covDcor: 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

covDcor(r)

Arguments

r	a correlation matrix

Value

Returns the theoretical covariance of empirical correlations.

References

Aitkin, M. A. (1969). Some tests for correlation matrices. Biometrika, 443-446.

See Also

covDcorNorm

Examples

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

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