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Thread Subject:
permutation p value for Pearson's correlation

Subject: permutation p value for Pearson's correlation

From: Akim

Date: 14 May, 2012 15:51:07

Message: 1 of 1

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.

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