correlation_test
Perform a correlation coefficient test whether two samples x and y come from uncorrelated populations.
h = correlation_test (y, x) tests the null
hypothesis that the two samples x and y come from uncorrelated
populations. The result is h = 0 if the null hypothesis cannot be
rejected at the 5% significance level, or h = 1 if the null hypothesis
can be rejected at the 5% level. y and x must be vectors of
equal length with finite real numbers.
The p-value of the test is returned in pval. stats is a structure with the following fields:
| Field | Value | ||
|---|---|---|---|
method | the type of correlation coefficient used for the test | ||
df | the degrees of freedom (where applicable) | ||
corrcoef | the correlation coefficient | ||
stat | the test’s statistic | ||
dist | the respective distribution for the test | ||
alt | the alternative hypothesis for the test |
[…] = correlation_test (…, name, value)
specifies one or more of the following name/value pairs:
| Name | Value | |
|---|---|---|
"alpha" | the significance level. Default is 0.05. | |
"tail" | a string specifying the alternative hypothesis |
"both" | is not 0 (two-tailed, default) | |
"left" | is less than 0 (left-tailed) | |
"right" | is greater than 0 (right-tailed) |
"method" | a string specifying the correlation coefficient used for the test |
"pearson" | Pearson’s product moment correlation (Default) | |
"kendall" | Kendall’s rank correlation tau | |
"spearman" | Spearman’s rank correlation rho |
See also: regression_ftest, regression_ttest
Source Code: correlation_test