MATLAB Answers

EDITED: Variance when only one observation is not NaN

조회 수: 46(최근 30일)
Mia Dier
Mia Dier 12 Jan 2021
편집: Matt J 12 Jan 2021
EDITED: I think my problem was not clear from the previous example. So, I added a new one below here:
I am trying to calculate a moving variance of the max last 5 years of observations. If remove 'omitnan' then I get NaN for pastvarofA for all the next 5 observations that follows NaN and I don't want that.
I get 0 if there is an observation that is non NaN in the sample that the variance is calculated. But I want to get NaN when that is the case.
A=[4;NaN;5;5;6;8;9];
pastvarofA=NaN(7,1);
for i=2:5
for k=i+1:7
varofA(k,1)=var(A(k-i:k-1), 'omitnan');
end
end
What I want to get is something like this:
pastvarofA
NaN
NaN
Var of 4 and NaN=NaN
Var of 4, NaN and 5= Var of 4 and 5
Var of 4, NaN, 5 and 5= Var of 4, 5 and 5
Var of 4, NaN, 5, 5 and 6 = Var of 4, 5, 5 and 6
Var of NaN, 5, 5, 6 and 8 = Var of 5, 5, 6 and 8
But what I get is this:
parvarA:
NaN
NaN
Var of 4 and NaN= 0
Var of 4, NaN and 5= Var of 4 and 5
Var of 4, NaN, 5 and 5= Var of 4, 5 and 5
Var of 4, NaN, 5, 5 and 6 = Var of 4, 5, 5 and 6
Var of NaN, 5, 5, 6 and 8 = Var of 5, 5, 6 and 8

  댓글 수: 2

Ive J
Ive J 12 Jan 2021
If so, why are you using omitnan then?!
Mia Dier
Mia Dier 12 Jan 2021
It was probably not clear from previous example why removing 'omitnan' didn't solve the problem. I added a new example above and I hope that the problem is clear now!

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채택된 답변

Matt J
Matt J 12 Jan 2021
편집: Matt J 12 Jan 2021
A=[1;2;3;NaN;5;5;6];
varofA = movvar(A,2,'Endpoints','discard')
varofA = 6×1
0.5000 0.5000 NaN NaN 0 0.5000

  댓글 수: 1

Matt J
Matt J 12 Jan 2021
For your new example,
A=[4;NaN;5;5;6;8;9];
pastvarofA=movvar(A,[4,0],'omitnan');
pastvarofA=[nan;pastvarofA(1:end-1)]
pastvarofA = 7×1
NaN 0 0 0.5000 0.3333 0.6667 2.0000

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추가 답변(1개)

Catalytic
Catalytic 12 Jan 2021
Omit 'omitnan'

  댓글 수: 1

Mia Dier
Mia Dier 12 Jan 2021
It was probably not clear from previous example why removing 'omitnan' didn't solve the problem. I added a new example above and I hope that the problem is clear now!

댓글을 달려면 로그인하십시오.

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