significance probability when using CORRELATE? [message #26677] |
Wed, 19 September 2001 12:02 |
Linda May
Messages: 1 Registered: September 2001
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Junior Member |
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I work with oceanographic data using IDL 5.4 (on a Compaq Alpha running
Tru64
Unix). Often, in preliminary analyses, I use CORRELATE between two sets
of
data. For example, is there a linear association between wind and sea
surface
temperature? However, it is important to know not only the correlation
coefficient, but also its significance probability.
In SAS, when I ask for the (linear Pearson) correlation coefficient of
two
vectors, I am automatically given the significance probability of the
correlation. The (two-tailed) probability value reported by SAS comes
from
a t distribution (symmetric with respect to the y-axis).
But I haven't been able to figure out how to obtain the significance
probability
in IDL. I've investigated such routines as TM_TEST, but I am not a
statistician
and it's not clear to me how I could use TM_TEST. The significance
probability
seems so important to anyone using CORRELATE that surely there must be
an
obvious and simple way to obtain it in IDL which I am overlooking. I've
searched a number of libraries, but haven't found any examples.
So I sheepishly tell you that for two years I've been switching back and
forth between IDL and SAS. This has become unbearably tacky in my view;
thus, I
would be grateful if you could steer me in a helpful direction.
Cheers,
Linda
Linda R. May
Scientific Computing
Horn Point Laboratory
University of Maryland Center for Environmental Science
(410)221-8440 (410)221-8490 (FAX)
2020 Horn Point Rd.
PO Box 775
Cambridge, MD 21613
may@hpl.umces.edu
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