You could use a bootstrapped confidence interval. You can find
R code examples of using bootstrapped confidence intervals
for correlation coefficients (and also an example of the
alternative Fisher Transform) in the proto vignette:
library(proto)
vignette("proto") # see 3.2
On 2/28/06, McGehee, Robert <[EMAIL PROTECTED]> wrote:
> R-help(ers),
>
> Does anyone know of an R function available for calculating a confidence
> interval for a Spearman correlation? If no such resource is available,
> is using the confidence interval from a Pearson correlation a reasonable
> proxy if the vectors come from normal distributions (i.e. likely
> indistinguishable from the true confidence interval in error bars of an
> autocorrelogram or correlation plot)?
>
> Thanks in advance,
> Robert
>
>
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>
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