normalCor: Compute Normal-Theory Covariances for Correlations
In fungible: Psychometric Functions from the Waller Lab
normalCor R Documentation
Compute Normal-Theory Covariances for Correlations
Description
Compute normal-theory covariances for correlations
Usage
normalCor(R, Nobs)
Arguments
R
a p x p matrix of correlations.
Nobs
Number of observations.
Value
A normal-theory covariance matrix of correlations.
Author(s)
Jeff Jones and 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.
See Also
adfCor
Examples
data(Harman23.cor)
normalCor(Harman23.cor$cov, Nobs = 305)
fungible documentation built on May 29, 2024, 8:28 a.m.
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| normalCor | R Documentation |
Compute Normal-Theory Covariances for Correlations
Description
Compute normal-theory covariances for correlations
Usage
normalCor(R, Nobs)
Arguments
R |
a p x p matrix of correlations. |
Nobs |
Number of observations. |
Value
A normal-theory covariance matrix of correlations.
Author(s)
Jeff Jones and Niels Waller
References
Nel, D.G. (1985). A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients. Linear algebra and its applications, 67, 137–145.
See Also
adfCor
Examples
data(Harman23.cor)
normalCor(Harman23.cor$cov, Nobs = 305)
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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