Lower and upper bounds of correlation coefficient
2 views (last 30 days)
Show older comments
0 Comments
Answers (1)
the cyclist
on 1 May 2023
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.
0 Comments
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!