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Zscore a matrix with NaN

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Joelle Martin
Joelle Martin on 19 Oct 2015
Answered: jkr on 21 Jun 2017
I have matrix A, and I need to find a zscore value (with the intention of running a PCA) of a matrix that has NaN values. I need to have matlab ignore the NaNs while solving for the zscore value. How can I do this? I tried Zscore = zscore(~isnan(A)) but it didn't work.
Thanks for your help!

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Accepted Answer

Star Strider
Star Strider on 19 Oct 2015
Edited: Star Strider on 19 Oct 2015
You can create your own function to compute the Z-scores omitting NaN values (I believe the 'omitnan' option began in R2014b). The result vector retains the NaN values while it computes the Z-score without them:
zscor_xnan = @(x) bsxfun(@rdivide, bsxfun(@minus, x, mean(x,'omitnan')), std(x, 'omitnan'));
q = rand(10,2);
q([3 5 7],1) = NaN;
Zscore = zscor_xnan(q);

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Patrick
Patrick on 22 Jul 2016
can you perhaps elaborate a little bit. I'm new but here's what I had for the function (using MatLab 2015)
function zcor_xnan = @(x) bsxfun(@rdivide, bsxfun(@minus, x, mean(x,'omitnan')), std(x, 'omitnan'));
end
Here is what I have in my script
if true
% code
q = rand(10,2);
q([3 5 7],1) = NaN;
Zscore = zscor_xnan(q);
end
Really sorry I know this is a very infantile question but I rarely use functions.

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More Answers (1)

jkr
jkr on 21 Jun 2017
A simple approach for a vector 'x':
zscore = (x - nanmean(x))/nanstd(x);

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