covDcorNorm

0th

Percentile

Returns the theoretical covariance of test statistics for correlation testing.

Returns the theoretical covariance of test statistics for correlation testing.

Usage
covDcorNorm(cor_mat, stat_test = "empirical")
Arguments
cor_mat

a correlation matrix

stat_test
'empirical'

\(\sqrt{n}*abs(corr)\)

'fisher'

\(\sqrt{n-3}*1/2*\log( (1+corr)/(1-corr) )\)

'student'

\(\sqrt{n-2}*abs(corr)/\sqrt(1-corr^2)\)

Notice that 'gaussian' is not available.

Value

Returns the theoretical covariance of the test statistics.

See Also

covDcor, eval_stat

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

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