cor_covariance: Calculate the asymptotic sampling covariance matrix for the...
In configural: Multivariate Profile Analysis
cor_covariance R Documentation
Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix
Description
Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix
Usage
cor_covariance(r, n)
Arguments
r
A correlation matrix
n
The sample size
Value
The asymptotic sampling covariance matrix
Author(s)
Based on an internal function from the fungible package by Niels Waller
References
Nel, D. G. (1985).
A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients.
Linear Algebra and Its Applications, 67, 137–145. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/0024-3795(85)90191-0")}
Examples
cor_covariance(matrix(c(1, .2, .3, .2, 1, .3, .3, .3, 1), ncol = 3), 100)
configural documentation built on May 29, 2024, 8:48 a.m.
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| cor_covariance | R Documentation |
Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix
Description
Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix
Usage
cor_covariance(r, n)
Arguments
r |
A correlation matrix |
n |
The sample size |
Value
The asymptotic sampling covariance matrix
Author(s)
Based on an internal function from the fungible package by Niels Waller
References
Nel, D. G. (1985). A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients. Linear Algebra and Its Applications, 67, 137–145. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/0024-3795(85)90191-0")}
Examples
cor_covariance(matrix(c(1, .2, .3, .2, 1, .3, .3, .3, 1), ncol = 3), 100)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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