GeneNet (version 1.2.16)

# z.transform: Variance-Stabilizing Transformations of the Correlation Coefficient

## Description

`z.transform` implements Fisher's (1921) first-order and Hotelling's (1953) second-order transformations to stabilize the distribution of the correlation coefficient. After the transformation the data follows approximately a normal distribution with constant variance (i.e. independent of the mean).

The Fisher transformation is simply `z.transform(r) = atanh(r)`.

Hotelling's transformation requires the specification of the degree of freedom `kappa` of the underlying distribution. This depends on the sample size n used to compute the sample correlation and whether simple ot partial correlation coefficients are considered. If there are p variables, with p-2 variables eliminated, the degree of freedom is `kappa=n-p+1`. (cf. also `dcor0`).

## Usage

```z.transform(r)
hotelling.transform(r, kappa)```

## Arguments

r

vector of sample correlations

kappa

degrees of freedom of the distribution of the correlation coefficient

## Value

The vector of transformed sample correlation coefficients.

## References

Fisher, R.A. (1921). On the 'probable error' of a coefficient of correlation deduced from a small sample. Metron, 1, 1--32.

Hotelling, H. (1953). New light on the correlation coefficient and its transformation. J. Roy. Statist. Soc. B, 15, 193--232.

`dcor0`, `kappa2n`.

## Examples

```# NOT RUN {