generates covariance matrix
nan_covm(X,Mode); nan_covm(X,Y,Mode); nan_covm(...,W); C = nan_covm(...); [C,N] = nan_covm(...);
weighted crosscorrelation
minimum or standard mode [default]
extended mode
detrended mode
is the same as 'D' but uses N for scaling.
is the scaled by N in Mode M and by (N-1) in mode D.
C is not scaled, provides the scaling factor N
X and Y can contain missing values encoded with NaN. NaN's are skipped, NaN do not result in a NaN output. The output gives NaN only if there are insufficient input data
nan_covm(X,Mode); calculates the (auto-)correlation matrix of X
nan_covm(X,Y,Mode); calculates the crosscorrelation between X and Y