corrmat_covariance: Calculate the Covariance Matrix of a Correlation Matrix

In itamarfaran/corrpops: Analysis of populations of correlation matrices

Description

Calculate the covariance matrix of a correlation matrix. The matrix can be in vectorized form.

Usage

corrmat_covariance(
  matr,
  fisher_z = FALSE,
  nonpositive = c("stop", "force", "ignore"),
  use_cpp = TRUE
)

Arguments

matr	the correlation matrix. can be vectorized from triangle2vector
fisher_z	if true, calculate the covariance matrix of a fisher-Z transformed correlation matrix. It is assumed that the correlations are already Fisher transformed, and the matrix will under go the Inverse Fisher Transformation.
nonpositive	error handling when matrix is not positive definite. can be one of 'stop', 'force', 'ignore'. if 'force' is chosen, nearPD will be used.
use_cpp	whether to use c++ source code. default true.

Value

the covariance matrix

See Also

Other corrcalc: corrcalc_c(), corrmat_covariance_from_datamatrix()

itamarfaran/corrpops documentation built on Dec. 20, 2021, 8:02 p.m.