Re: Confidence-intervall for correlation?

[Francesco Potortì]

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

[...]

>Correlation coefficient estimates have
>a well known approximative distribution via the Fisher transform, see 
>http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
>here  e.g. 
>
>A Matlab implementation is 
>http://www.mathworks.com/help/techdoc/ref/corrcoef.html here .
>
>The confidence interval is a very important diagnostic that should be part
>of octave (easy to implement).

Why don't you provide a tentative implementation for Octave?  If it
turns out to be useful and compatible with the rest of Octave, it may
become part of it.  Since apparently there is a Matlab interface already
defined for this sort of computation, it would definitely better to use
the same interface, but in this case do not look at Matlab's source:
write your own independent implementation.

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