Confidence intervals for Spearman's .
Using Fisher's z-transformation (atanh
) and the classic normal approximation confidence intervals for a vector of correlations is computed.
CIrho(rho, N, level = 0.95)
rho
: numeric vector, must be between -1 and 1.N
: integer vector, sample sizes.level
: numeric, confidence level.A matrix with first column rho
and two further columns with the lower and upper bound.
Philipp Doebler philipp.doebler@googlemail.com
CIrho(c(0.34,0.19), c(22, 48), level = 0.80)