eval_stat: Evaluates the test statistics for tests on correlation matrix...

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

Description

Evaluates the test statistics for tests on correlation matrix entries.

Usage

eval_stat(data, type = "empirical")

Arguments

data	matrix of observations
type	'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 test statistics for correlation testing.

Examples

n <- 100
p <- 10
corr_theo <- diag(1,p)
data <- MASS::mvrnorm(n,rep(0,p),corr_theo)
stat <- eval_stat(data,'fisher')

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