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How can I calculate the 95% confidence interval for spearman correlation values?

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I am trying to get the 95% CI of the spearman correlation of 2 vectors, but I can't figure out how obtain that with the function
corr(x1,x2,'Type','Spearman', 'tail', 'both');
Does anyone know any built-in fuction to calculate that?


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Accepted Answer

Jeff Miller
Jeff Miller on 5 Jun 2020
I don't think there are formulas for that but you can estimate it with bootstrapping:
mycorr = @(x1,x2) corr(x1,x2,'Type','Spearman', 'tail', 'both')
nIterations = 10000;
[lower, upper] = bootci(nIterations,{mycorr,x1,x2})

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