MATLAB: Pearson and Spearman correlation and the corresponding 95% and 99% confidence level in Matlab

'correlation' 'cofidence level'

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.

Best Answer

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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