Thread Subject:

permutation p value for Pearson's correlation

Dear all,

The corr help file says that, "corr computes p-values for Pearson's correlation using a Student's t distribution for a transformation of the correlation. This correlation is exact when X and Y are normal. corr computes p-values for Kendall's tau and Spearman's rho using either the exact permutation distributions (for small sample sizes), or large-sample approximations."

I need a p value for Pearson's correlation between X and Y that are not normally distributed. Does Matlab have a built-in for computing a permutation p value for Pearson's correlation, or do I need to write my own function for this?

Thanks for your help.