brede_cdf_r

 brede_cdf_r          - Correlation coefficient for distribution function 

       P = brede_cdf_r(r, n)

       Input:  r    Correlation coefficient
               n    Number of samples
       
       Output: P    Lower tail area

       Computes the lower tail area of the correlation coefficient
       with the null hypothesis r=0 and with Gaussian random
       variables. 

       Note that the corrcoef Matlab function also returns a
       distribution value: The two-tailed p-value.

       Example
         N = 2000;
         x = randn(7,N);
         y = randn(7,N);
         for n=1:N, R=corrcoef(x(:,n),y(:,n)); r(n)=R(1,2);end
         p = brede_cdf_r(r, 7);
         figure, plot(2*cumsum(p)/N), line([0 N], [0 1], 'color',[1 0 0])

         % Make a table for N=7
         for r=-1:0.05:1, 
           disp(sprintf('%6.2f %f', r, 1-abs(1-2*brede_cdf_r(r,7)))), 
         end

       See also BREDE, BREDE_CDF_BIN, BREDE_CDF_CHI2, BREDE_CDF_F,
                BREDE_CDF_GAUSS, BREDE_CDF_HYPERGEO, BREDE_CDF_T

 $Id: brede_cdf_r.m,v 1.1 2004/08/31 14:31:11 fnielsen Exp $