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说明：正文贴出matlab计算皮尔逊相关系数及t检验（95%）的子函数，以便查阅；
附件中包含相关系数、t检验（99%，95%，90%）M文件，自行取用；
如有疏漏，欢迎批评指正~
Part 1： 注：此处参考了http://bbs.06climate.com/forum.php?mod=viewthread&tid=6500，对原文作者表示感谢！@zya5704191
function coeff = myPearson(X , Y)
% 本函数实现了皮尔逊相关系数的计算操作
% 皮尔逊相关系数计算公式（P18）及无偏相关系数矫正公式(P19)参见《现代气候统计诊断与预测技术》-魏凤英
%
% 输入：
% X：输入的数值序列
% Y：输入的数值序列
%
% 输出：
% coeff：两个输入数值序列X，Y的相关系数
%
if length(X) ~= length(Y)
error('两个数值数列的维数不相等');
return;
end
fenzi = sum((X-sum(X)/length(X)).*(Y-sum(Y)/length(Y)));
fenmu = sqrt(sum((X-sum(X)/length(X)).^2))*sqrt(sum((Y-sum(Y)/length(Y)).^2));
coef = fenzi / fenmu;
if length(X)>30
coeff = coef;
elseif length(X)>4 && length(X)<30
coeff = coef*(1+(1-coef^2)/(2*(length(X)-4))); %计算无偏相关系数加以矫正
else
coeff = coef;
fprintf('数据长度小于5 %8.4f\n',coeff);
end
end %函数myPearson结束
Part 2：
function ttest = myttest005(X , Y)
% 本函数实现了皮尔逊相关系数的t检验(α=0.05)操作
% t检验公式（P31）及t分布表(P288)参见《现代气候统计诊断与预测技术》-魏凤英
%
% 输入：
% X：输入的皮尔逊相关系数r
% Y：输入的样本量n
%
% 输出：
% ttest：通过统计检验的相关系数
%
if Y <= 2
error('计算相关系数的样本量不够');
return;
end
if X == NaN
ttest = X;
return;
end
Z = Y-2;
tvalue = sqrt(Z)*abs(X)/sqrt(1-X.^2); %用abs(X)可做正or负相关的t检验
if Z == 1
tnorm = 12.71;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 2
tnorm = 4.30;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 3
tnorm = 3.18;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 4
tnorm = 2.78;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 5
tnorm = 2.57;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 6
tnorm = 2.45;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 7
tnorm = 2.37;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 8
tnorm = 2.31;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 9
tnorm = 2.26;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 10
tnorm = 2.23;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 11
tnorm = 2.20;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 12
tnorm = 2.18;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 13
tnorm = 2.16;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 14
tnorm = 2.15;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 15
tnorm = 2.13;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 16
tnorm = 2.12;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 17
tnorm = 2.11;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 18
tnorm = 2.10;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 19
tnorm = 2.09;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 20
tnorm = 2.09;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 21
tnorm = 2.08;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 22
tnorm = 2.07;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 23
tnorm = 2.07;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 24
tnorm = 2.06;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 25
tnorm = 2.06;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 26
tnorm = 2.06;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 27
tnorm = 2.05;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 28
tnorm = 2.05;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 29
tnorm = 2.04;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z == 30
tnorm = 2.04;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z > 30 && Z < 40
tnorm = 2.03;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z >= 40 && Z < 50
tnorm = 2.02;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z >= 50 && Z < 60
tnorm = 2.01;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z >= 60 && Z < 80
tnorm = 2.00;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z >= 80 && Z < 100
tnorm = 1.99;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
elseif Z >= 100 && Z <= 120
tnorm = 1.98;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
else
tnorm = 1.96;
if tvalue > tnorm
ttest = X;
else
ttest = NaN;
end
end
end %函数myttest005结束
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发表于 2015-9-25 10:14:26
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检验的都是nan