corrcalc_r: Formula for the Calculation of the Covariance Matrix of a...

In itamarfaran/corrfuncs: Analysis of populations of correlation matrices

Description

actual calculation of the covariance parameters, Cov(R_ij, R_kl) an internal function, shouldn't be used directly. use corrmat_covariance

Usage

corrcalc_c(matr, m, order_vecti, order_vectj)

corrcalc_r(matr, m, order_vecti, order_vectj)

Arguments

matr	the correlation matrix to calculate the covariance of
m	the number of coefficients in the matrix - 0.5 p (p-1)
order_vecti	mapping vector from i' -> i,j
order_vectj	mapping vector from j' -> k,l

Value

the covariance matrix of the vectorized correlation matrix

Functions

• corrcalc_c: c++ application of corrcalc_r

See Also

triangle2vector

Other corrcalc: corrmat_covariance_from_datamatrix(), corrmat_covariance()

itamarfaran/corrfuncs documentation built on Nov. 26, 2021, 12:02 p.m.