# pearson and Spearman correlation and the corresponding 95% and 99% confidence level in Matlab

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abdur rauf le 11 Fév 2017
Hey Matlab users, i have copied a question asked in mathworks. i understand the answer of this question but i want how to find the corresponding 95% and 99% confidence level for both the pearson and spearman correlation coefficient. if I have two series of data:
a = [1 4 6 3 4 6 7 8]; b [34 56 34 56 79 23 48 28]; Then i can find the spearman and pearson correlation coefficient respectively as:
[RHO,PVAL] = corr(a',b','Type','Spearman'); for pearson, i can use r=corr2(a,b) or [R] = corr(a',b','Type','pearson') what will be the confidence leve(95% and 99%).i need result like in the given figure.the correlation result in fig is not related to the values of 'a' and 'b'.
Thanks for your help.
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### Réponse acceptée

Von Duesenberg le 11 Fév 2017
Use de corrcoef function. In your case, it would be:
[R,P,RLO,RUP]= corrcoef(a, b, 'alpha', 0.05)
Where RLO and RUP give you the lower and upper limit of the confidence interval at the 95% level.
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abdur rauf le 11 Fév 2017
thanks for your reply, but i want to get single value for the confidence level like in the figure. 95% confidence level=0.34. i am not sure, which bound is taken here for the 95% confidence level.
abdur rauf le 11 Fév 2017
Also, the function[R,P,RLO,RUP]= corrcoef(a, b, 'alpha', 0.05) is used for pearson correlation coefficient, how to find the upper and lower bound for spearman correlation coefficient. thanks

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### Plus de réponses (1)

Mehri Mehrnia le 21 Mai 2023
Is "corrcoef" for Spearman correlation?
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