分别为您提供相关系数上下限的功能是什么？ [英] What is the function that will provide you the lower and upper bounds of correlation coefficient separately?

问题描述

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

如果您估计相关性系数（R），那么您还可以估计相关系数（R）的 95％置信区间，例如，产生类似

If you estimate the correlation coefficient (R), then you can also estimate a 95% confidence interval for correlation coefficient (R), resulting in, for example something like

 R = 0.40  [0.33 0.56]

其中R的最佳估计是 0.40 ，并且真正的R介于 95％的机会 0.3 和 0.56 。 （请注意，这些数字已完全组成。）

where the "best" estimate for R is 0.40 and there's a 95% chance that the true R is between 0.3 and 0.56. (Note that these numbers are completely made up.)

我正在寻找一个函数，该函数将分别提供R的下限和上限。
具有以下内容：

I am looking for a function, which will provide the lower and upper bounds of R separately . To have something like:

 R = 0.40
upper  [0.33]
 lower [0.56] 

与 MATLAB 类似的东西：

         [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.

推荐答案

在<$ c的另请参见部分中$ c> cor 的帮助页面，显示为

cor.test进行置信区间（和测试）

cor.test for confidence intervals (and tests)

> 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：

Or to get at the interval more directly:

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

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