Lower and upper bounds of correlation coefficient

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Enrico Camporeale
回答： the cyclist 2023-5-1
What is the algorithm that MATLAB uses to estimate lower and upper bounds of the correlation coefficients when using:
[R,P,RL,RU] = corrcoef(___)
And is that equivalent to perform bootstrapping?

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the cyclist
the cyclist 2023-5-1
You can look at the code of corrcoef by typing
edit corrcoef
In R2022b, the computation is done in lines 158-172.
I didn't find a particularly definitive source for that calculation, but I was able to find it in many places, e.g. here.
I don't think it is strictly equivalent to bootstrapping, but I expect that under typical assumptions (normality of something or other, limit of lots of data, etc) they are going to be close.

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