TestCor (version 0.0.0.9)

covDcor: Returns the theoretical covariance of empirical correlations.

Description

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

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)
# }