Force nansum to equal NaN (and not 0)
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Christoffer Benneballe on 28 Jan 2020
Commented: Christoffer Benneballe on 29 Jan 2020
I have had a lot of luck with previous questions, so I will try once more. The question have sort of already been answered before here, but I can seem to get the suggestion to work:
Basically, I have a matrix of some numbers (and a lot of NaNs) that I want to multiply by a similar matrix and take the nansum (line 168-171) as:
for i = 1:(size(retSize1Value1,1))
tmp_i = nansum(omega(i,:).*retSize1Value1(i,:));
returnMarket(i,1) = tmp_i(1);
returnMarket(all(isnan(omega)&isnan(retSize1Value1),1)) = NaN;
I have tried the suggestion in the other post (line 173) after the for loop.
Later I will take the mean, so the issue is, that if nansum is a product of NaNs Matlab fill out the value to zero and not NaN!
I hope you will save me once more.
All the best,
Spencer Chen on 28 Jan 2020
returnMarket(all(isnan(omega)&isnan(retSize1Value1),2)) = NaN;
You need to run all() on dimension 2 instead of dimension 1.
A few more tips on your code:
1. You will find your problem easier to debug if you reduce the complexity of your expressions. i.e. Code the above line in 2 steps:
nanmask = all(isnan(omega)&isnan(retSize1Value1),2);
returnMarket(nanmask) = NaN;
2. Your for loop can be easily converted into matrix operations, which tends to improve speed and helps you to think more Matlab-like. I believe the below produces an equivalent result to your for loop:
tmp_i = omega .* retSize1Value1;
returnMarket = nansum(tmp_i,2);
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