Why do I get NaN from corrcoef12?

조회 수: 1(최근 30일)
Peter Mills
Peter Mills 2017년 4월 6일
답변: Walter Roberson 2017년 4월 7일
Why does this give me NaN as the result?
load('Varablesuv.mat') %see attached
rho = corrcoef12(invnormcdf(u),invnormcdf(v));
Here is the code for corrcoef12:
function xy = corrcoef(x,y)
%CORRCOEF Correlation coefficients.
% CORRCOEF(X) is a matrix of correlation coefficients formed
% from array X whose each row is an observation, and each
% column is a variable.
% CORRCOEF(X,Y), where X and Y are column vectors is the same as
% CORRCOEF([X Y]).
%
% If C is the covariance matrix, C = COV(X), then CORRCOEF(X) is
% the matrix whose (i,j)'th element is
%
% C(i,j)/SQRT(C(i,i)*C(j,j)).
%
% See also COV, STD.
% J. Little 5-5-86
% Revised 6-9-88 LS 2-13-95 BJ
% Copyright (c) 1984-98 by The MathWorks, Inc.
% $Revision: 5.5 $ $Date: 1997/11/21 23:23:34 $
switch nargin
case 1
c = cov(x);
case 2
c = cov(x,y);
otherwise
error('Not enough input arguments.');
end
d = diag(c);
xy = c./sqrt(d*d');
xy = xy(1,2);
From debugging this I can see that the problem is because: c = cov(x,y); gives NaN's however I'm not clear why cov is giving NaN's?
  댓글 수: 2
Peter Mills
Peter Mills 2017년 4월 7일
Yes thanks that's the the code I'm using for invnormcdf

댓글을 달려면 로그인하십시오.

채택된 답변

Walter Roberson
Walter Roberson 2017년 4월 7일
Your data contains 1.0 values. The invnormcdf formula is x = erfinv(2*p-1)*sqrt(2); which for 1.0 would be erfinv(2*1-1) which is erfinv(1) which is inf. Therefore you would be taking cov() of vectors with infinite values, and that is leading to NaN.

추가 답변(0개)

Community Treasure Hunt

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

Start Hunting!

Translated by