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Re: Can IDL calculate the confidence level about correlation [message #56885 is a reply to message #56884] Fri, 23 November 2007 13:02 Go to previous messageGo to previous message
Vince Hradil is currently offline  Vince Hradil
Messages: 574
Registered: December 1999
Senior Member
On Nov 22, 7:51 pm, Lin Wang <wanglin1...@gmail.com> wrote:
> 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))

I think THIS is the way to do it. The t-test is irrelevant.
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