XCOVF generates cross-covariance function. XCOVF is the same as XCORR except X and Y can contain missing values encoded with NaN. NaN's are skipped, NaN do not result in a NaN output. The output gives NaN only if there are insufficient input data [C,N,LAGS] = xcovf(X,MAXLAG,SCALEOPT); calculates the (auto-)correlation function of X [C,N,LAGS] = xcovf(X,Y,MAXLAG,SCALEOPT); calculates the crosscorrelation function between X and Y see also: COVM, XCORR