ci_cor: Confidence Interval for Correlation Coefficients

In confintr: Confidence Intervals

Confidence Interval for Correlation Coefficients

Description

This function calculates confidence intervals for a population correlation coefficient. For Pearson correlation, "normal" confidence intervals are available (by stats::cor.test). Also bootstrap confidence intervals are supported and are the only option for rank correlations.

Usage

ci_cor(
  x,
  y = NULL,
  probs = c(0.025, 0.975),
  method = c("pearson", "kendall", "spearman"),
  type = c("normal", "bootstrap"),
  boot_type = c("bca", "perc", "norm", "basic"),
  R = 9999,
  seed = NULL,
  ...
)

Arguments

x	A numeric vector or a matrix/data.frame with exactly two numeric columns.
y	A numeric vector (only used if x is a vector).
probs	Error probabilites. The default c(0.025, 0.975) gives a symmetric 95% confidence interval.
method	Type of correlation coefficient, one of "pearson" (default), "kendall", or "spearman". For the latter two, only bootstrap confidence intervals are supported. The names can be abbreviated.
type	Type of confidence interval. One of "normal" (the default) or "bootstrap" (the only option for rank-correlations).
boot_type	Type of bootstrap confidence interval ("bca", "perc", "norm", "basic"). Only used for type = "bootstrap".
R	The number of bootstrap resamples. Only used for type = "bootstrap".
seed	An integer random seed. Only used for type = "bootstrap".
...	Further arguments passed to boot::boot.

Details

Bootstrap confidence intervals are calculated by the package "boot", see references. The default bootstrap type is "bca" (bias-corrected accelerated) as it enjoys the property of being second order accurate as well as transformation respecting (see Efron, p. 188).

Value

A list with class cint containing these components:

• parameter: The parameter in question.

• interval: The confidence interval for the parameter.

• estimate: The estimate for the parameter.

• probs: A vector of error probabilities.

• type: The type of the interval.

• info: An additional description text for the interval.

References

1. Efron, B. and Tibshirani R. J. (1994). An Introduction to the Bootstrap. Chapman & Hall/CRC.

2. Canty, A and Ripley B. (2019). boot: Bootstrap R (S-Plus) Functions.

Examples

ci_cor(iris[1:2])
ci_cor(iris[1:2], type = "bootstrap", R = 999, seed = 1)
ci_cor(iris[1:2], method = "spearman", type = "bootstrap", R = 999, seed = 1)
ci_cor(iris[1:2], method = "k", type = "bootstrap", R = 999, seed = 1)

confintr documentation built on Sept. 29, 2022, 5:13 p.m.