# [ncl-talk] Correlation coefficient for different threshold

Wed Jul 11 05:48:58 MDT 2018

```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
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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