Documentation of covar_nan2

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Function Synopsis

`c = covar_nan(mat1, mat2);`

Help text

```
function c = covar_nan ( mat1 , mat2 ) ;

This function computes the covariance matrix between
mat1 and mat2, which may contain NaNs.  Elements of
either matrix that have NaNs are ignored.

It is assumed that the covariance will be taken along
the column dimension of mat1 and mat2.
```

Listing of function covar_nan2

```function c = covar_nan(mat1, mat2);

if (size(mat1, 1) ~= size(mat2, 1));
error('The number of columns of mat1 and mat2 must be equal');
end

[m1, n1] = size(mat1);
[m2, n2] = size(mat2);

kp1 = cell(1, n1);
kp2 = cell(1, n2);
for i = 1:n1;
kp1{i} = find(~isnan(mat1(:,i)));
end
for i = 1:n2;
kp2{i} = find(~isnan(mat2(:,i)));
end

mat1 = mat1';

c = NaN * ones(n1, n2);

for i = 1:n1;
for j = 1:n2;
kp  = intersect(kp1{i}, kp2{j});
if ~isempty(kp)
c(i,j) = mat1(i,kp) * mat2(kp,j) / (length(kp)-1);
end
end
end
```