covDcor

0th

Percentile

Returns the theoretical covariance of empirical correlations.

Returns the theoretical covariance of empirical correlations.

Usage
covDcor(r)
Arguments
r

a correlation matrix

Value

Returns the theoretical covariance of empirical correlations.

References

Aitkin, M. A. (1969). Some tests for correlation matrices. Biometrika, 443-446.

See Also

covDcorNorm

Aliases
  • covDcor
Examples
# NOT RUN {
p <- 10
corr_theo <- diag(1,p)
corr_theo[2:p,] <- 0.3
corr_theo[,2:p] <- 0.3
covDcor(corr_theo)
# }
Documentation reproduced from package TestCor, version 0.0.0.9, License: GPL (>= 2)

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