subdiagonal_mean_ratio_cor: Root transformation of the vectorized correlation matrix

In CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures

Root transformation of the vectorized correlation matrix

Description

A function calculating the roots of a vectorized covariance matrix. The roots increasing, so square root for the first secondary diagonals, third root for the second secondary diagonal and so on. For roots with even order the absolute value of the argument is used, since the arguments can be negative.

Usage

subdiagonal_mean_ratio_cor(v, a, d)

Arguments

v	vectorized correlation matrix which should be transformed
a	vector containing the indices which belong to the diagonal of the correlation matrix
d	dimension of the correlation matrix

Value

a transformed vector

CovCorTest documentation built on June 8, 2025, 11:50 a.m.