nan as output of partial correlation analysis

I'm running a partial correlation analysis on series of data.
How should I interpret a RHO=NaN?
Is there enything wrong or NaN is one of the possible results?
It occurs just for certain data sets.

Answers (1)

X = rand(100,2);
X(10) = NaN;
partialcorr(X)
You have NaNs in your data.
partialcorr(X,'rows','pairwise')
"A 'pairwise' value for the rows parameter can produce a RHO that is not positive definite. A 'complete' value always produces a positive definite RHO, but when data is missing, the estimates will be based on fewer observations, in general."

Categories

Asked:

on 23 Aug 2011

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!