[Noob] Blank data -> NaN
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I'm trying to use matlab to get a porfolio optimization.
I import excel data of a bunch of investment funds, but where some funds have over 60 trimesters of data, some have only 20. When matlab imports the data, it fills the blank spaces with NaN and doesn't run portopt because it has NaN values.
How can I solve this?
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Ken Atwell
2015년 3월 8일
I'm not familiar with portopt, so this will be general advise:
You can de-NaN a vector of numbers with logical index:
>> t = [1 nan 2 nan 3 nan]
t =
1 NaN 2 NaN 3 NaN
>> t = t(~isnan(t))
t =
1 2 3
The second statement, "in English", is: "Replace t with a new vector that contains only those elements in t that are non-NaN."
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