bbcorr: Bootstrap statistics for Pearson's correlation coefficient

Version 1.0.0.0 (3.48 KB) by Thomas Maag
Double block bootstrap percentile confidence interval for Pearson's r and Fisher's z.
5.0
(1)
2.2K Downloads
Updated 15 Apr 2009

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This function computes double block bootstrap percentile confidence intervals and bootstrap standard errors for the Pearson correlation coefficient r and Fisher's z = atanh(r).

References:
-Efron, B. and R.J. Tibshirani (1993): An Introduction to the Bootstrap, Chapman & Hall.
-Bühlmann, P. and M. Mächler (2008): Computational Statistics, Lecture Notes, ETH Zurich.

No Matlab toolboxes are required.

Cite As

Thomas Maag (2024). bbcorr: Bootstrap statistics for Pearson's correlation coefficient (https://www.mathworks.com/matlabcentral/fileexchange/23785-bbcorr-bootstrap-statistics-for-pearson-s-correlation-coefficient), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0