pearson and Spearman correlation and the corresponding 95% and 99% confidence level in Matlab

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abdur rauf
abdur rauf 2017-2-11
回答： Mehri Mehrnia 2023-5-21
Hey Matlab users, i have copied a question asked in mathworks. i understand the answer of this question but i want how to find the corresponding 95% and 99% confidence level for both the pearson and spearman correlation coefficient. if I have two series of data:
a = [1 4 6 3 4 6 7 8]; b [34 56 34 56 79 23 48 28]; Then i can find the spearman and pearson correlation coefficient respectively as:
[RHO,PVAL] = corr(a',b','Type','Spearman'); for pearson, i can use r=corr2(a,b) or [R] = corr(a',b','Type','pearson') what will be the confidence leve(95% and 99%).i need result like in the given figure.the correlation result in fig is not related to the values of 'a' and 'b'.
Thanks for your help.

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采纳的回答

Von Duesenberg
Von Duesenberg 2017-2-11
Use de corrcoef function. In your case, it would be:
[R,P,RLO,RUP]= corrcoef(a, b, 'alpha', 0.05)
Where RLO and RUP give you the lower and upper limit of the confidence interval at the 95% level.
  2 个评论
abdur rauf
abdur rauf 2017-2-11
thanks for your reply, but i want to get single value for the confidence level like in the figure. 95% confidence level=0.34. i am not sure, which bound is taken here for the 95% confidence level.
abdur rauf
abdur rauf 2017-2-11
Also, the function[R,P,RLO,RUP]= corrcoef(a, b, 'alpha', 0.05) is used for pearson correlation coefficient, how to find the upper and lower bound for spearman correlation coefficient. thanks

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更多回答（1 个）

Mehri Mehrnia
Mehri Mehrnia 2023-5-21
Is "corrcoef" for Spearman correlation?

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