# kormean: Take the Mean of two Correlation Matrices In holland: Statistics for Holland's Theory of Vocational Choice

## Description

This function takes the mean of two correlation matrices using the Fisher-Z transformation of the coefficients in both matrices.

## Usage

 `1` ```kormean(x, y, xn = NA, yn = NA) ```

## Arguments

 `x` a correlation matrix `y` a correlation matrix `xn` numeric value (optionally) the number of observations for correlation matrix given in x `yn` numeric value (optionally) the number of observations for correlation matrix given in y

## Details

this function uses the numerical values given in parameters `xn` and `yn` to compute the weighted mean of the Fisher-Z transformed coefficients in both correlation matrices. If either parameter `xn` or `yn` is not assigned a numerical value, the unweighted mean of both matrices is computed.

## Value

the mean correlations of both matrices as a matrix object

## Examples

 ```1 2 3 4``` ```## Correlation matrix for overall ASIT norm sample data(AIST_2005_F_1270) # female sub-sample data(AIST_2005_M_1226) # male sub-sample kormean(x=AIST_2005_F_1270,y=AIST_2005_M_1226,xn=1270,yn=1226) ```

holland documentation built on Sept. 5, 2021, 5:08 p.m.