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)
Oleksandr Frei (2021). nancorr (https://www.mathworks.com/matlabcentral/fileexchange/71893-nancorr), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!