Simulate Multivariate Non-normal Data by Vale & Maurelli...

Compute normal-theory covariances for correlations

1 | ```
normalCor(R, Nobs)
``` |

`R` |
a p x p matrix of correlations. |

`Nobs` |
Number of observations. |

A normal-theory covariance matrix of correlations.

Jeff Jones and Niels Waller

Nel, D.G. (1985). A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients. *Linear algebra and its applications, 67*, 137–145.

1 2 | ```
data(Harman23.cor)
normalCor(Harman23.cor$cov, Nobs = 305)
``` |

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