function d_m = corrcoefint(a,n) % CORRCOEFINT Confidence interval of correlation coefficient % % d_m = corrcoefint(a,n) % % a = confidence level for (1-a)100% confidence interval % n = integer number of independent samples in your series % % d_m = half the length of the confidence interval % % Calculates half the length of the maximum confidence interval length % of a linear correlation coefficiet, given a prespecified confidence % level and sample size. % % See also CORRCOEF TINV STATS d_m=tinv(1-a/2,n-1) / sqrt(n - 1 + tinv(1-a/2,n-1)^2 );