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