fisherz: Fisher's z-transform

In SIN: A SINful Approach to Selection of Gaussian Graphical Markov Models

Description

This function implements Fisher's z-transform, which maps a correlation rho in (-1,1) to

0.5*log((1+rho)/(1-rho)).

Usage

fisherz(corrs)

Arguments

corrs

a vector of correlations in (-1,1).

Value

The return value is a vector of z-transformed correlations.

References

Anderson, T.W. (2003) An Introduction to Multivariate Statistical Analysis, third edition. Hoboken, New Jersey: Wiley. (See p.133-134).

Examples

corrs <- c(-0.5,0,0.5)
fisherz(corrs)

Example output

[1] -0.5493061  0.0000000  0.5493061

SIN documentation built on May 2, 2019, 8:23 a.m.