SIN (version 0.6)

fisherz: Fisher's z-transform

Description

This function implements Fisher's z-transform, which maps a correlation $rho in (-1,1)$ to $$\frac{1}{2} \log \frac{1+\rho}{1-\rho}.$$

Usage

fisherz(corrs)

Arguments

corrs

a vector of correlations in (-1,1).

Value

The return value is a vector of z-transformed correlations.

References

Anderson, T.W. (2003) An Introduction to Multivariate Statistical Analysis, third edition. Hoboken, New Jersey: Wiley. (See p.133-134).

Examples

corrs <- c(-0.5,0,0.5)
fisherz(corrs)