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made code more memory efficient #4

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made code more memory efficient #4

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12b0e96
Update nanRXY.m
lcparra Oct 16, 2019
58d32e4
Update nanRXY.m
lcparra Oct 16, 2019
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20 changes: 6 additions & 14 deletions nanRXY.m
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Original file line number Diff line number Diff line change
@@ -1,15 +1,7 @@
function [Rxy,Rxx,Ryy,Ryx] = nanRXY(X,Y)
D=size(X,1);
RXY=nancov([X.' Y.'],'pairwise');
Rxx=RXY(1:D,1:D);
Ryy=RXY(D+1:end,D+1:end);
Rxy=RXY(1:D,D+1:end);
if nargout==4, Ryx=RXY(D+1:end,1:D); end

% D=size(X,1);
% RXY=nancov([X.' Y.'],'pairwise');
% Rxx1=RXY(1:D,1:D);
% Rxx2=RXY(2*D+1:3*D,2*D+1:3*D);
%
% Ryy=RXY(D+1:2*D,D+1:);
% Rxy=RXY(1:D,D+1:end);
% [Rxy,Rxx,Ryy,Ryx] = nanRXY(X,Y) computes covariance matrixes taking NaN into account.
X = X.'; Y = Y.'; % this just because the rest of the doce assumes it this way.
Rxx=nancov(X,'pairwise');
Ryy=nancov(Y,'pairwise');
for i=1:size(X,2), for j=1:size(Y,2), c=nancov(X(:,i),Y(:,i)); Rxy(i,j)=c(1,2); end; end;
if nargout==4, Ryx=Rxy'; end