Relationship Between Sample Size and the Degree of Freedom of Correlation Distribution
Relationship Between Sample Size and the Degree of Freedom of Correlation Distribution
The function kappa2n returns the sample size that corresponds to a given degree of freedom kappa, whereas n2kappa
converts sample size to the corresponding degree of freedom.
kappa2n(kappa, p=2)n2kappa(n, p=2)
Arguments
kappa: degree of freedom
p: number of variables (p=2 corresponds to simple correlation)
n: sample size
Details
The degree of freedom kappa of the sample distribution of the empirical correlation coefficient depends both on the sample size n and the number p of investigated variables, i.e. whether simple or partial correlation coefficients are being considered. For p=2 (simple correlation coefficient) the degree of freedom equals kappa = n-1, whereas for arbitrary p (with p-2 variables eliminated in the partial correlation coefficient) kappa = n-p+1 (see also dcor0).
Returns
The sample size n corresponding to a given kappa, or the degree of freedom kappa corresponding to a given p.