38 lines
1016 B
Matlab
38 lines
1016 B
Matlab
%% (a) bootstrap:
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nperm = 1000;
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rb = zeros(nperm, 1);
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for i=1:nperm
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% indices for resampling the data:
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inx = randi(length(x), length(x), 1);
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% resampled data pairs:
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xb = x(inx);
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yb = y(inx);
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rb(i) = corr(xb, yb);
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end
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%% (b) pdf of the correlation coefficients:
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[hb, bb] = hist(rb, 20);
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hb = hb/sum(hb)/(bb(2)-bb(1)); % normalization
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%% (c) significance:
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rbq = quantile(rb, 0.05);
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fprintf('correlation coefficient at 5%% significance = %.2f\n', rbq);
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if rbq > 0.0
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fprintf('--> correlation r=%.2f is significant\n', rd);
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else
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fprintf('--> r=%.2f is not a significant correlation\n', rd);
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end
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%% plot:
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hold on;
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bar(b, h, 'facecolor', [0.5 0.5 0.5]); % permuation test
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bar(bb, hb, 'facecolor', 'b'); % bootstrap
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bar(bb(bb<=rbq), hb(bb<=rbq), 'facecolor', 'r');
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plot([rd rd], [0 4], 'r', 'linewidth', 2);
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xlim([-0.25 0.75])
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xlabel('Correlation coefficient');
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ylabel('Probability density');
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hold off;
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savefigpdf(gcf, 'correlationbootstrap.pdf', 12, 6);
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