What type of test does matlab use to obtain corr pvalue?
4 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Luis Jesús Olvera Lazcano
el 28 de Mayo de 2024
Comentada: Luis Jesús Olvera Lazcano
el 31 de Mayo de 2024
According to the documentation, the correlation pvalues indicate "If pval(a,b) is small (less than 0.05), then the correlation rho(a,b) is significantly different from zero."
But it's never specified which test was used to obtain the pvlaues.
0 comentarios
Respuesta aceptada
Manikanta Aditya
el 28 de Mayo de 2024
In MATLAB, the function 'corr' can compute the correlation coefficient and its p-value. The p-value indicates the probability of obtaining a correlation as extreme as the observed value under the null hypothesis that the true correlation is zero. The test used to obtain the p-value for the correlation coefficient depends on the type of correlation you are computing.
So, the type of test used to obtain the p-values in MATLAB depends on the function used and the type of correlation (Pearson, Kendall, Spearman, etc.) being computed.
Here's an example of how to compute the Pearson correlation coefficient and its p-value:
% Example data
x = [1, 2, 3, 4, 5];
y = [2, 4, 6, 8, 10];
% Compute Pearson correlation and p-value
[R, P] = corr(x', y');
% Display results
disp(['Pearson correlation coefficient: ', num2str(R)]);
disp(['P-value: ', num2str(P)]);
MATLAB uses a t-test to compute the p-value for the Pearson correlation coefficient. For Spearman and Kendall correlation coefficients, MATLAB uses rank-based methods and approximations for hypothesis testing.
Refer the following documentation to know more Correlation coefficients:
I hope this helps.
Más respuestas (0)
Ver también
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!