Created
February 17, 2017 23:29
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Fisher confidence intervals for Spearman correlation
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| import math | |
| import sys | |
| r = float(sys.argv[1]) | |
| num = int(sys.argv[2]) | |
| stderr = 1.0 / math.sqrt(num - 3) | |
| delta = 1.96 * stderr | |
| lower = math.tanh(math.atanh(r) - delta) | |
| upper = math.tanh(math.atanh(r) + delta) | |
| print "lower %.6f upper %.6f" % (lower, upper) |
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