the rows are nan
D = C(:, ~any(isnan(C)))
Finally split the matrix into two new arrays
Aprime = D(1, :);
Bprime = D(2, :);