R/samp_cor.R

In AndrewElaryan/Lab1Intro: Introduction to Math 4973

#' Sample Correlation
#'
#' @param x a matrix
#'
#' @return rik the sample correlation
#' @export
#'
#' @examples samp_cor(matrix(1:9,nrow=3))
samp_cor = function(x) {
  p = ncol(x)
  rik <- matrix(NA, nr=p, nc=p)
  xcov = samp_cov(x)
  for(i in 1:p) {
    for(k in 1:p) {
      rik[i,k] = xcov[i,k] / (sqrt(xcov[i,i])*sqrt(xcov[k,k]))
    }
  }
  return(rik)
}