bbcorr: Bootstrap statistics for Pearson's correlation coefficient

Double block bootstrap percentile confidence interval for Pearson's r and Fisher's z.

Description

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.

• MATLAB release: MATLAB 7.7 (R2008b)