The NaN-toolbox v2.0: a statistics and machine learning toolbox for Octave and Matlab for data with and w/o MISSING VALUES encoded as NaN’s. FEATURES of the NaN-toolbox: Statistical tools; classification methods (including FDA/LDA, MDA/QDA, NBC/aNBC, REG/PLS, WienerHopf, PLA, SVM ...); NaN`s are treated as missing values; supports weighting of data samples; yields more often the correct result (instead of NaN); less but more powerful functions (no nan-FUN needed); fixes known bugs of traditional functions; compatible to Matlab and Octave; significance test, confidence intervals and Spearman`s rank correlation included in CORRCOEF; CORRCOEF checks whether NaN’s (missing values) are correlated with data; flexible control of granularity for explicit checks of NaN’s; NEW: parallel execution on multicore platforms.

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  1. Vidaurre, Carmen; Sander, Tilmann H.; Schlögl, Alois: BioSig: the free and open source software library for biomedical signal processing (2011)