Find correlation between two matrices with varying NaN coordinates

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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)

Chad Greene
Chad Greene on 18 May 2015
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

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