confidence_interval#
- PearsonRResult.confidence_interval(confidence_level=0.95, method=None)[source]#
- The confidence interval for the correlation coefficient. - Compute the confidence interval for the correlation coefficient - statisticwith the given confidence level.- If method is not provided, The confidence interval is computed using the Fisher transformation F(r) = arctanh(r) [1]. When the sample pairs are drawn from a bivariate normal distribution, F(r) approximately follows a normal distribution with standard error - 1/sqrt(n - 3), where- nis the length of the original samples along the calculation axis. When- n <= 3, this approximation does not yield a finite, real standard error, so we define the confidence interval to be -1 to 1.- If method is an instance of BootstrapMethod, the confidence interval is computed using - scipy.stats.bootstrapwith the provided configuration options and other appropriate settings. In some cases, confidence limits may be NaN due to a degenerate resample, and this is typical for very small samples (~6 observations).- Parameters:
- confidence_levelfloat
- The confidence level for the calculation of the correlation coefficient confidence interval. Default is 0.95. 
- methodBootstrapMethod, optional
- Defines the method used to compute the confidence interval. See method description for details. - Added in version 1.11.0. 
 
- Returns:
- cinamedtuple
- The confidence interval is returned in a - namedtuplewith fields low and high.
 
 - References [1]- “Pearson correlation coefficient”, Wikipedia, https://en.wikipedia.org/wiki/Pearson_correlation_coefficient