covDcorNorm: Returns the theoretical covariance of test statistics for...

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

Description

Returns the theoretical covariance of test statistics for correlation testing.

Usage

covDcorNorm(cor_mat, stat_test = "empirical")

Arguments

cor_mat	A correlation matrix
stat_test	'empirical' √{n}*abs(corr) 'fisher' √{n-3}*1/2*\log( (1+corr)/(1-corr) ) 'student' √{n-2}*abs(corr)/√(1-corr^2) '2nd.order' √{n}*mean(Y)/sd(Y) with Y=(X_i-mean(X_i))(X_j-mean(X_j))

Value

Returns the theoretical covariance of the test statistics.

See Also

covDcor, covD2nd, eval_stat

Examples

p <- 10
corr_theo <- diag(1,p)
corr_theo[2:p,] <- 0.3
corr_theo[,2:p] <- 0.3
covDcorNorm(corr_theo,stat_test='student')

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