Compute Normal-Theory Covariances for Correlations

Description

Compute normal-theory covariances for correlations

Usage

1
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

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

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