sample correlation distribution function

Compute PDF for the sample correlation
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Actualizado 7 mar 2014

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This function computes the probability density function for the
correlation coefficient of a bivariate random variable.
USAGES
y = corrdist(r, ro, n)

INPUT
r: Vector of possible correlation random variables, i.e. the values at
which the pdf is evaluated at.
ro: The given (true) correlation coefficient, i.e. the population
correlation coefficient. length(ro) > 1 supported.
n: The number of samples in the correlated data. Only length(n) = 1
supported.

OUTPUT
y: The probability density function for r, given ro, for n data
samples of a bivariate normal distribution.

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Citar como

Joshua Carmichael (2024). sample correlation distribution function (https://www.mathworks.com/matlabcentral/fileexchange/45785-sample-correlation-distribution-function), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2009b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux

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Versión Publicado Notas de la versión
1.0.0.0