CorCI {DescTools} | R Documentation |
Confidence Intervals for Pearson Correlation
Description
Find the confidence intervals for a specified correlation based on Fisher's z-transformation.
Usage
CorCI(
rho,
n,
conf.level = 0.95,
alternative = c("two.sided", "less", "greater")
)
Arguments
rho |
the Pearson's correlation coefficient |
n |
sample size used for calculating the confidence intervals |
conf.level |
confidence level for the returned confidence interval, restricted to lie between zero and one. |
alternative |
is a character string, one of |
Details
The sampling distribution of Pearson's r is not normal. Fisher developed a transformation now called "Fisher's z-transformation" used for the calculation of normal distributed confidence intervals.
Value
rho, lower and upper confidence intervals (CorCI)
Author(s)
William Revelle revelle@northwestern.edu,
slight
modifications Andri Signorell andri@signorell.net based on R-Core code
See Also
Examples
cors <- seq(-.9, .9, .1)
zs <- FisherZ(cors)
rs <- FisherZInv(zs)
round(zs, 2)
n <- 30
r <- seq(0, .9, .1)
rc <- t(sapply(r, CorCI, n=n))
t <- r * sqrt(n-2) / sqrt(1-r^2)
p <- (1 - pt(t, n-2)) / 2
r.rc <- data.frame(r=r, z=FisherZ(r), lower=rc[,2], upper=rc[,3], t=t, p=p)
round(r.rc,2)