nancorr

Calculates Pearson correlation allowing for nan values.

nancorr(A, B) is equivalent to matlab's corr(A, B, 'Rows', 'pairwise'), except nancorr routine is orders of magnitude faster on large matrices.

nancorr also returns t-statistics:

[coef, t] = nancorr(A, B); zmat = t;

These can be converted to p-values as follows:

[coef, t, n] = NANCORR(A, B);

pval = tcdf(-abs(t), n - 2)