bbcorr: Bootstrap statistics for Pearson's correlation coefficient

Version 1.0.0.0 (3.48 KB) by Thomas Maag
Double block bootstrap percentile confidence interval for Pearson's r and Fisher's z.
5.0
(1)
2.2K Downloads
Updated 15 Apr 2009

View License

This function computes double block bootstrap percentile confidence intervals and bootstrap standard errors for the Pearson correlation coefficient r and Fisher's z = atanh(r).

References:
-Efron, B. and R.J. Tibshirani (1993): An Introduction to the Bootstrap, Chapman & Hall.
-Bühlmann, P. and M. Mächler (2008): Computational Statistics, Lecture Notes, ETH Zurich.

No Matlab toolboxes are required.

Cite As

Thomas Maag (2026). bbcorr: Bootstrap statistics for Pearson's correlation coefficient (https://www.mathworks.com/matlabcentral/fileexchange/23785-bbcorr-bootstrap-statistics-for-pearson-s-correlation-coefficient), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Time Series in Help Center and MATLAB Answers
Tags Add Tags
Open in new tab
Version Published Release Notes
1.0.0.0