Confidence intervals for Spearman's ρ.

Description

Using Fisher's z-transformation (atanh) and the classic normal approximation confidence intervals for a vector of correlations is computed.

Usage

1
CIrho(rho, N, level = 0.95)

Arguments

rho

numeric vector, must be between -1 and 1.

N

integer vector, sample sizes.

level

numeric, confidence level.

Value

A matrix with first column rho and two further columns with the lower and upper bound.

Author(s)

Philipp Doebler <philipp.doebler@googlemail.com>

Examples

1
CIrho(c(0.34,0.19), c(22, 48), level = 0.80)