herbert8686 at gmx.de
2011-Mar-20 14:45 UTC
[R] Pearson correlation coefficient matrix with permutation test
Hello, I found an interesting program on Pierre Legendre's webpage: http://www.bio.umontreal.ca/casgrain/en/labo/corr_permute.html With this program one can compute a "Pearson correlation coefficient matrix with permutation test". This is exactly what I need as an R-package because so far I have only analyzed my data with the function cor(). However, I need additional permutation tests for each individual correlation summarized in a matrix of correlation coefficients. Does anyone know an R-package where this is included as a function? Thanks for help! Herbert --
Gabor Grothendieck
2011-Mar-20 16:53 UTC
[R] Pearson correlation coefficient matrix with permutation test
On Sun, Mar 20, 2011 at 10:45 AM, <herbert8686 at gmx.de> wrote:> Hello, > > I found an interesting program on Pierre Legendre's webpage: > > http://www.bio.umontreal.ca/casgrain/en/labo/corr_permute.html > > With this program one can compute a "Pearson correlation coefficient matrix with permutation test". > > This is exactly what I need as an R-package because so far I have only analyzed my data with the function cor(). However, I need additional permutation tests for each individual correlation summarized in a matrix of correlation coefficients. > > Does anyone know an R-package where this is included as a function? > > Thanks for help! >Section 3.2 of the vignette in the proto package shows computations in R for calculating confidence intervals for the correlation coefficient. There are calculations shown for both the Fisher transform approach and bootstrapping. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com