Student-t test for correlation

pval.go

package main

import (
       "fmt"

       "math"
       
       "gonum.org/v1/gonum/stat/distuv"
)

func twoSidedPValue(r float64, n float64) float64 {
     // compute the test stat
     testStat := r*math.Sqrt((n-2)/(1-r*r))
     fmt.Println("Found T.S. =", testStat)
     // make a Student's t with (n-2) d.f.
     t := distuv.StudentsT{0, 1, (n-2), nil}

     // compute the p-value
     pval := 2.0*t.CDF(-math.Abs(testStat))

     return pval
}

func main() {
     n := 25.
     r := -0.4992939
     //ts := 11.2

          // compute pval for two-sided test
     pval := twoSidedPValue(r, n)
     
     fmt.Println("Found pval =", pval)
}