print_correlation_matrix: Print the correlation matrix of the residuals of a model...

In autovarCore: Automated Vector Autoregression Models and Networks

Description

This function prints the correlation matrix of residuals of a model annotated with p-values. This is a lower triangular matrix, in the way that all elements in the upper triangular matrix are NA and the elementals on the "diagonal" are 1 (note that there is not really a diagonal because the matrix is rectangular). The odd rows of the returned matrix contain the correlations while the even rows are the associated p-values. For each correlation in row x, column y, its p-value is located in row x+1, column y.

Usage

print_correlation_matrix(varest)

Arguments

varest

A varest model.

Value

This function returns the annotated correlation matrix.

Examples

data_matrix <- matrix(nrow = 40, ncol = 3)
data_matrix[, ] <- runif(ncol(data_matrix) * nrow(data_matrix), 1, nrow(data_matrix))
colnames(data_matrix) <- c('rumination', 'happiness', 'activity')
varest <- autovarCore:::run_var(data_matrix, NULL, 1)
autovarCore::print_correlation_matrix(varest)

autovarCore documentation built on May 2, 2019, 4:01 a.m.