cor_covariance: Calculate the asymptotic sampling covariance matrix for the...

In bwiernik/configural: Multivariate Profile Analysis

Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix

Description

Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix

Usage

cor_covariance(r, n)

Arguments

r	A correlation matrix
n	The sample size

Value

The asymptotic sampling covariance matrix

Author(s)

Based on an internal function from the fungible package by 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. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/0024-3795(85)90191-0")}

Examples

cor_covariance(matrix(c(1, .2, .3, .2, 1, .3, .3, .3, 1), ncol = 3), 100)

bwiernik/configural documentation built on March 18, 2024, 11:02 p.m.