Calculating the value, excluding nan

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King To Leung
King To Leung on 30 Jul 2022
Answered: Steven Lord on 31 Jul 2022
I was calculating the average stock return of each year using the following code, and it shows error. This is due to the nan value in the stock return column (column 7). I turned the nan values to zero and it works.
However this will affect the result. I want to calculate only the data without the nan value (if the return is nan, exclude that row from calculation). How can I do that?
for k=1993:2021
stockreturn(k-1992) = mean(data_crsp(y==k,7));
%1st element will correspond to 1993, 2nd - 1994 and so on
end

Answers (2)

Matt J
Matt J on 30 Jul 2022
Edited: Matt J on 30 Jul 2022
subset=1993<=y & y<=2021;
datasub=data_crsp(subset,7);
ysub=y(subset)-1992;
stockreturn=splitapply(@(z)mean(z,'omitnan'),datasub,ysub);
  2 Comments
Matt J
Matt J on 30 Jul 2022
Yes, it is meant to replace the whole code including the loop. DId you try it?
"subset" is a logical idnex into the range of y that you were looping over.
"@(z)mean(z,'omitnan')" is an anonymous function.

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Steven Lord
Steven Lord on 31 Jul 2022
Consider storing your data in a timetable array, with the dates associated with your data stored as a datetime array. If you do this, you can use the retime function to calculate the mean of the data, specifying the anonymous function @(x) mean(x, 'omitnan') as the 'Method' in your call.

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