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corrcoef(r,p)函数中p的公式是什么?

来源:学生作业帮 编辑:作业帮 分类:英语作业 时间:2024/05/09 19:06:32
corrcoef(r,p)函数中p的公式是什么?
写错了。是[R,P]=corrcoef(X);的形式。R是协方差的公式来算的,那么P呢?
是这个吗
The p-value is computed by transforming the correlation to create a t statistic having n-2 degrees of freedom,where n is the number of rows of X.The confidence bounds are based on an asymptotic normal distribution of 0.5*log((1+R)/(1-R)),with an approximate variance equal to 1/(n-3).These bounds are accurate for large samples when X has a multivariate normal distribution.The 'pairwise' option can produce an R matrix that is not positive definite.