Simultaneous p-values are computed for a correlation matrix. Function
only for internal use.
Usage
simpvalueMx(corr,n,p)
Arguments
corr
a correlation matrix.
n
the sample size.
p
the number of variables used for p-value adjustment.
Value
A matrix of simultaneous p-values with NA on the diagonal.
References
Drton, M. \& Perlman, M.D. (2004) Model Selection for Gaussian
Concentration Graphs. Biometrika 91(3): 591-602.
Drton, M. \& Perlman, M.D. (2008) A SINful Approach to Gaussian
Graphical Model Selection. J. Statist. Plann. Inference
138(4): 1179-1200.