[ncl-talk] Correlation coefficient for different threshold

[Ehsan Taghizadeh]

Hi,I've used "escorc" to compute Pearson correlation coefficient for my data, from this link: escorc.

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escorc

NCL built-in functions (statistics)
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However I want to do some manipulate for input arrays, and I want best function to do that. For example in Example 1 at above link: 
        x    = (/ 0.20, 1.88, -0.76, 0.42, 0.32, -0.56, 1.55, -1.21, -0.66, -0.96, -0.21 /)
        y    = (/ 0.18, 0.54, -0.49, 0.92, 0.22,  0.75, 0.66, -2.65, -0.51,  0.47, -0.09 /)
        r    = escorc(x,y)                ; Pearson correlation
    ;---Compute correlation confidence interval

        n    = dimsizes(x)                ; n=11
        df   = n-2
                                          ; Fischer z-transformation
        z    = 0.5*log((1+r)/(1-r))  ; z-statistic
        se   = 1.0/sqrt(n-3)                       ; standard error of z-statistic

                                          ; low  and hi z values
        zlow = z - 1.96*se                ; 95%  (2.58 for 99%)
        zhi  = z + 1.96*se                 
                                          ; inverse z-transform; return to r space (-1 to +1)
        rlow = (exp(2*zlow)-1)/(exp(2*zlow)+1)
        rhi  = (exp(2*zhi )-1)/(exp(2*zhi )+1)        t    = r*sqrt((n-2)/(1-r^2))      
        p    = student_t(t, df)
        psig = 0.05                       ; test significance level                     
        print("t="+t+"  p="+p)            ; t=2.02755  p=0.0732238
        if (p.le.psig) then
            print("r="+r+" is significant at the 95% level"))
        else
            print("r="+r+" is NOT significant at the 95% level"))
        end if

For example how could I compute "r,n, ..." where(x.gt.5).
I'll be thankful for any help.
SincerelyEhsan
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