vlt.stats.corrcoefResample
CORRCOEFRESAMPLE Calculates the correlation coefficient and its significance using resampling.
[RHO, RHO_PERM, PERCENTILE] = vlt.stats.corrcoefResample(X, Y, N, ...)
calculates the Pearson correlation coefficient RHO between vectors X and Y.
It then performs N resamples by permuting X and calculating the
correlation coefficient with Y for each permutation, storing the results
in RHO_PERM. This loop is executed in parallel using PARFOR.
Finally, it calculates the percentile of the actual RHO within the
distribution of RHO_PERM.
Inputs:
X - A vector of data.
Y - Another vector of data with the same length as X.
N - The number of resamples to perform.
options - (Optional) Name-value pairs:
'useRanks' (default false) - If true, compute ranks of X and Y
before analysis (Spearman correlation).
Outputs:
rho - The Pearson correlation coefficient between X and Y.
rho_perm - A vector of N correlation coefficients calculated from
permutations of X.
percentile - The percentile of RHO within the distribution of RHO_PERM.