Compute significance of Pearson Correlation Coefficient

Is there an option to compute the significance level (p-value) of the Pearson correlation coefficient using Statistics.cor ?

This question was already asked before (here) but I couldn’t find more recent info on it.

Is there another way than ‘by hand’ as suggested there? (It’s included in other languages, for example Python and Matlab.)

Thanks a lot for answers and hints!

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HypothesisTests.jl only seems to have this for a partial correlation… I think this an oversight from HypothesisTests that should be fixed.


Thanks a lot for the info @pdeffebach !

I added enhancement suggestions to Statistics and HypothesisTests.

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