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Re: Can IDL calculate the confidence level about correlation [message #56890 is a reply to message #56888] Thu, 22 November 2007 17:51 Go to previous messageGo to previous message
wanglin1981 is currently offline  wanglin1981
Messages: 10
Registered: August 2007
Junior Member
I found a code which can calculate the confidence level using pvalue
method (see below). It works well, but usually I use the Student's t-
test method. So can anyone help?

Thanks!

r=correlate(x,y)
var=1/(n-3.0)
zvalue = 0.5*alog((1+r)/(1-r))/sqrt(var)
if (zvalue lt 0) then pvalue = 2*(gauss_pdf(zvalue)) $
else pvalue = 2*(1-gauss_pdf(zvalue))
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