fisher_z: Fisher's Z Transformation

In jazznbass/wmisc: Wilbert miscellaneous functions

Fisher's Z Transformation

Description

The Fisher's Z transformation is a common method for stabilizing the variance of the sample correlation coefficient.

The inverse Fisher's Z transformation is used to convert a Fisher's Z value back to a correlation coefficient.

Usage

fisher_z(r)

inv_fisher_z(z)

Arguments

r	The correlation coefficient to be transformed.
z	The Fisher's Z transformed value.

Details

The Fisher's Z transformation is defined as: 0.5 * log((1 + r) / (1 - r))

The inverse Fisher's Z transformation is defined as: (exp(2 * z) - 1) / (exp(2 * z) + 1)

Value

The Fisher's Z transformed value.

The original correlation coefficient.

Author(s)

Your Name

References

Fisher, R. A. (1915). Frequency distribution of the values of the correlation coefficient in samples from an indefinitely large population. Biometrika, 10(4), 507-521.

See Also

cor, cor.test, inv_fisher_z

cor, cor.test, fisher_z

Examples

# Example usage:
r <- 0.8
fisher_z(r)

# Example usage:
z <- 0.972
inv_fisher_z(z)

jazznbass/wmisc documentation built on Oct. 29, 2024, 5:42 p.m.