--- /dev/null
+function [Y,Z] = nanfilter(B,A,X,z);
+% NANFILTER is able to filter data with missing values encoded as NaN.
+%
+% [Y,Z] = nanfilter(B,A,X [, Z]);
+%
+% If X contains no missing data, NANFILTER should behave like FILTER.
+% NaN-values are handled gracefully.
+%
+% WARNING: missing values can introduce aliasing - causing unintended results.
+% Moreover, the behavior of bandpass and highpass filters in case of missing values
+% is not fully understood, and might contain some pitfalls.
+%
+% see also: FILTER, SUMSKIPNAN, NANFFT, NANCONV, NANFILTER1UC
+
+% $Id$
+% Copyright (C) 2005,2011 by Alois Schloegl <alois.schloegl@gmail.com>
+% This function is part of the NaN-toolbox available at
+% http://pub.ist.ac.at/~schloegl/matlab/NaN/ and
+% http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/extra/NaN/inst/
+
+% This program is free software; you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation; either version 3 of the License, or
+% (at your option) any later version.
+%
+% This program is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with this program; if not, write to the Free Software
+% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
+
+
+warning('NANFILTER is experimental. For more details see HELP NANFILTER');
+
+na = length(A);
+nb = length(B);
+if any(size(X)==1)
+ nc = 1;
+else
+ nc = size(X,2);
+end;
+
+if nargin<4,
+ [t,Z.S] = filter(B,A,zeros(na+nb,nc));
+ [t,Z.N] = filter(B,A,zeros(na+nb,nc));
+elseif isnumeric(z),
+ Z.S = z;
+ [t, Z.N] = filter(B, A, zeros(na+nb,nc));
+elseif isstruct(z),
+ Z = z;
+end;
+
+NX = isnan(X);
+X(NX) = 0;
+
+[Y , Z.S] = filter(B, A, X, Z.S);
+[NY, Z.N] = filter(B, A, ~NX, Z.N);
+Y = (sum(B)/sum(A)) * Y./NY;
+