normalCor: Compute Normal-Theory Covariances for Correlations

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/normalCor.R

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

fungible documentation built on May 30, 2017, 1:40 a.m.

Related to normalCor in fungible...