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nancorr

version 1.0.0 (1.68 KB) by Oleksandr Frei
Calculates Pearson correlation allowing for nan values.

77 Downloads

Updated 20 Jun 2019

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nancorr(A, B) is equivalent to matlab's corr(A, B, 'Rows', 'pairwise'), except nancorr routine is orders of magnitude faster on large matrices.

nancorr also returns t-statistics:
[coef, t] = nancorr(A, B); zmat = t;

These can be converted to p-values as follows:
[coef, t, n] = NANCORR(A, B);
pval = tcdf(-abs(t), n - 2)

Cite As

Oleksandr Frei (2021). nancorr (https://www.mathworks.com/matlabcentral/fileexchange/71893-nancorr), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2019a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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