How can I calculate the 95% confidence interval for spearman correlation values?

I am trying to get the 95% CI of the spearman correlation of 2 vectors, but I can't figure out how obtain that with the function

corr(x1,x2,'Type','Spearman', 'tail', 'both');

Does anyone know any built-in fuction to calculate that?

Answer 1

[Jeff Miller]

I don't think there are formulas for that but you can estimate it with bootstrapping:

mycorr = @(x1,x2) corr(x1,x2,'Type','Spearman', 'tail', 'both')
nIterations = 10000;
[lower, upper] = bootci(nIterations,{mycorr,x1,x2})

[Giacomo Bertazzoli]

Great, thanks!