Computes a t test for a test of the null hypothesis that a population Pearson or partial correlations is equal to 0, or a z test using a Fisher transformation for a test of the null hypothesis that a Pearson or partial correlation is equal to some specified nonzero value. Set s = 0 for a Pearson correlation. The hypothesis testing results should be accompanied with a confidence interval for the population Pearson or partial correlation value (see ci.cor).
For more details, see Section 1.19 of Bonett (2021, Volume 2)
Value
Returns a 1-row matrix. The columns are:
Estimate - estimate of correlation
t or z - t test statistic (for h = 0) or z test statistic (for nonzero h)
p - two-sided p-value