DescTools (version 0.99.60)

CorCI: Confidence Intervals for Pearson Correlation

Description

Find the confidence intervals for a specified correlation based on Fisher's z-transformation.

Usage

CorCI(
  rho,
  n,
  conf.level = 0.95,
  alternative = c("two.sided", "less", "greater")
)

Value

rho, lower and upper confidence intervals (CorCI)

Arguments

rho

the Pearson's correlation coefficient

n

sample size used for calculating the confidence intervals

conf.level

confidence level for the returned confidence interval, restricted to lie between zero and one.

alternative

is a character string, one of "greater", "less", or "two.sided", or the initial letter of each, indicating the specification of the alternative hypothesis. "greater" corresponds to positive association, "less" to negative association.

Author

William Revelle ,
slight modifications Andri Signorell based on R-Core code

Details

The sampling distribution of Pearson's r is not normal. Fisher developed a transformation now called "Fisher's z-transformation" used for the calculation of normal distributed confidence intervals.

See Also

FisherZ, FisherZInv

Examples

cors <- seq(-.9, .9, .1)

zs <- FisherZ(cors)
rs <- FisherZInv(zs)
round(zs, 2)
n <- 30
r <- seq(0, .9, .1)
rc <- t(sapply(r, CorCI, n=n))
t <- r * sqrt(n-2) / sqrt(1-r^2)
p <- (1 - pt(t, n-2)) / 2

r.rc <- data.frame(r=r, z=FisherZ(r), lower=rc[,2], upper=rc[,3], t=t, p=p)

round(r.rc,2)