[R] Spearman correlation confidence interval

Gabor Grothendieck ggrothendieck at gmail.com
Tue Feb 28 16:14:58 CET 2006


You could use a bootstrapped confidence interval.  You can find
R code examples of using bootstrapped confidence intervals
for correlation coefficients (and also an example of the
alternative Fisher Transform) in the proto vignette:

library(proto)
vignette("proto")  # see 3.2


On 2/28/06, McGehee, Robert <Robert.McGehee at geodecapital.com> wrote:
> R-help(ers),
>
> Does anyone know of an R function available for calculating a confidence
> interval for a Spearman correlation? If no such resource is available,
> is using the confidence interval from a Pearson correlation a reasonable
> proxy if the vectors come from normal distributions (i.e. likely
> indistinguishable from the true confidence interval in error bars of an
> autocorrelogram or correlation plot)?
>
> Thanks in advance,
> Robert
>
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>




More information about the R-help mailing list