Lower and upper bounds of correlation coefficient
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the cyclist
le 1 Mai 2023
edit corrcoef
In R2022b, the computation is done in lines 158-172.
I didn't find a particularly definitive source for that calculation, but I was able to find it in many places, e.g. here.
I don't think it is strictly equivalent to bootstrapping, but I expect that under typical assumptions (normality of something or other, limit of lots of data, etc) they are going to be close.
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