Correlation coefficient of NaN values

Is there a function to calculate correlation coeffient of 2 sets of data, which have a few NaN values?

Answer 1

[Aakash]

MATLAB provides a function to calculate the correlation coefficient between two sets of data, even if they contain NaN values. The function you can use is corrcoef.

For Example:

x = [1, 2, 3, NaN, 5];

y = [2, NaN, 4, 5, 6];

% Calculate the correlation coefficient

C = corrcoef(x, y, 'Rows', 'complete');

% Extract the correlation coefficient from the resulting matrix

correlation_coefficient = C(1, 2);

Refer the documentation for more details

Answer 2

[Abhinav]

Please refer to the following Doc on corrcoef, should help you.