fisherz function

Transformations of r, d, and t including Fisher r to z and z to r and confidence intervals

Transformations of r, d, and t including Fisher r to z and z to r and confidence intervals

Convert a correlation to a z or t, or d, or chi or covariance matrix or z to r using the Fisher transformation or find the confidence intervals for a specified correlation. r2d converts a correlation to an effect size (Cohen's d) and d2r converts a d into an r. g2r converts Hedge's g to a correlation. t2r converts a t test to r, r2t converts a correlation to a t-test value. chi2r converts a chi square to r, r2chi converts it back. r2c and cor2cov convert a correlation matrix to a covariance matrix. d2t and t2d convert cohen's d into a t and a t into a cohen d. See cohen.d for other conversions.

fisherz(rho) fisherz2r(z) r.con(rho,n,p=.95,twotailed=TRUE) r2t(rho,n) t2r(t,df) g2r(g,df,n) chi2r(chi2,n) r2chi(rho,n) r2c(rho,sigma) cor2cov(rho,sigma) r2p(rho,n)

Arguments

  • rho: a Pearson r
  • z: A Fisher z
  • n: Sample size for confidence intervals
  • df: degrees of freedom for t, or g
  • p: Confidence interval
  • twotailed: Treat p as twotailed p
  • g: An effect size (Hedge's g)
  • t: A student's t value
  • chi2: A chi square
  • sigma: a vector of standard deviations to be used to convert a correlation matrix to a covariance matrix

Returns

  • z: value corresponding to r (fisherz)

  • r: r corresponding to z (fisherz2r)

  • r.con: lower and upper p confidence intervals (r.con)

  • t: t with n-2 df (r2t)

  • r: r corresponding to effect size d or d corresponding to r.

  • r2c: r2c is the reverse of the cor2con function of base R. It just converts a correlation matrix to the corresponding covariance matrix given a vector of standard deviations.

Author(s)

Maintainer: William Revelle revelle@northwestern.edu

Examples

n <- 30 r <- seq(0,.9,.1) d <- r2d(r) rc <- matrix(r.con(r,n),ncol=2) t <- r*sqrt(n-2)/sqrt(1-r^2) p <- (1-pt(t,n-2))*2 r1 <- t2r(t,(n-2)) r2 <- d2r(d) chi <- r2chi(r,n) r3 <- chi2r(chi,n) r.rc <- data.frame(r=r,z=fisherz(r),lower=rc[,1],upper=rc[,2],t=t,p=p,d=d, chi2=chi,d2r=r2,t2r=r1,chi2r=r3) round(r.rc,2)