Re: Confidence-intervall for correlation?

[Muhali]

CdeMills wrote:

stn wrote:

Hi, is there a function to calculate the confidence-intervall of the correlation-coefficient? corrcoeff() does not do that.

Your request is rather vague. Are you interested in confidence interval on the values of some linear model between a control variable and an observed variable, or in something different? In the second case, do you know what is the theoretical probability distribution function of the variable you're interested in ?

I don't think it is a vague request. Correlation coefficient estimates have a well known approximative distribution via the Fisher transform, see here e.g. 

A Matlab implementation is here.

The confidence interval is a very important diagnostic that should be part of octave (easy to implement).

M.

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