什么是能够分别为您提供相关系数的下限和上限的函数？

Question

m=c(1,2,5,4,6,8)
h=c(1,2,9,8,7,3)
cor(m,h)
#[1] 0.4093729

如果你估计相关系数(R),那么你也可以估计95%相关系数(R)的置信区间,导致例如像

 R = 0.40  [0.33 0.56]

对R的"最佳"估计是真正的R在和之间0.40的95%可能性.(请注意,这些数字是完全组成的.)0.30.56

我正在寻找一个函数,它将分别提供R的下限和上限.有类似的东西:

 R = 0.40
upper  [0.33]
 lower [0.56] 

类似于此的东西MATLAB:

         [R,P,RLO,RUP]=corrcoef(...) also returns matrices RLO and RUP, of the same size as R,            
         containing lower and upper bounds for a 95% confidence interval for each coefficient.

Answer 1

cor它说,在帮助页面的"另见"部分

置信区间(和测试)的cor.test

> cor.test(m, h)

    Pearson's product-moment correlation

data:  m and h
t = 0.8974, df = 4, p-value = 0.4202
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
 -0.6022868  0.9164582
sample estimates:
      cor 
0.4093729 

或者更直接地获得间隔:

> x = cor.test(m, h)
> x$conf.int
[1] -0.6022868  0.9164582
attr(,"conf.level")
[1] 0.95