What significant test `corr` use internally?

https://www.mathworks.com/help/stats/corr.html

Just want to know what significant test the function use to obtain the p-value.

Answer 1

[Walter Roberson]

corr() does not itself use any significance test. It returns the p values -- leaving you to make your own significance tests according to your needs.

[Weikang Qiu]

Oh sorry, I just wonder matlab assume what distribution does the correlation coefficient follow.

[Walter Roberson]

https://www.mathworks.com/help/stats/corr.html#d126e301188

Type — Type of correlation

'Pearson' (default) | 'Kendall' | 'Spearman'

Type of correlation, specified as the comma-separated pair consisting of 'Type' and one of these values.

Value Description

• 'Pearson'Pearson's Linear Correlation Coefficient
• 'Kendall'Kendall's Tau Coefficient
• 'Spearman'Spearman's Rho