pearson and Spearman correlation and the corresponding 95% and 99% confidence level in Matlab

Hey Matlab users, i have copied a question asked in mathworks. i understand the answer of this question but i want how to find the corresponding 95% and 99% confidence level for both the pearson and spearman correlation coefficient. if I have two series of data:

a = [1 4 6 3 4 6 7 8]; b [34 56 34 56 79 23 48 28]; Then i can find the spearman and pearson correlation coefficient respectively as:

[RHO,PVAL] = corr(a',b','Type','Spearman'); for pearson, i can use r=corr2(a,b) or [R] = corr(a',b','Type','pearson') what will be the confidence leve(95% and 99%).i need result like in the given figure.the correlation result in fig is not related to the values of 'a' and 'b'.

Thanks for your help.

Answer 1

[Von Duesenberg]

Use de corrcoef function. In your case, it would be:

[R,P,RLO,RUP]= corrcoef(a, b, 'alpha', 0.05)

Where RLO and RUP give you the lower and upper limit of the confidence interval at the 95% level.

[abdur rauf]

thanks for your reply, but i want to get single value for the confidence level like in the figure. 95% confidence level=0.34. i am not sure, which bound is taken here for the 95% confidence level.

[abdur rauf]

Also, the function[R,P,RLO,RUP]= corrcoef(a, b, 'alpha', 0.05) is used for pearson correlation coefficient, how to find the upper and lower bound for spearman correlation coefficient. thanks

Answer 2

[Mehri Mehrnia]

Is "corrcoef" for Spearman correlation?