[R] Pearson correlation coefficient matrix with permutation test

[Gabor Grothendieck]

On Sun, Mar 20, 2011 at 10:45 AM,  <herbert8686 at gmx.de> wrote:
> Hello,
>
> I found an interesting program on Pierre Legendre's webpage:
>
> http://www.bio.umontreal.ca/casgrain/en/labo/corr_permute.html
>
> With this program one can compute a "Pearson correlation coefficient matrix with permutation test".
>
> This is exactly what I need as an R-package because so far I have only analyzed my data with the function cor(). However, I need additional permutation tests for each individual correlation summarized in a matrix of correlation coefficients.
>
> Does anyone know an R-package where this is included as a function?
>
> Thanks for help!
>

Section 3.2 of the vignette in the proto package shows computations in
R for calculating confidence intervals for the correlation
coefficient.   There are calculations shown for both the Fisher
transform approach and bootstrapping.


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