permutation p value for Pearson's correlation

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Mika
Mika 2012-5-16
回答： Ravichandran Rajkumar 2020-3-25
[originally posted two days ago in the newsgroup]
Dear all,
The corr help file says that, "corr computes p-values for Pearson's correlation using a Student's t distribution for a transformation of the correlation. This correlation is exact when X and Y are normal. corr computes p-values for Kendall's tau and Spearman's rho using either the exact permutation distributions (for small sample sizes), or large-sample approximations."
I need a p value for Pearson's correlation between X and Y that are not normally distributed. Does Matlab have a built-in for computing a permutation p value for Pearson's correlation, or do I need to write my own function for this?
Thanks for your help.

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回答（1 个）

Ravichandran Rajkumar
this function may help you https://de.mathworks.com/matlabcentral/fileexchange/34920-mult_comp_perm_corr

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