jpm miao
2013-Nov-15 01:53 UTC
[R] Find the cutoff correlation value for Pearson correlation test
Hi, I find a few Pearson correlation test functions like fBasics::correlationTest or stats::cor.test which give the p-value of the test result. Is there a function that calculate the cutoff correlation value for a specific p-value , e.g., p 0.05? I have a plot for the cross correlations between two time series, and I would like to add a horizontal line that marks the significance of the correlations. Thanks, Miao [[alternative HTML version deleted]]
Jim Lemon
2013-Nov-15 03:44 UTC
[R] Find the cutoff correlation value for Pearson correlation test
On 11/15/2013 12:53 PM, jpm miao wrote:> Hi, > > I find a few Pearson correlation test functions like > > fBasics::correlationTest or stats::cor.test > > which give the p-value of the test result. Is there a function that > calculate the cutoff correlation value for a specific p-value , e.g., p > 0.05? > > I have a plot for the cross correlations between two time series, and I > would like to add a horizontal line that marks the significance of the > correlations.Hi Miao, Perhaps you could use the confidence interval. Jim