covD2nd: Returns the theoretical covariance of empirical correlations.

In TestCor: FWER and FDR Controlling Procedures for Multiple Correlation Tests

Description

Returns the theoretical covariance of empirical correlations.

Usage

covD2nd(r)

Arguments

r	a correlation matrix

Value

Returns the theoretical covariance of 2nd order statistics, √{n}*mean(Y)/sd(Y) with Y=(X_i-mean(X_i))(X_j-mean(X_j)).

See Also

covDcor

Examples

p <- 10
corr_theo <- diag(1,p)
corr_theo[2:p,] <- 0.3
corr_theo[,2:p] <- 0.3
covD2nd(corr_theo)

TestCor documentation built on Oct. 23, 2020, 5:31 p.m.