Hello Gabor, Thanks for your response. There are certainly several offers in R to construct confidence envelopes.
But here I am specifically interested in sort of a summary output such as provided by the function cor(). I have more than a thousand correlations and I just need for each correlation the output "Pearson's r" combined with the significance of permutation results. So I am interested in a simple function that provides a quick overview on results (with the option to set the number of permutations and whether it's a one- or two-tailed test). Kind regards, Herbert -------- Original-Nachricht -------- > Datum: Sun, 20 Mar 2011 12:53:04 -0400 > Von: Gabor Grothendieck <ggrothendi...@gmail.com> > An: herbert8...@gmx.de > CC: r-help@r-project.org, pierre.legen...@umontreal.ca > Betreff: Re: [R] Pearson correlation coefficient matrix with permutation test > On Sun, Mar 20, 2011 at 10:45 AM, <herbert8...@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 -- ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.