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Re: Confidence-intervall for correlation?
From: |
Muhali |
Subject: |
Re: Confidence-intervall for correlation? |
Date: |
Sat, 22 Oct 2011 14:34:31 -0700 (PDT) |
stn wrote:
>
> # korr_int( r , n , alpha )
> # F() and Finv() are the fisher-transformation and -retransformation
>
> function F = F(r) ; F = log( (1+r)/(1-r) ) / 2 ; end
> function Finv = Finv(z) ; Finv = ( ( exp(2*z) - 1 ) / ( exp(2*z) + 1 ) )
> ;
> end
> function [lb ub] = korr_int(r , n , alpha)
> # fisher-transform of r
> Z = F(r) ;
> # width of the the confidence-interval for Z
> DZ = norminv(1-((1-alpha)/2));
> DZ = DZ / sqrt(n-3);
> # calculate lower and upper bound of interval, retransform to original
> distribution
> lb = Z - DZ ; lb = Finv(lb) ;
> ub = Z + DZ ; ub = Finv(ub) ;
> end
>
looks good to me. Could you provide an appropriate changeset for the
corresponding corrcoef function? You would need to adjust the korr_int
function to accept matrices as input. And you may want to take a look at
http://savannah.gnu.org/bugs/?33541 this .
M.
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